Tests of covariance matrix by using projection pursuit and bootstrap method

DOI10.1007/s11766-998-0024-4zbMath0911.62044OpenAlexW2070256807MaRDI QIDQ1272730

Ping Jing

Publication date: 23 March 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-998-0024-4

zbMATH Keywords

Gaussian processbootstrap approximationnumber-theoretic methods

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Some limit theorems for empirical processes (with discussion)
• Bootstrapping general empirical measures
• Projection pursuit
• Confidence sets for a multivariate distribution
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Bootstrap methods: another look at the jackknife
• Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
• Testing hypotheses about covariance matrices using bootstrap methods
• Some blum-kiefer-rosenblatt type tests for the joint independence of variables
• Convergence of stochastic processes
• On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution