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The problem of large-scale simultaneous hypothesis testing is re-visited. Bagging and subagging procedures are put forth with the purpose of improving the discovery power of the tests. The procedures are implemented in both simulated and real data. It is shown that bagging and subagging significantly improve power at the cost of a small increase in false… (More)

Given time series data X 1 ,. .. , Xn, the problem of optimal prediction of X n+1 has been well-studied. The same is not true, however, as regards the problem of constructing a prediction interval with prespecified coverage probability for X n+1 , i.e., turning the point pre-dictor into an interval predictor. In the past, prediction intervals have mainly… (More)

The asymptotic variance of the sample mean of a homogeneous Poisson marked point process has been studied in the literature but confusion has arisen as to the correct expression due to some technical intricacies. This note sets the record straight with regards the variance of the sample mean. In addition, a central limit theorem in the general d–dimensional… (More)

The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case where each sample is a stationary time series, and construct subsampling confidence intervals and hypothesis tests with asymptotic validity. Some examples are also given, and the… (More)

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