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Jackknife euclidean likelihood-Based inference for spearman's rho

MARC record
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001  MAP20130010908
003  MAP
005  20130401175654.0
008  130401e20121203esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎1
1001 ‎$0‎MAPA20130004280‎$a‎Carvalho, Miguel de
24510‎$a‎Jackknife euclidean likelihood-Based inference for spearman's rho‎$c‎Miguel de Carvalho, Filipe J. Marques
520  ‎$a‎We discuss jackknife Euclidean likelihood-based inference methods, with a special focus on the construction of confidence intervals for Spearmans rho. We show that a Wilks theorem holds for jackknife Euclidean likelihood, and based on it we construct confidence intervals for Spearmans rho. In a simulation study we examine the performance of our method, and a fire insurance claims database is used for its illustration.
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎03/12/2012 Tomo 16 Número 4 - 2012
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A