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Volumn 101, Issue 2, 2010, Pages 316-326

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

Author keywords

62G09; 62G10; Banach space; Block bootstrap; Confidence regions; Hypothesis testing; Large sample theory; Time series; Two sample problems

Indexed keywords


EID: 70449530853     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.11.005     Document Type: Article
Times cited : (9)

References (20)
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    • Politis, D.N.1    Romano, J.P.2
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    • Politis D.N., and Romano J.P. Large sample confidence regions based on subsamples under minimal assumptions. Ann. Stat. 22 (1994) 2031-2050
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  • 7
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    • Comparison of time series using subsampling
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    • Alonso, A.M.1    Maharaj, E.A.2
  • 8
    • 0001708259 scopus 로고
    • A note on empirical process of strong-mixing sequences
    • Deo C. A note on empirical process of strong-mixing sequences. Ann. Probab. 1 (1973) 870-875
    • (1973) Ann. Probab. , vol.1 , pp. 870-875
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  • 9
    • 0012541478 scopus 로고
    • Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
    • Yoshihara K. Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors. Z. Wahrscheinlichkeitstheorie und verwandte Gebiete 33 (1975) 133-137
    • (1975) Z. Wahrscheinlichkeitstheorie und verwandte Gebiete , vol.33 , pp. 133-137
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    • On blocking rules for the bootstrap with dependent data
    • Hall P., Horowitz J.L., and Jing B.-Y. On blocking rules for the bootstrap with dependent data. Biometrika 82 (1995) 561-574
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    • F. Götze, A. Rackauskas, Adaptive choice of bootstrap sample sizes, in: State of the Art in Probability and Statistics, in: IMS Lecture Notes Monogr. Ser., 36, Beachwood, OH, 2001, pp. 286-309
    • F. Götze, A. Rackauskas, Adaptive choice of bootstrap sample sizes, in: State of the Art in Probability and Statistics, in: IMS Lecture Notes Monogr. Ser., vol. 36, Beachwood, OH, 2001, pp. 286-309
  • 18
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    • Automatic block-length selection for the dependent bootstrap
    • Correction: vol. 27, 2008
    • Politis D.N., and White H. Automatic block-length selection for the dependent bootstrap. Econometric Rev. 23 1 (2004) 53-70 Correction: vol. 27, 2008
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    • Politis, D.N.1    White, H.2
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.