The Annals of Statistics

Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

Rudolf Beran and Muni S. Srivastava

Full-text: Open access

Abstract

Bootstrap tests and confidence regions for functions of the population covariance matrix have the desired asymptotic levels, provided model restrictions, such as multiple eigenvalues in the covariance matrix, are taken into account in designing the bootstrap algorithm.

Article information

Source
Ann. Statist., Volume 13, Number 1 (1985), 95-115.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176346579

Digital Object Identifier
doi:10.1214/aos/1176346579

Mathematical Reviews number (MathSciNet)
MR773155

Zentralblatt MATH identifier
0607.62048

JSTOR
links.jstor.org

Subjects
Primary: 62G05: Estimation
Secondary: 62E20: Asymptotic distribution theory

Keywords
Bootstrap procedures covariance matrix eigenvalues eigenvectors confidence regions tests multivariate analysis

Citation

Beran, Rudolf; Srivastava, Muni S. Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix. Ann. Statist. 13 (1985), no. 1, 95--115. doi:10.1214/aos/1176346579. https://projecteuclid.org/euclid.aos/1176346579


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Corrections

  • See Correction: Rudolf Beran, Muni S. Srivastava. Correction: Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix. Ann. Statist., Volume 15, Number 1 (1987), 470--471.