𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences

✍ Scribed by Hwang, Eunju

Book ID
122481714
Publisher
Elsevier
Year
2014
Tongue
English
Weight
401 KB
Volume
43
Category
Article
ISSN
1226-3192

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A bootstrap approximation to the joint d
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
✍ G. Mathew; W.P. McCormick πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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