Nonparametric confidence intervals for location in time series data

DOI10.1080/03610918.2017.1410710MaRDI QIDQ5085933zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stationary time seriesWilcoxon signed rank testlarge sample distributionconfidence interval estimation for median

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 3211265 (Why is no real title available?)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
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• Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
• Bootstraps for time series
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
• Confidence Interval Estimation Using Standardized Time Series
• Effect of Dependence on the Level of Some One-Sample Tests
• Estimation of the variance of partial sums of dependent processes
• Estimation of variance of partial sums of an associated sequence of random variables
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Mixing properties of ARMA processes
• On the range of validity of the autoregressive sieve bootstrap
• One-sample rank tests under autoregressive dependence
• The Wilcoxon Two-sample Statistic on Strongly Mixing processes
• The impact of bootstrap methods on time series analysis
• Theoretical comparisons of block bootstrap methods
• Wilcoxon-signed rank test for associated sequences

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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