Jackknife euclidean likelihood-Based inference for spearman's rho

Colección: Artículos
Título: Jackknife euclidean likelihood-Based inference for spearman's rho / Miguel de Carvalho, Filipe J. Marques
Autor: Carvalho, Miguel de
Notas: Sumario: We 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.
Registros relacionados: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 03/12/2012 Tomo 16 Número 4 - 2012
Otras clasificaciones: 1
Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/
Referencias externas:
Ver detalle del número