Bootstrapping the latent roots of certain random matrices

DOI10.1080/03610918808812700zbMath0695.62130OpenAlexW1995857917MaRDI QIDQ3471468

Demissie Alemayehu

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812700

zbMATH Keywords

bootstrapconfidence setssimultaneous inferencenonparametric inferenceEigenvalues

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues

Cites Work

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• Inverting an Edgeworth expansion
• Bootstrap tests and confidence regions for functions of a covariance matrix
• The limiting empirical measure of multiple discriminant ratios
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
• Inference in canonical correlation analysis
• Bootstrap methods: another look at the jackknife
• Better Bootstrap Confidence Intervals
• Balanced Simultaneous Confidence Sets
• Prepivoting to reduce level error of confidence sets

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