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

  • Authors:

  • Dimitris N. Politis;Joseph P. Romano

  • Affiliations:

  • Department of Mathematics, University of California at San Diego, La Jolla, CA 92093-0112, United States;Departments of Statistics and Economics, Stanford University, Stanford, CA 94305-4065, United States

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

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.