Optimal block size for the BMB test — block

Calculates size of the blocks needed for the block multiplier bootstrap, denoted as $q$ , using the rule of thumb described in Olivares, Olma, and Wilhelm (2025).

Usage

block_size(n)

Arguments

n: Numeric. Sample size

Value

Returns an integer value corresponding to the optimal block size.

References

Olivares, M., Olma, T., and Wilhelm, D. (2025). A Powerful Bootstrap Test of Independence in High Dimensions. Preprint, arXiv:2503.21715.

Author

Maurcio Olivares

Tomasz Olma

Daniel Wilhelm