Table 2.

Summary statistics of empirical coverage of the nominal 95% confidence interval for a true correlation coefficient for simulation study Scenarios 2 and 3.

ρ function	k	window size	Coverage in percent our method aveg. (Q1, Q2, Q3)	Coverage in percent Fisher aveg. (Q1, Q2, Q3)
sine	k=1	30	95.14 (92.99, 95.62, 97.58)	99.42 (99.28, 100, 100)
		45	96.02 (93.51, 96.65, 99.90)	99.03 (98.43, 100, 100)
	k=2	30	95.11 (92.89, 95.46, 98.14)	99.39 (99.59, 100, 100)
		45	95.91 (93.43, 96.75, 99.90)	98.92 (98.43, 100, 100)
	k=3	30	94.23 (91.78, 95.05, 97.32)	99.25(98.76, 100, 100)
		45	94.08 (90.99, 95.08, 98.19)	98.11 (96.47, 100, 100)
	k=4	30	92.55 (89.41, 93.09, 96.49)	98.76 (97.94, 100, 100)
		45	88.86 (84.50, 89.32, 94.24)	95.72 (93.32, 96.54, 99.63)
Gaussian	k=1	30	94.21 (91.48, 94.64, 97.19)	99.28 (98.87, 100, 100)
		45	94.16 (91.84, 94.87, 97.15)	97.92 (96.57, 98.33, 100)
	k=2	30	94.62 (92.38, 95.42, 97.43)	99.45 (99.38, 100, 100)
		45	95.02 (92.31, 95.61, 98.20)	98.54 (97.41, 100, 100)
	k=3	30	94.76 (92.74, 95.62, 97.53)	99.46 (99.38, 100, 100)
		45	95.47 (92.89, 95.97, 99.14)	98.80 (97.91, 100, 100)
	k=4	30	94.89 (92.69, 95.73, 97.84)	99.46 (99.38, 100, 100)
		45	95.60 (93.44, 96.18, 99.48)	98.89 (97.91, 100, 100)