Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

Open Access

1 March 1985

journal article
Published by Institute of Mathematical Statistics in The Annals of Statistics

Vol. 13 (1) , 95-115
https://doi.org/10.1214/aos/1176346579

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.

Keywords

BOOTSTRAP PROCEDURES
COVARIANCE MATRIX
EIGENVALUES
EIGENVECTORS
CONFIDENCE REGIONS
TESTS
MULTIVARIATE ANALYSIS