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Approximation of distributions of sum and maximum

โœ Scribed by I. Yu. Faktorovich

Publisher
Springer US
Year
1994
Tongue
English
Weight
251 KB
Volume
69
Category
Article
ISSN
1573-8795

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A bootstrap approximation to the joint d
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
โœ G. Mathew; W.P. McCormick ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 113 KB

This paper establishes the asymptotic validity for the moving block bootstrap as an approximation to the joint distribution of the sum and the maximum of a stationary sequence. An application is made to statistical inference for a positive time series where an extreme value statistic and sample mean