Bootstrap estimation of the distribution of Matusita distance in the mixed case

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.

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Year of publication:	2005
Authors:	Alba-Fernández, V. ; Muñoz-García, J. ; Jiménez-Gamero, M.D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 73.2005, 3, p. 277-285
Publisher:	Elsevier
Keywords:	Matusita distance Conditional Gaussian distribution Bootstrap Consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138314