K-sample subsampling in general spaces: The case of independent time series

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.

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Year of publication:	2010
Authors:	Politis, Dimitris N. ; Romano, Joseph P.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 2, p. 316-326
Publisher:	Elsevier
Keywords:	62G09 62G10 Banach space Block bootstrap Confidence regions Hypothesis testing Large-sample theory Time series Two-sample problems

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

Persistent link: https://www.econbiz.de/10008521086