Title of article
K-sample subsampling in general spaces: The case of independent time series
Author/Authors
Politis، نويسنده , , Dimitris N. and Romano، نويسنده , , Joseph P.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
11
From page
316
To page
326
Abstract
The problem of subsampling in two-sample and K -sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case where each sample is a stationary time series, and construct subsampling confidence intervals and hypothesis tests with asymptotic validity. Some examples are also given, and the problem of optimal block size choice is discussed.
Keywords
62G09 , Banach space , Confidence regions , block bootstrap , Hypothesis testing , Large-sample theory , 62G10 , Two-sample problems , Time series
Journal title
Journal of Multivariate Analysis
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565355
Link To Document