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The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
- Authors
- Hwang, Eunju
- Issue Date
- Jun-2014
- Publisher
- KOREAN STATISTICAL SOC
- Keywords
- Stationary bootstrap; Strong mixing; Stationary processes; Joint distribution of sum and maximum
- Citation
- JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.43, no.2, pp.225 - 233
- Journal Title
- JOURNAL OF THE KOREAN STATISTICAL SOCIETY
- Volume
- 43
- Number
- 2
- Start Page
- 225
- End Page
- 233
- ISSN
- 1226-3192
- Abstract
- In this work, the stationary bootstrap procedure is used to estimate the joint distribution of sum and maximum of strictly stationary strong mixing sequences. Asymptotic validity is established for stationary bootstrapping of the joint distribution of sum and maximum. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
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Related Researcher
- Hwang, Eun Ju
- Social Sciences (Department of Applied Statistics)