Article ID Journal Published Year Pages File Type
10525881 Statistics & Probability Letters 2005 9 Pages PDF
Abstract
In this paper we show that the bootstrap approximates consistently the distribution of the sample Matusita distance between two conditional Gaussian distributions, under the null hypothesis of homogeneity. We also study by simulation the finite sample performance of the bootstrap distribution and compare it with the asymptotic approximation.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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