A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases
From MaRDI portal
Publication:3471340
DOI10.1080/03610918908812763zbMath0695.62027OpenAlexW2063658775MaRDI QIDQ3471340
Muni S. Srivastava, Yiu-Man Chan
Publication date: 1989
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918908812763
Related Items (1)
Cites Work
- Unnamed Item
- Bootstrap tests and confidence regions for functions of a covariance matrix
- Bootstrap methods: another look at the jackknife
- Approximation Theorems of Mathematical Statistics
- On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers
- On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
- On the Robustness of some Tests of Significance in Sampling from a Compound Normal Population
- Improvements of jackknife confidence limit methods
This page was built for publication: A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases
