Robustness of sign tests in autoregression
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Publication:355271
DOI10.3103/S0027132212030059zbMATH Open1417.62239MaRDI QIDQ355271FDOQ355271
Authors: M. V. Boldin 
Publication date: 24 July 2013
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
Recommendations
- Local robustness of sign tests in AR(1) against outliers
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- Residual empirical processes and qualitatively robust GM-tests in autoregression
Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- A General Qualitative Definition of Robustness
- Influence functionals for time series (with discussion)
- On nonparametric sign procedures for autoregression models
- Local robustness of sign tests in AR(1) against outliers
- Qualitative robustness of rank tests
- Aligned rank tests for linear models with autocorrelated error terms
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
- Title not available (Why is that?)
Cited In (6)
- Robustness of GM-tests in autoregression against outliers
- Rank-based testing for semiparametric VAR models: a measure transportation approach
- Robust Sign Test for the Unit Root Hypothesis of Autoregression
- Robustness of sign tests for testing hypotheses about order of autoregression
- Title not available (Why is that?)
- Local robustness of sign tests in AR(1) against outliers
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