Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525881 | Statistics & Probability Letters | 2005 | 9 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
V. Alba-Fernández, J. Muñoz-GarcÃa, M.D. Jiménez-Gamero,