Bootstrap tests and confidence regions for functions of a covariance matrix

Authors
Beran, Rudolf Srivastava, Muni S.
Citation
. Beran, Rudolf et S. Srivastava, Muni, Bootstrap tests and confidence regions for functions of a covariance matrix, Annals of statistics , 13(1), 1985, pp. 95-115
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
13
Issue
1
Year of publication
1985
Pages
95 - 115
Database
ACNP
SICI code
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.