Sequential block bootstrap in a Hilbert space with application to change point analysis | Zendy

Sharipov Olimjon | Zendy; Tewes Johannes | Zendy; Wendler Martin | Zendy

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Sequential block bootstrap in a Hilbert space with application to change point analysis

Author(s) -

Sharipov Olimjon,

Tewes Johannes,

Wendler Martin

Publication year - 2016

Publication title -

canadian journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.804

H-Index - 51

eISSN - 1708-945X

pISSN - 0319-5724

DOI - 10.1002/cjs.11293

Subject(s) - hilbert space , mathematics , humanities , statistics , geography , econometrics , philosophy , pure mathematics

A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new functional central limit theorem for the block bootstrap in a Hilbert space is required. The test can also be used to detect changes in the marginal distribution of random vectors, which is supplemented by a simulation study. Our methods are applied to hydrological data from Germany. The Canadian Journal of Statistics 44: 300–322; 2016 © 2016 Statistical Society of Canada

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