Bootstrap tests and confidence regions for functions of a covariance matrix
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Publication:1085545
DOI10.1214/aos/1176346579zbMath0607.62048OpenAlexW2011755304MaRDI QIDQ1085545
Muni S. Srivastava, Rudolf Beran
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346579
eigenvaluesprincipal component analysiseigenvectorsbootstrap critical valuesbootstrap confidence regionspopulation covariance matrixBootstrap testsnormal model likelihood ratio
Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric tolerance and confidence regions (62G15)
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