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Trimming is a standard method to decrease the effect of large sample elements in statistical procedures, used, e.g., for constructing robust estimators and tests. Trimming also provides a profound insight into the partial sum behavior of i.i.d. sequences. There is a wide and nearly complete...
Persistent link: https://www.econbiz.de/10011065082
We wish to test the null hypothesis that a collection of functional observations are independent and identically distributed. Our procedure is based on the sum of the L2 norms of the empirical correlation functions. The limit distribution of the proposed test statistic is established under the...
Persistent link: https://www.econbiz.de/10011042004
Persistent link: https://www.econbiz.de/10005004356