Bootstrap estimate of correlation coefficient

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F10%3A39881995" target="_blank" >RIV/00216275:25410/10:39881995 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Bootstrap estimate of correlation coefficient

Original language description

Problems associated with relation of random variables expressed by the correlation coefficient are solved in this paper. Calculation of its estimate r - sample correlation coefficient, is not difficult, but significance testing or confidence intervals construction for the correlation coefficient - require normal probability distribution of population. When this assumption is not valid, we face the difficulties. One method - bootstrap, that can be successfully used is described in this paper. Classical statistical methods can be substituted by bootstrap methods in many cases. The target of the article is to demonstrate convergence of bootstrap estimates of the bias and the standard error of the Pearson correlation coefficient.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA402%2F09%2F1866" target="_blank" >GA402/09/1866: Modelling, Simulations and Management of Insurance Risks</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International journal for statisticians

ISSN

2077-480X

e-ISSN

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Volume of the periodical

1

Issue of the periodical within the volume

01

Country of publishing house

PK - PAKISTAN

Number of pages

4

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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