Rank-based testing for semiparametric VAR models: a measure transportation approach
From MaRDI portal
Publication:2108478
Cites work
- scientific article; zbMATH DE number 53116 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- scientific article; zbMATH DE number 1034041 (Why is no real title available?)
- scientific article; zbMATH DE number 1048006 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- scientific article; zbMATH DE number 3059918 (Why is no real title available?)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
- A simple R-estimation method for semiparametric duration models
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
- Aligned rank tests for linear models with autocorrelated error terms
- Assignment Problems
- Asymptotic Statistics
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics
- Asymptotic methods in statistical decision theory
- Asymptotics in statistics. Some basic concepts.
- Center-Outward R-Estimation for Semiparametric VARMA Models
- Discrepancy theory and quasi-Monte Carlo integration
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Efficient R-estimation of principal and common principal components
- Estimating the dimension of a model
- Linear serial rank tests for randomness against ARMA alternatives
- Local asymptotic normality of multivariate ARMA processes with a linear trend
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Multivariate signed-rank tests in vector autoregressive order identification
- Non-stationary q-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
- Nonparametrics and robustness in modern statistical inference and time series analysis: A Festschrift in honor of Professor Jana Jurečková
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
- On adaptive estimation in stationary ARMA processes
- On the continuity of center-outward distribution and quantile functions
- On universally consistent and fully distribution-free rank tests of vector independence
- Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- Optimal rank-based testing for principal components
- Optimal rank-based tests against first-order superdiagonal bilinear dependence
- Optimal rank-based tests for common principal components
- Optimal rank-based tests for homogeneity of scatter
- Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
- Order estimation in ARMA-models by Lagrangian multiplier tests
- Probability for Statisticians
- R-estimation in semiparametric dynamic location-scale models
- Rank-Based Autoregressive Order Identification
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- Rank-based tests for autoregressive against bilinear serial dependence
- Robust estimation of the vector autoregressive model by a least trimmed squares procedure
- Robustness of sign tests for testing hypotheses about order of autoregression
- Robustness of sign tests in autoregression
- Semi-parametric efficiency, distribution-freeness and invariance
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Some Extensions of the Wald-Wolfowitz-Noether Theorem
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- Testing Statistical Hypotheses
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
Cited in
(6)- 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
- Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
This page was built for publication: Rank-based testing for semiparametric VAR models: a measure transportation approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108478)
