Bootstrapping the latent roots of certain random matrices

DOI10.1080/03610918808812700MaRDI QIDQ3471468zbMATH OpenOpenAlexFDO

Authors Demissie Alemayehu

Publication date 1988

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918808812700

zbMATH Keywords

bootstrapconfidence setsEigenvaluesnonparametric inferencesimultaneous inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
• Balanced Simultaneous Confidence Sets
• Better Bootstrap Confidence Intervals
• Bootstrap methods: another look at the jackknife
• Bootstrap tests and confidence regions for functions of a covariance matrix
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 3996835 (Why is no real title available?)
• Inference in canonical correlation analysis
• Inverting an Edgeworth expansion
• Prepivoting to reduce level error of confidence sets
• The limiting empirical measure of multiple discriminant ratios

Cited in

(7)

• Bootstrap tests and confidence regions for functions of a covariance matrix
• Application of the bootstrap methods in factor analysis
• Bootstrapping the O(N ) vector models
• scientific article; zbMATH DE number 727405 (Why is no real title available?)
• Bootstrapping spectral statistics in high dimensions
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• Bootstraps to strings: solving random matrix models with positivity

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