The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences |
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| Affiliation: | Department of Applied Statstics, Gachon University, Gyeonggi-do, 461-701, Republic of Korea |
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| 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. |
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| Keywords: | Stationary bootstrap Strong mixing Stationary processes Joint distribution of sum and maximum |
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