Pages that link to "Item:Q1109454"
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The following pages link to Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix (Q1109454):
Displaying 7 items.
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- A bootstrap method for assessing the dimension of a general regression problem (Q871006) (← links)
- Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928) (← links)
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
