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

Dimitris N. Politis and Joseph P. Romano

Journal of Multivariate Analysis, 2010, vol. 101, issue 2, 316-326

Abstract: 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.

Keywords: 62G09; 62G10; Banach; space; Block; bootstrap; Confidence; regions; Hypothesis; testing; Large-sample; theory; Time; series; Two-sample; problems (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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