Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics
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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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2005-12-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v15/i01/paper |