Pages that link to "Item:Q1182743"

The following pages link to Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743):

Displaying 15 items.

• Robustness of sign tests in autoregression (Q355271) (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• Simple exact bounds for distributions of linear signed rank statistics (Q1193812) (← links)
• Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
• Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
• The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics (Q1861635) (← links)
• Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
• Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← 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)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)