Testing hypotheses about covariance matrices using bootstrap methods

DOI10.1080/03610929308831051MaRDI QIDQ4275798zbMATH OpenOpenAlexFDO

Authors Ji Zhang, Dennis D. Boos

Publication date 8 November 1994

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929308831051

zbMATH Keywords

bootstrap procedureslinear transformationoptimal procedurespooled samplesseparate samplestesting covariance structures

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
• Bootstrap Methods for Testing Homogeneity of Variances
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Covariance structure analysis in several populations
• Investigations on the Similarity of the Structure of Two Covariance Matrices for Some Blood Pressure Data
• Multiple population covariance structure analysis under arbitrary distribution theory
• Proportionaliy of covariance matrices
• Resampling from centered data in the two-sample problem
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Structural analysis of covariance and correlation matrices

Cited in

(18)

• Bootstrap tests and confidence regions for functions of a covariance matrix
• Tests of covariance matrix by using projection pursuit and bootstrap method
• Checking the adequacy of the multivariate semiparametric location shift model
• Testing hypotheses about covariance matrices in general MANOVA designs
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Discussion about the quality of F-ratio resampling tests for comparing variances
• Bootstrap specification tests for linear covariance stationary processes
• Bootstrap methods for multivariate hypothesis testing
• Comparing latent means without mean structure models: a projection-based approach
• Rank-based procedures for structural hypotheses on covariance matrices
• Bootstrap Methods for Testing Homogeneity of Variances
• Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
• THREE STATISTICS FOR HYPOTHESIS TESTING OF INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX AND THEIR BOOTSTRAP TESTS
• scientific article; zbMATH DE number 1833045 (Why is no real title available?)
• Efficient Bootstrap Tests for the Goodness of Fit in Covariance Structure Analysis
• A new method for multi-sample high-dimensional covariance matrices test based on permutation
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• A robust and fast two-sample test of equal correlations with an application to differential co-expression

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