A non‐parametric test for multi‐variate trend functions

DOI10.1111/JTSA.12641MaRDI QIDQ6134633zbMATH OpenOpenAlexFDO

Authors Erhua Zhang, Xiaojun Song, Jilin Wu

Publication date 22 August 2023

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12641

zbMATH Keywords

\(U\)-statisticlocal powernon-parametric estimationtime-varying variancesmulti-variate trend functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)

Cites work

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Cited in

(8)

• Multivariate trend function testing with mixed stationary and integrated disturbances
• Robustifying multivariate trend tests to nonstationary volatility
• Nonparametric Tests for Trend: Jonckheere's Test, a Modification and a Maximum Test
• The Tukey trend test: Multiplicity adjustment using multiple marginal models
• A unified approach to nonparametric trend tests for dependent and independent samples
• An Analogue of Jonckheere's Trend Test for Parametric and Dichotomous Data
• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• RANK TESTS FOR MULTIVARIATE TREND

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