Table 4.
Summary statistics of empirical coverage of the nominal 95% confidence interval for a true correlation coefficient for Scenario 5.
| SIM. 5 | window | T=150 aveg. (Q1, Q2, Q3) |
T=300 aveg. (Q1, Q2, Q3) |
T=600 aveg. (Q1, Q2, Q3) |
|---|---|---|---|---|
|
| ||||
| DCBootCB | 30 | 69.58 (59.50,71.90, 80.17 ) | 84.35 (80.90, 86.72, 90.41) | 90.71 (88.79, 91.86, 94.40) |
| 45 | 45.33 (33.96, 45.28, 55.42) | 75.45 (70.70, 77.73, 82.71) | 87.21 (84.89, 88.85, 91.19 ) | |
|
| ||||
| Fisher approx. | 30 | 83.78 (77.69, 85.54, 91.74) | 92.97 (90.77, 93.36, 96.31) | 96.44 (95.27, 96.85, 98.42) |
| 45 | 54.24 (45.28, 53.77, 64.15) | 81.45 (77.34, 83.01, 87.11) | 91.44 (89.97, 92.09, 94.24) | |