Jackknife Euclidean Likelihood-Based Inference for Spearman's Rho

Abstract We discuss jackknife Euclidean likelihood-based inference methods, with a special focus on the construction of confidence intervals for Spearman's rho. We show that a Wilks's theorem holds for jackknife Euclidean likelihood, and based on it we construct confidence intervals for Spearman's rho. In a simulation study we examine the performance of our method, and a fire insurance claims database is used for its illustration.