Asymptotically most powerful rank tests for multivariate randomness against serial dependence
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- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1989. "Asymptotically most powerful rank tests for multivariate randomness against serial dependence," ULB Institutional Repository 2013/2019, ULB -- Universite Libre de Bruxelles.
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Cited by:
- Christian Genest, 2024. "A Conversation With Marc Hallin," International Statistical Review, International Statistical Institute, vol. 92(2), pages 137-159, August.
- Hallin, Marc & La Vecchia, Davide, 2020.
"A Simple R-estimation method for semiparametric duration models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 736-749.
- Marc Hallin & Davide La Vecchia, 2017. "A Simple R-Estimation Method for Semiparametric Duration Models," Working Papers ECARES ECARES 2017-01, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Paindaveine, Davy, 2005. "Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 122-163, March.
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Keywords
Multirank serial statistics multivariate ARMA models asymptotically locally most powerful tests;Statistics
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