Estimating Pearson's Correlation Coefficient with Bootstrap Confidence Interval from Serially Dependent Time Series
By Manfred Mudelsee. 2003
204 citations recorded by the source corpus.
Subfields: Atmospheric Science, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/14689c922b82eb59fa3e4dcc9d6940f43687948e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Atmospheric Science
- Kristín Björg Ólafsdóttir
- Aslak Grinsted
- M. Macias‐Fauria
- Jari Holopainen
- S. Helama
- Jesús Julio Camarero
- R. Milla
- S. Palacio
In Global and Planetary Change
- Kristín Björg Ólafsdóttir
- M. Macias‐Fauria
- Aslak Grinsted
- Jari Holopainen
- S. Helama
- Jesús Julio Camarero
- S. Palacio
- R. Milla
Citations in the corpus
- Persistence matters: Estimation of the statistical significance of paleoclimatic reconstruction statistics from autocorrelated time series (2012, methodology): “…as their assumptions are not satisfied. ore flexible bootstrap and Monte-Carlo techniques (Efron and ibshirani, 1986) can often perform better than classical methods ith special regard to climatic (von Storch and Zwiers, 1999) or aleoclimatic (e.g. Mudelsee, 2003; Young et al., 2000) persistence.”
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (2014, methodology): “BCa confidence intervals were used in the previous version of PearsonT (Mudelsee 2003).”
- Summer-drought constrains the phenology and growth of two coexisting Mediterranean oaks with contrasting leaf habit: implications for their persistence and reproduction (2009, methodology): “…between growth and climatic variables, we estimated the corrected 95% confidence intervals for the correlation coefficients using stationary bootstrap estimates with an average block length proportional to the maximum estimated autocorrelation of the data (Park and Lee 2001; Mudelsee 2003).”