ASYMPTOTIC THEORIES FOR THE ROBUST PP ESTIMATORS OF THE PRINCIPAL COMPONENTS AND DISPERSION MATRIX——Ⅲ.BOOTSTRAP CONFIDENCE SETS,BOOTSTRAP TESTS

摘要

In this paper the bootstrap theories,which are based on the author’s former paper,ofM-typ eprincipal components and dispersion matrices and M-type PP tests for multivariate locationand scale are obtained.The bootstrap confidence sets for the principal components,dispersionmatrices and correlation matrices are also constructed.