K-sample subsampling in general spaces: The case of independent time series |
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| Authors: | Dimitris N Politis Joseph P Romano |
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| Institution: | a Department of Mathematics, University of California at San Diego, La Jolla, CA 92093-0112, United States
b Departments of Statistics and Economics, Stanford University, Stanford, CA 94305-4065, United States |
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| 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. |
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| Keywords: | 62G09 62G10 |
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