scientific article; zbMATH DE number 3958451

MaRDI QIDQ3727142zbMATH OpenFDO

Authors Guido Masarotto

Publication date 1985

zbMATH Keywords

asymptotic propertiesautocorrelation functiondependence measure of type Restimates derived from rank testslinear dependenceMonte Carlo small sample resultsoutliersprocessesrank correlation coefficientsrobust measures of linear dependence for stationary stochasticrobust measures of linear dependence for stationary stochastic processes

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

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