Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix
Rudolf Beran, Muni S. Srivastava
The Annals of Statistics · 1985 · Volume 13 · Issue 1
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.
Keywords
62E20, 62G05, Bootstrap procedures, Confidence regions, Covariance matrix, Eigenvalues, eigenvectors, Multivariate analysis, tests
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