Pages that link to "Item:Q3452743"
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The following pages link to A Gini Autocovariance Function for Time Series Modelling (Q3452743):
Displaying 14 items.
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- A Gini-based unit root test (Q1659164) (← links)
- Principal component analysis: a generalized Gini approach (Q2031094) (← links)
- Non-parametric inference for Gini covariance and its variants (Q2082347) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Vector autoregressive models: a Gini approach (Q2148299) (← links)
- Generalized Gini linear and quadratic discriminant analyses (Q2209770) (← links)
- Gini covariance matrix and its affine equivariant version (Q2423184) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- A Gini-based exact test for exponentiality against NBUE alternatives with censored observations (Q3455260) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
- A Gini estimator for regression with autocorrelated errors (Q6039124) (← links)
