Asymptotic linearity of serial and nonserial multivariate signed rank statistics
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Publication:2581796
DOI10.1016/j.jspi.2004.05.013zbMath1082.62049OpenAlexW1969855053MaRDI QIDQ2581796
Publication date: 10 January 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.05.013
Linear modelsVARMA modelsInterdirectionsLift-interdirectionsAsymptotic linearityMultivariate ranksMultivariate signs
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Related Items (10)
Center-Outward R-Estimation for Semiparametric VARMA Models ⋮ Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity ⋮ Rank-based optimal tests of the adequacy of an elliptic VARMA model ⋮ On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures ⋮ Optimal rank-based tests for block exogeneity in vector autoregressions ⋮ Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank ⋮ Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors ⋮ Multivariate signed-rank tests in vector autoregressive order identification ⋮ A class of optimal tests for contemporaneous non-causality in VAR models ⋮ Rank-based testing for semiparametric VAR models: a measure transportation approach
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