Pages that link to "Item:Q1333198"
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The following pages link to Aligned rank tests for linear models with autocorrelated error terms (Q1333198):
Displaying 50 items.
- Aligned rank tests in measurement error model. (Q265149) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- Robustness of sign tests in autoregression (Q355271) (← links)
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- Aligned rank tests for the linear model with heteroscedastic errors (Q689419) (← 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)
- An alternative derivation of aligned rank tests for regression (Q1174647) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Aligned rank transform tests in linear models (Q1298936) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Berry-Esseen and central limit theorems for serial rank statistics via graphs (Q1769775) (← links)
- A test for randomness against ARMA alternatives. (Q1877528) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Comparative analysis of the original and amplitude permutations (Q2079049) (← links)
- Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
- Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931) (← links)
- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
- Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Rank tests for corrupted linear models (Q4991196) (← links)
- Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
- On Hodges and Lehmann’s “6/π Result” (Q5167883) (← links)
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
- Permutation Entropy and Order Patterns in Long Time Series (Q5280124) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
