scientific article; zbMATH DE number 4007477

zbMATH Open0621.62045MaRDI QIDQ3757177FDOQ3757177

Authors: Marc Hallin, Jean-Francois Ingenbleek, Madan L. Puri 

Publication date: 1986

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zbMATH Keywords

locally optimalasymptotically most powerfulconditionally distribution-free rank statisticcontiguous multivariate ARMA alternativesoptimal rank-based test for randomness against ARMA serial dependence alternatives

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Cited In (6)

• A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence
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