Pages that link to "Item:Q1812195"

The following pages link to Semi-parametric efficiency, distribution-freeness and invariance (Q1812195):

Displayed 37 items.

• Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) ‎ (← links)
• R-estimation in semiparametric dynamic location-scale models (Q503558) ‎ (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) ‎ (← links)
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) ‎ (← links)
• One-step R-estimation in linear models with stable errors (Q528136) ‎ (← links)
• Optimal rank-based testing for principal components (Q620547) ‎ (← links)
• A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) ‎ (← links)
• Semiparametrically efficient inference based on signed ranks in symmetric independent component models (Q661164) ‎ (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) ‎ (← links)
• A canonical definition of shape (Q730743) ‎ (← links)
• Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) ‎ (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) ‎ (← links)
• Optimal detection of Fechner-asymmetry (Q1031761) ‎ (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) ‎ (← links)
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) ‎ (← links)
• Stein 1956: Efficient nonparametric testing and estimation (Q2054465) ‎ (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) ‎ (← links)
• Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) ‎ (← links)
• A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) ‎ (← links)
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) ‎ (← links)
• A simple R-estimation method for semiparametric duration models (Q2227067) ‎ (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) ‎ (← links)
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) ‎ (← links)
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) ‎ (← links)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) ‎ (← links)
• Optimal rank-based tests for common principal components (Q2435252) ‎ (← links)
• Penalized maximum likelihood and semiparametric second-order efficiency (Q2493551) ‎ (← links)
• Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) ‎ (← links)
• Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) ‎ (← links)
• Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) ‎ (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) ‎ (← links)
• ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) ‎ (← links)
• (Q5066205) ‎ (← links)
• Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) ‎ (← links)
• Optimal rank-based detection of exponential component in autoregressive models (Q5297086) ‎ (← links)
• Optimal tests for random effects in linear mixed models (Q5859822) ‎ (← links)
• Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) ‎ (← links)