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 :
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