The following pages link to Non-standard rank tests (Q1188768):
Displaying 16 items.
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Semi-aligned rank tests (Q1060513) (← links)
- Locally most powerful rank tests for regression under truncation (Q1101161) (← links)
- Testing nonparametric statistical functionals with applications to rank tests (Q1125545) (← links)
- On asymptotic minimaxity of rank tests (Q1200725) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- Rank tests based on exceeding observations (Q1585886) (← links)
- Detectability of nonparametric signals: higher criticism versus likelihood ratio (Q1711569) (← links)
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Asymptotic relative efficiency of tests at the boundary of regular statistical models (Q1888306) (← links)
- Global sufficiency of extreme order statistics in location models of Weibull type (Q2638649) (← links)
- Lectures on the asymptotic theory of rank tests (Q2865671) (← links)
- Locally most powerful rank tests (Q3805630) (← links)
- TESTS OF RANK (Q4512677) (← links)
- A New Way to Derive Locally Most Powerful Rank Tests (Q5189948) (← links)
