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

V. Alba-Fernández, J. Muñoz-García and M.D. Jiménez-Gamero

Statistics & Probability Letters, 2005, vol. 73, issue 3, 277-285

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: Matusita; distance; Conditional; Gaussian; distribution; Bootstrap; Consistency (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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