Pages that link to "Item:Q1860997"
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The following pages link to Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (Q1860997):
Displaying 25 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods (Q853950) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- On Liu's simplicial depth and Randles' interdirections (Q1659197) (← links)
- Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Optimal signed-rank tests based on hyperplanes (Q2573515) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
- A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence (Q4837804) (← links)
- On Hodges and Lehmann’s “6/π Result” (Q5167883) (← links)
- Incomplete interdirections and lift-interdirections (Q5221300) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests (Q6615367) (← links)
- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics (Q6632598) (← links)
