scientific article; zbMATH DE number 218658

zbMath0768.62075MaRDI QIDQ4694318

Marc Hallin, Madan Lal Puri

Publication date: 29 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveypermutation testsasymptotic relative efficiencyasymptotic distributionsARMA modellinear trendaligned rank testsrank-based methodslinear serial rank statisticslocally most powerful testsasymptotically similar testsasymptotic invarianceoptimal testing proceduresmedian-testasymptotic invariant aligned rank testsdouble-exponential innovation densityGaussian Lagrange multiplier methodGaussian parametric methodsinvariance argumentslocal asymptotic normality of ARMA likelihood familieslocal asymptotic sufficiencylocal sufficiency of rankslocally maximin rank-based testsnonhomogeneous white noiseserial dependence problems

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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