Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics

Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics

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An algorithm is presented for calculating concordance-discordance totals in a time of order N log N , where N is the number of observations, using a balanced binary search tree. These totals can be used to calculate jackknife estimates and confidence limits in the same time order for a very wide ran...

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Bibliographic Details
Main Author: Roger Newson
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2005-12-01
Series:Journal of Statistical Software
Subjects:
balanced binary search tree
jackknife
confidence interval
rank statistics
Kendall’s tau
Somers’ D
Harrell’s c
ROC area
Gini coefficient
sign test
rank-sum test
Online Access:http://www.jstatsoft.org/v15/i01/paper

Internet

http://www.jstatsoft.org/v15/i01/paper

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