Universal residuals: a multivariate transformation

DOI10.1016/J.SPL.2007.02.008zbMath1128.62064OpenAlexW2029388851WikidataQ42971045 ScholiaQ42971045MaRDI QIDQ2467381

Yanyan Li

Publication date: 21 January 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2211730

zbMATH Keywords

hypercubetime seriessurvival analysisuniform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12) Survival analysis and censored data (62N99)

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• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Sequential Monte Carlo Methods in Practice
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Partial non-Gaussian state space
• Testing multivariate uniformity and its applications
• Remarks on a Multivariate Transformation

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