Rank-based testing for semiparametric VAR models: a measure transportation approach

local asymptotic normality multivariate ranks distribution-freeness Durbin-Watson test[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDjek+representation&go=Go H��jek representation]VAR order selection

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Multivariate analysis (62Hxx) Inference from stochastic processes (62Mxx)

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Cited In (6)

Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
On the finite-sample performance of measure-transportation-based multivariate rank tests
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing

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