In this paper, we propose a two-sample test for high-dimensional time series based on blockwise bootstrap. Our ℓ ∞ -type test statistic is designed to ...
Mar 1, 2024 · We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our ℓ∞-type test ...
Apr 4, 2024 · We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our ℓ∞-type test ...
We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our ℓ∞-type test statistic under the ...
We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our ℓ∞-type test statistic under the ...
We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our ℓ∞-type test statistic under the ...
[PDF] A Blockwise Bootstrap-Based Two-Sample Test for High ... - MDPI
mdpi-res.com › entropy-26-00226
In this paper, we propose a two-sample test for high-dimensional time series based on blockwise bootstrap. Our ℓ∞-type test statistic is designed to detect the ...
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Mar 1, 2024 · We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our ℓ∞-type test ...
This article studies bootstrap inference for high dimensional weakly dependent time series in a general framework of approximately linear statistics.
Two-Sample Test of High Dimensional Means Under Dependence
www.researchgate.net › publication › 26...
The paper considers in the high dimensional setting a canonical testing problem in multivariate analysis, namely testing the equality of two mean vectors.