Pages that link to "Item:Q4280029"

The following pages link to A nonparametric test of serial independence based on the empirical distribution function (Q4280029):

Displaying 46 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
• A nonparametric test of stationarity for independent data (Q893446) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Testing spatial randomness based on empirical distribution function: a study on lattice data (Q958764) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Two Wilson-Hilferty type approximations for the null distribution of the Blum, Kiefer and Rosenblatt test of bivariate independence (Q1765755) (← links)
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Clustering of time series using quantile autocovariances (Q2418275) (← links)
• Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
• Testing serial non-independence by self-centring and self-normalizing (Q3396491) (← links)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE (Q4012959) (← links)
• Measures of Dependence and Tests of Independence (Q4337772) (← links)
• A consistent specification test of independence (Q4344666) (← links)
• Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
• Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
• (Q4356554) (← links)
• DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
• Nonparametric testing for serial independence using the NRL statistic (Q4593842) (← links)
• Tests of serial independence based on Kendall's process (Q4801846) (← links)
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)
• Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
• A nonparametric test for serial independence of regression errors (Q4949556) (← links)
• Testing Conditional Independence Restrictions (Q5080459) (← links)
• Most stringent test of independence for time series (Q5083896) (← links)
• Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
• Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
• A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)
• Adaptive permutation tests for serial independence (Q6552784) (← links)
• Estimating and Testing Nonlinear Local Dependence Between Two Time Series (Q6634895) (← links)