Article ID Journal Published Year Pages File Type
1146413 Journal of Multivariate Analysis 2010 11 Pages PDF
Abstract

The problem of subsampling in two-sample and KK-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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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