Rejoinder
Sampling from the limit distribution under the null (using sample covariances to replace population covariances) provides a simple and computationally efficient way to estimate critical values, and the size of the resulting test converges to the nominal size as sample size increases. This can be use...
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| Published in: | Journal of the American Statistical Association 2015-12, Vol.110 (512), p.1459-1459 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | Get full text |
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