K-sample subsampling in general spaces: The case of independent time series
Date
2010Author
Politis, Dimitris NicolasRomano, J. P.
ISSN
0047-259XSource
Journal of Multivariate AnalysisVolume
101Issue
2Pages
316-326Google Scholar check
Keyword(s):
Metadata
Show full item recordAbstract
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. © 2008 Elsevier Inc. All rights reserved.