The following pages link to A Gini-based unit root test (Q1659164):
Displaying 11 items.
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Principal component analysis: a generalized Gini approach (Q2031094) (← links)
- Non-parametric inference for Gini covariance and its variants (Q2082347) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Knowledge discovery in data streams with the orthogonal series-based generalized regression neural networks (Q2198218) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- (Q5233272) (← links)
- A Gini estimator for regression with autocorrelated errors (Q6039124) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
- Testing nonlinearity of heavy-tailed time series (Q6643335) (← links)
