scientific article; zbMATH DE number 3258670

zbMATH Open0161.38102MaRDI QIDQ5543905FDOQ5543905

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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