scientific article; zbMATH DE number 4007477

MaRDI QIDQ3757177zbMATH OpenFDO

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

Publication date 1986

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)

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