Pages that link to "Item:Q5960847"
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The following pages link to A nonparametric test of serial independence for time series and residuals (Q5960847):
Displayed 10 items.
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Nonparametric tests of independence between random vectors (Q2474244) (← links)
- Universal codes as a basis for nonparametric testing of serial independence for time series (Q2507879) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models (Q4801423) (← links)
- Tests of serial independence based on Kendall's process (Q4801846) (← links)