Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests

DOI10.1016/J.JMVA.2024.105344MaRDI QIDQ6615367FDOQ6615367

Authors: Šárka Hudecová, Miroslav Šiman 

Publication date: 8 October 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

robustnesshyperplaneportmanteau testsigned-rank testinterdirectionmultivariate ranklift-interdirection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• The Multivariate Portmanteau Statistic
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• The geometry of the affine invariant multivariate sign and rank methods
• Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
• Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
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• Multivariate ranks based on randomized lift-interdirections
• Incomplete interdirections and lift-interdirections

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