Annals of Statistics
- Ann. Statist.
- Volume 13, Number 1 (1985), 95-115.
Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix
Rudolf Beran and Muni S. Srivastava
Abstract
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.
Article information
Source
Ann. Statist., Volume 13, Number 1 (1985), 95-115.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aos/1176346579
Digital Object Identifier
doi:10.1214/aos/1176346579
Mathematical Reviews number (MathSciNet)
MR773155
Zentralblatt MATH identifier
0607.62048
JSTOR
links.jstor.org
Subjects
Primary: 62G05: Estimation
Secondary: 62E20: Asymptotic distribution theory
Keywords
Bootstrap procedures covariance matrix eigenvalues eigenvectors confidence regions tests multivariate analysis
Citation
Beran, Rudolf; Srivastava, Muni S. Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix. Ann. Statist. 13 (1985), no. 1, 95--115. doi:10.1214/aos/1176346579. https://projecteuclid.org/euclid.aos/1176346579
Corrections
- See Correction: Rudolf Beran, Muni S. Srivastava. Correction: Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix. Ann. Statist., Volume 15, Number 1 (1987), 470--471.Project Euclid: euclid.aos/1176350284
