Pages that link to "Item:Q1085545"
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The following pages link to Bootstrap tests and confidence regions for functions of a covariance matrix (Q1085545):
Displayed 47 items.
- Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Bootstrapping in multiplicative models (Q583819) (← links)
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
- Testing increasing dispersion (Q672959) (← links)
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- CAPM with fuzzy returns and hypothesis testing (Q743141) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Testing linear independence in linear models with interval-valued data (Q1019931) (← links)
- Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
- Comparing variances of correlated variables (Q1089702) (← links)
- On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix (Q1118933) (← links)
- PCA stability and choice of dimensionality (Q1185331) (← links)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
- Perturbation inequalities and confidence sets for functions of a scatter matrix. (Q1264501) (← links)
- Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
- On nondifferentiable functions and the bootstrap (Q1326309) (← links)
- A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit (Q1341370) (← links)
- Algorithms for unweighted least-squares factor analysis (Q1351855) (← links)
- Pairwise comparisons of the means of skewed data (Q1578220) (← links)
- Application of the bootstrap methods in factor analysis (Q1901373) (← links)
- Consistent estimation in measurement error models with near singular covariance (Q2124820) (← links)
- Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- Treelets -- an adaptive multi-scale basis for sparse unordered data (Q2271330) (← links)
- A note on bootstrap confidence intervals for proportions (Q2439643) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases (Q3471340) (← links)
- Bootstrapping the latent roots of certain random matrices (Q3471468) (← links)
- Bagging Versions of Sliced Inverse Regression (Q3585296) (← links)
- Bootstrap method in ranking and slippage problems (Q3802421) (← links)
- Pca stability studied by the bootstrap and the infinitesimal jackknife method (Q3823641) (← links)
- Nondifferentiable errors in beta-compliance integrated logistic models (Q4240736) (← links)
- Testing hypotheses about covariance matrices using bootstrap methods (Q4275798) (← links)
- ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- A Simple Rule for the Selection of Principal Components (Q4798095) (← links)
- Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- Using observed confidence levels to perform principal component analyses (Q5739176) (← links)
- Introduction to the bootstrap world (Q5965015) (← links)
- The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)