A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases
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Publication:3471340
DOI10.1080/03610918908812763zbMATH Open0695.62027OpenAlexW2063658775MaRDI QIDQ3471340FDOQ3471340
Authors: Muni S. Srivastava, Yiu-Man Chan 
Publication date: 1989
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918908812763
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Cites Work
- Approximation Theorems of Mathematical Statistics
- Bootstrap methods: another look at the jackknife
- Title not available (Why is that?)
- Bootstrap tests and confidence regions for functions of a covariance matrix
- Improvements of jackknife confidence limit methods
- On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
- On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers
- On the Robustness of some Tests of Significance in Sampling from a Compound Normal Population
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