Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix
Beran, Rudolf ; Srivastava, Muni S.
Ann. Statist., Tome 13 (1985) no. 1, p. 95-115 / Harvested from Project Euclid
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Bootstrap tests and confidence regions for functions of the population covariance matrix have the desired asymptotic levels, provided model restrictions, such as multiple eigenvalues in the covariance matrix, are taken into account in designing the bootstrap algorithm.
Publié le : 1985-03-14
Classification:  Bootstrap procedures,  covariance matrix,  eigenvalues,  eigenvectors,  confidence regions,  tests,  multivariate analysis,  62G05,  62E20 
@article{1176346579,
     author = {Beran, Rudolf and Srivastava, Muni S.},
     title = {Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix},
     journal = {Ann. Statist.},
     volume = {13},
     number = {1},
     year = {1985},
     pages = { 95-115},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346579}
}

Beran, Rudolf; Srivastava, Muni S. Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix. Ann. Statist., Tome 13 (1985) no. 1, pp.  95-115. http://gdmltest.u-ga.fr/item/1176346579/