Yu Tao

Tail-Accuracy Degradation and Optimal Block Length for Block Self-Normalized Quantile Empirical Saddlepoint Inference under Dependence

Self-normalization combined with empirical saddlepoint approximation reaches higher-order tail accuracy under independent sampling, but under dependence the degradation is unquantified and the block length lacks a basis. This paper quantifies both for the block self-normalized qu...