Bootstrap tests for independence in two-way ordinal contingency tables

DOI10.1016/j.csda.2004.03.009zbMath1429.62203OpenAlexW2030956385MaRDI QIDQ957141

Hyeong Chul Jeong, Daehak Kim, Myoungshic Jhun Jhun

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.03.009

zbMATH Keywords

bootstrapWishart matrixordinal contingency tablemodel-based testRC model

Mathematics Subject Classification ID

Contingency tables (62H17)

Related Items (3)

Improved tests of independence in singly-ordered two-way contingency tables ⋮ Improvement of the test of independence among groups of factors in a multi-way contingency table ⋮ A class of statistical models to weaken independence in two-way contingency tables

Cites Work

• Unnamed Item
• Tests for independence in two-way contingency tables based on canonical correlation and on linear-by-linear interaction
• Applications of bootstrap methods for categorical data analysis.
• Percentage points of the extreme roots of a Wishart matrix

This page was built for publication: Bootstrap tests for independence in two-way ordinal contingency tables