A non‐parametric test for multi‐variate trend functions
DOI10.1111/JTSA.12641OpenAlexW4207022392MaRDI QIDQ6134633FDOQ6134633
Xiaojun Song, Jilin Wu, Erhua Zhang
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
\(U\)-statisticlocal powernon-parametric estimationtime-varying variancesmulti-variate trend functions
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)
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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
- An Analogue of Jonckheere's Trend Test for Parametric and Dichotomous Data
- A unified approach to nonparametric trend tests for dependent and independent samples
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
- RANK TESTS FOR MULTIVARIATE TREND
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