Detrended fluctuation analysis (DFA) is a scaling method that allows the detection of long memory in a time series. Until now no asymptotic distribution has been found for this statistic. The bootstrap technique allows the simulation of the probability distribution of any statistic. In this paper th
Bootstrap tests in correspondence analysis
✍ Scribed by Reiczigel, Jenö
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 621 KB
- Volume
- 12
- Category
- Article
- ISSN
- 8755-0024
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✦ Synopsis
A bootstrap test is developed for testing models specified by Goodman in 1985 and 1986 for the correspondence analysis of two-way contingency tables. It enables testing goodness-of-fit in relation with the usual matrix decomposition method. An approximate table of critical values for the proposed test statistic is presented. Bootstrap confidence interval construction is also included. The behaviour of the test statistic and the confidence intervals is studied using Monte Carlo simulation.
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