Multivariate signed-rank tests in vector autoregressive order identification (Q2503962): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1214/088342304000000602
+Normal rank
@@ Property / OpenAlex ID @@
+W2001860837
@@ Property / OpenAlex ID: W2001860837 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4277836
@@ Property / cites work: Q4277836 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4351934
@@ Property / cites work: Q4351934 / rank @@
+Normal rank
@@ Property / cites work @@
+Rank-Based Autoregressive Order Identification
@@ Property / cites work: Rank-Based Autoregressive Order Identification / rank @@
+Normal rank
@@ Property / cites work @@
+Linear serial rank tests for randomness against ARMA alternatives
+Normal rank
@@ Property / cites work @@
+Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
+Normal rank
@@ Property / cites work @@
+Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
+Normal rank
@@ Property / cites work @@
+Q5310547
@@ Property / cites work: Q5310547 / rank @@
+Normal rank
@@ Property / cites work @@
+Rank-based optimal tests of the adequacy of an elliptic VARMA model
+Normal rank
@@ Property / cites work @@
+Asymptotic linearity of serial and nonserial multivariate signed rank statistics
+Normal rank
@@ Property / cites work @@
+Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
+Normal rank
@@ Property / cites work @@
+Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
+Normal rank
@@ Property / cites work @@
+Time series analysis via rank order theory: Signed-rank tests for ARMA models
+Normal rank
@@ Property / cites work @@
+Q4694318
@@ Property / cites work: Q4694318 / rank @@
+Normal rank
@@ Property / cites work @@
+Aligned rank tests for linear models with autocorrelated error terms
+Normal rank
@@ Property / cites work @@
+Semi-parametric efficiency, distribution-freeness and invariance
+Normal rank
@@ Property / cites work @@
+A practical affine equivariant multivariate median
+Normal rank
@@ Property / cites work @@
+Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
+Normal rank
@@ Property / cites work @@
+Optimal signed-rank tests based on hyperplanes
@@ Property / cites work: Optimal signed-rank tests based on hyperplanes / rank @@
+Normal rank
@@ Property / cites work @@
+Order estimation in ARMA-models by Lagrangian multiplier tests
+Normal rank
@@ Property / cites work @@
+The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
+Normal rank
@@ Property / cites work @@
+Q5647750
@@ Property / cites work: Q5647750 / rank @@
+Normal rank
@@ Property / cites work @@
+A Distribution-Free Multivariate Sign Test Based on Interdirections
+Normal rank
@@ Property / cites work @@
+A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
+Normal rank
@@ Property / cites work @@
+A distribution-free M-estimator of multivariate scatter
+Normal rank