scientific article; zbMATH DE number 3258670
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Publication:5543905
zbMATH Open0161.38102MaRDI QIDQ5543905FDOQ5543905
Authors: Jaroslav Hajek, Zbynek Sidak
Publication date: 1967
Title of this publication is not available (Why is that?)
Nonparametric hypothesis testing (62G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Asymptotics of the signed-rank estimator under dependent observations
- A Gaussian calculus for inference from high frequency data
- Behavior of R-estimators under measurement errors
- Kendall's tau for serial dependence
- Global power functions of goodness of fit tests.
- Martingale transforms goodness-of-fit tests in regression models.
- Some results on the Glejser and Koenker tests for heteroskedasticity
- Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
- Local asymptotic normality for long-memory process with strong mixing noises
- Nonparametric multivariate rank tests and their unbiasedness
- Skewness by Splitting the Scale Parameter
- Data driven smooth test for paired populations
- A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
- Nonparametric tests for stochastic ordering
- Local power analysis of goodness-of-fit tests for copulas
- Second order Hadamard differentiability in statistical applications.
- A characterization of limiting distributions of regular estimates
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- Functional limit theorems for linear statistics from sequential ranks
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Tests of multivariate independence for ordinal data
- Permutations, signs and the Brownian bridge
- Log-concavity of generalized order statistics
- Testing for the equality of two nonparametric regression curves
- Some robust exact results on sample autocorrelations and tests of randomness
- Influence curves of general statistics
- Approximations to permutation and exchangeable processes
- Simple exact bounds for distributions of linear signed rank statistics
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- Linear rank statistics in regression analysis with censored or truncated data
- Checking nonlinear heteroscedastic time series models
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
- Testing for change-points with rank and sign statistics
- The Einstein relation for the displacement of a test particle in a random environment
- Adaptive estimation in time-series models
- Efficient estimation in semiparametric GARCH models
- Empirical process approach in a two-sample location-scale model with censored data
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
- Vanishing shortcoming and asymptotic relative efficiency.
- Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
- An interior point algorithm for nonlinear quantile regression
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
- Variances of sample medians
- Logconcavity and unimodality of progressively censored order statistics
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- A survey of nonparametric tests for scale
- The bias and skewness of \(M\)-estimators in regression
- Adaptive estimation of regression models via moment restrictions
- Local asymptotic normality for the scale parameter of stable processes.
- Tests of hypotheses based on ranks in the general linear model
- On the efficiency of multivariate spatial sign and rank tests
- Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
- Estimating linear functionals of the error distribution in nonparametric regression
- Rank tests and regression rank score tests in measurement error models
- Conditional growth charts. (With discussion and rejoinder)
- Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics
- Adjusting O'Brien's Test to Control Type I Error for the Generalized Nonparametric Behrens–Fisher Problem
- Bounded influence nonlinear signed-rank regression
- Dilemmas of robust analysis of economic data streams
- Regression quantiles in nonparametric regression
- Asymptotic behaviour of a number of repeated records
- Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
- Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
- Comparison of multivariate distributions using quantile-quantile plots and related tests
- Title not available (Why is that?)
- NONPARAMETRIC NONSTATIONARITY TESTS
- The Gaussian rank correlation estimator: robustness properties
- A study of several new and existing tests for heteroscedasticity in the general linear model
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules
- A Studentized permutation test for the non-parametric Behrens-Fisher problem
- Tests of linear hypotheses based on regression rank scores
- A weighted Kendall's tau statistic
- On the structure and estimation of hierarchical Archimedean copulas
- Asymptotic distribution of rank statistics under dependencies with multivariate application
- Testing nonparametric statistical functionals with applications to rank tests
- A method of constructing rank tests in survival analysis
- A note on Studentizing a test for heteroscedasticity
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- The double Gaussian approximation for high frequency data
- A study of the power and robustness of a new test for independence against contiguous alternatives
- Rank correlation methods for missing data
- Title not available (Why is that?)
- Generalized portmanteau statistics and tests of randomness
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models
- Distribution-free testing in linear and parametric regression
- On the efficiency of affine invariant multivariate rank tests
- Two-sample test against one-sided alternatives
- Two-sample rank tests with truncated populations
- Union-intersection rank tests for ordered alternatives in a complete block design
- A note on the Chernoff-Savage theorem
- Competitors of the Wilcoxon signed rank test
- Nonparametric tests for random effects in the balanced incomplete block design
- Test for homogeneity of several populations by stochastic complexity
- Asymptotic properties of rank tests under discrete distributions
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