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March, 1985 Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix
Rudolf Beran, Muni S. Srivastava
Ann. Statist. 13(1): 95-115 (March, 1985). DOI: 10.1214/aos/1176346579

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.

Citation

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Rudolf Beran. Muni S. Srivastava. "Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix." Ann. Statist. 13 (1) 95 - 115, March, 1985. https://doi.org/10.1214/aos/1176346579

Information

Published: March, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0607.62048
MathSciNet: MR773155
Digital Object Identifier: 10.1214/aos/1176346579

Subjects:
Primary: 62G05
Secondary: 62E20

Rights: Copyright © 1985 Institute of Mathematical Statistics

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Vol.13 • No. 1 • March, 1985
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