A Blockwise Bootstrap-Based Two-Sample Test for High-Dimensional Time Series
We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mo>∞<...
Main Author: | Lin Yang |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2024-03-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/26/3/226 |
Similar Items
-
A Bootstrap Variance Estimation Method for Multistage Sampling and Two-Phase Sampling When Poisson Sampling Is Used at the Second Phase
by: Jean-François Beaumont, et al.
Published: (2022-03-01) -
Increasing the reliability of data analysis of functional magnetic resonance imaging by applying a new blockwise permutation method
by: Daniela eAdolf, et al.
Published: (2014-08-01) -
Semiparametric Bootstrap Prediction Intervals in time Series
by: N. Iranpanah, et al.
Published: (2015-07-01) -
Bootstrap Kuiper Testing of the Identity of 1D Continuous Distributions using Fuzzy Samples
by: Natalia Nikolova, et al.
Published: (2015-12-01) -
Fatigue reliability assessment of small sample excavator working devices based on Bootstrap method
by: Yuhong Shao, et al.
Published: (2019-04-01)