Pages that link to "Item:Q2388338"

The following pages link to Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338):

Displaying 24 items.

• Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Optimal rank-based testing for principal components (Q620547) (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (Q1860997) (← 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)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← 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)
• 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)
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
• ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
• (Q4249459) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• On Hodges and Lehmann’s “6/π Result” (Q5167883) (← links)
• Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
• Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (Q6107200) (← links)
• A conversation with Marc Hallin (Q6612362) (← links)