Nonparametric confidence intervals for location in time series data
From MaRDI portal
Publication:5085933
DOI10.1080/03610918.2017.1410710zbMath1493.62233OpenAlexW2792158184MaRDI QIDQ5085933
Paul Cabilio, Y. Zhang, A. Corkum
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
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 tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
Cites Work
- Unnamed Item
- Unnamed Item
- On the range of validity of the autoregressive sieve bootstrap
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- Basic properties of strong mixing conditions. A survey and some open questions
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Mixing properties of ARMA processes
- One-sample rank tests under autoregressive dependence
- Theoretical comparisons of block bootstrap methods
- Bootstraps for time series
- Estimation of variance of partial sums of an associated sequence of random variables
- Estimation of the variance of partial sums of dependent processes
- Wilcoxon-signed rank test for associated sequences
- Confidence Interval Estimation Using Standardized Time Series
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- The Wilcoxon Two-sample Statistic on Strongly Mixing processes
- Effect of Dependence on the Level of Some One-Sample Tests
- The impact of bootstrap methods on time series analysis
