Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices

Journal of the American Statistical Association - United Kingdom
doi 10.2307/2290273
Full Text
Abstract

Available in full text

Date
Authors
Publisher

JSTOR

Related search

Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices

Journal of the American Statistical Association
UncertaintyStatisticsProbability
1992English

A Homogeneity Test of Large Dimensional Covariance Matrices Under Non-Normality

Kybernetika
ControlSystems EngineeringInformation SystemsElectronic EngineeringElectricalTheoretical Computer ScienceArtificial IntelligenceSoftware
2018English

Shrinkage Estimators for Covariance Matrices

Biometrics
StatisticsGeneticsProbabilityMolecular BiologyBiochemistryApplied MathematicsMicrobiology ImmunologyBiological SciencesMedicineAgricultural
2001English

Optimal Tests for Homogeneity of Covariance, Scale, and Shape

Journal of Multivariate Analysis
UncertaintyNumerical AnalysisStatisticsProbability
2009English

Testing for Multivariate Cointegration in the Presence of Structural Breaks:p-Values and Critical Values

Applied Economics Letters
EconomicsEconometrics
2012English

Two Guidelines for Bootstrap Hypothesis Testing

Biometrics
StatisticsGeneticsProbabilityMolecular BiologyBiochemistryApplied MathematicsMicrobiology ImmunologyBiological SciencesMedicineAgricultural
1991English

Robust Estimation of Constrained Covariance Matrices for Confirmatory Factor Analysis

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2010English

Set‐based Differential Covariance Testing for Genomics

Stat
UncertaintyStatisticsProbability
2019English

Forecasting Covariance Matrices: A Mixed Frequency Approach

SSRN Electronic Journal
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy