A POWER FUNCTION FOR TESTS OF RANDOMNESS IN A SEQUENCE OF ALTERNATIVES

DOI10.1093/BIOMET/34.3-4.335MaRDI QIDQ5785670zbMATH OpenOpenAlexFDO

Authors F. N. David

Publication date 1947

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/34.3-4.335

zbMATH Keywords

Statistics

Cited in

(7)

• DETECTING AND MODELING TAIL DEPENDENCE
• Runs tests for assessing volatility forecastability in financial time series
• An application of the method of finite Markov chain imbedding to runs tests
• On tests for Markov dependence
• RANK TESTS FOR SERIAL DEPENDENCE
• Allgemeiner Bericht über Monte-Carlo-Methoden
• Generalized runs tests for heteroscedastic time series

This page was built for publication: A POWER FUNCTION FOR TESTS OF RANDOMNESS IN A SEQUENCE OF ALTERNATIVES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5785670)