Nonparametric confidence intervals for location in time series data
DOI10.1080/03610918.2017.1410710zbMATH Open1493.62233OpenAlexW2792158184MaRDI QIDQ5085933FDOQ5085933
Authors: A. Corkum, Paul Cabilio, Y. Zhang 
Publication date: 30 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1410710
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stationary time seriesWilcoxon signed rank testlarge sample distributionconfidence interval estimation for median
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)
Cites Work
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- Mixing properties of ARMA processes
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- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Bootstraps for time series
- Confidence Interval Estimation Using Standardized Time Series
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Wilcoxon-signed rank test for associated sequences
- Estimation of variance of partial sums of an associated sequence of random variables
- The Wilcoxon Two-sample Statistic on Strongly Mixing processes
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- Estimation of the variance of partial sums of dependent processes
- Effect of Dependence on the Level of Some One-Sample Tests
- One-sample rank tests under autoregressive dependence
Cited In (4)
- Confidence intervals based on optimal estimating function for median of a stationary time series
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
- Confidence Interval Estimation Using Standardized Time Series
- A self-normalized confidence interval for the mean of a class of nonstationary processes
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