Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
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Publication:6615367
Cites work
- scientific article; zbMATH DE number 1324508 (Why is no real title available?)
- scientific article; zbMATH DE number 3376558 (Why is no real title available?)
- A Distribution-Free Multivariate Sign Test Based on Interdirections
- A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence
- Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- General notions of statistical depth function.
- Incomplete interdirections and lift-interdirections
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multivariate ranks based on randomized lift-interdirections
- Multivariate spatial sign and rank methods
- On multivariate runs tests for randomness
- Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
- Optimal signed-rank tests based on hyperplanes
- Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
- RANK TESTS FOR SERIAL DEPENDENCE
- Sign Tests in Multidimension: Inference Based on the Geometry of the Data Cloud
- Tests of independence and randomness based on the empirical copula process
- The Multivariate Portmanteau Statistic
- The geometry of the affine invariant multivariate sign and rank methods
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