Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology

Tsagris, Michail and Elmatzoglou, Ioannis and C. Frangos, Christos (2012): Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology. Published in: Communications in Statistics - Theory and Methods , Vol. 41, No. 1 (3 January 2012): pp. 138-152.

Abstract

Little attention has been given to the correlation coefficient when data come from discrete or continuous non-normal populations. In this article, we consider the efficiency of two correlation coefficients which are from the same family, Pearson's and Spearman's estimators. Two discrete bivariate distributions were examined: the Poisson and the Negative Binomial. The comparison between these two estimators took place using classical and bootstrap techniques for the construction of confidence intervals. Thus, these techniques are also subject to comparison. Simulation studies were also used for the relative efficiency and bias of the two estimators. Pearson's estimator performed slightly better than Spearman's.

• Item Type: MPRA Paper
• Language: English
• Keywords: Bivariate, Bootstrap, Correlation
• Subjects: C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C40 - General; C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C46 - Specific Distributions ; Specific Statistics

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