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A Note on Bootstrapping the Correlation Coefficient

G. A. Young
Biometrika
Vol. 75, No. 2 (Jun., 1988), pp. 370-373
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2336187
Stable URL: http://www.jstor.org/stable/2336187
Page Count: 4
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A Note on Bootstrapping the Correlation Coefficient
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Abstract

Smoothed bootstrap estimation of the sampling standard deviation of the variance-stabilized correlation coefficient is reconsidered. An approximation to the mean squared error of the variance-stablised correlation coefficient is reconsidered. An approximation to the mean squared error of the bootstrap estimator is obtained and an empirical procedure for choosing the degree of smoothing in the bootstrap estimation is presented. Performance of the procedure is examined in a simulation study.

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