Adaptive permutation tests for serial independence

DOI10.1111/STAN.12028MaRDI QIDQ6552784zbMATH OpenFDO

Authors Lanh Tat Tran, Ba Chu, Chunfeng Huang, Kim P. Huynh

Publication date 10 June 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/STAN.12028

zbMATH Keywords

Kolmogorov-Smirnov statisticpermutation testserial independence\(m\)-dependenceCramer-von Mises statisticBlum-Kiefer-Rosenblatt statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

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• scientific article; zbMATH DE number 3050768 (Why is no real title available?)
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• A Non-Parametric Test of Independence
• A nonparametric test of serial independence based on the empirical distribution function
• Consistent Nonparametric Entropy-Based Testing
• Degenerate U-Statistics Based on Non-Independent Observations
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Generalized Spectral Tests for Serial Dependence
• Linear serial rank tests for randomness against ARMA alternatives
• Measures of Dependence and Tests of Independence
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
• RANK TESTS FOR SERIAL DEPENDENCE
• Significance tests which may be applied to samples from any populations. II. The correlation coefficient test.
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
• Testing for Pairwise Serial Independence Via the Empirical Distribution Function
• Testing for randomness against autocorrelation: Alternative tests
• The Rank Version of von Neumann's Ratio Test for Randomness

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