Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
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Cites work
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- scientific article; zbMATH DE number 3169867 (Why is no real title available?)
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- scientific article; zbMATH DE number 509166 (Why is no real title available?)
- scientific article; zbMATH DE number 1406070 (Why is no real title available?)
- scientific article; zbMATH DE number 2206041 (Why is no real title available?)
- scientific article; zbMATH DE number 3373921 (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 Signed-Rank Test for the One-Sample Location Problem
- A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence
- A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
- A multivariate signed sum test for theone-sample location problem
- Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
- Affine-Invariant Multivariate One-Sample Signed-Rank Tests
- Aligned rank tests for linear models with autocorrelated error terms
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics
- Asymptotic methods in statistical decision theory
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence
- Local asymptotic normality of multivariate ARMA processes with a linear trend
- Multivariate signed ranks: Randles' interdirections or Tyler's angles?
- Multivariate spatial sign and rank methods
- Non-stationary q-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
- On adaptive estimation in stationary ARMA processes
- Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- Optimal signed-rank tests based on hyperplanes
- Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
- Order estimation in ARMA-models by Lagrangian multiplier tests
- Rank-Based Autoregressive Order Identification
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- Semi-parametric efficiency, distribution-freeness and invariance
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- Vector linear time series models
- Vector linear time series models: corrections and extensions
Cited in
(24)- On Liu's simplicial depth and Randles' interdirections
- Optimal rank-based tests for block exogeneity in vector autoregressions
- A simple R-estimation method for semiparametric duration models
- Multivariate signed-rank tests in vector autoregressive order identification
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
- Optimal tests for elliptical symmetry: specified and unspecified location
- On the efficiency of affine invariant multivariate rank tests
- On Hodges and Lehmann’s “6/π Result”
- Rank-based testing for semiparametric VAR models: a measure transportation approach
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank
- Affine-invariant rank tests for the bivariate one-way layout and for simple regression models
- Aligned rank tests for the linear model with heteroscedastic errors
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Optimal rank-based testing for principal components
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics
- Optimal signed-rank tests based on hyperplanes
- A class of optimal tests for contemporaneous non-causality in VAR models
- Tests for conditional ellipticity in multivariate GARCH models
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods
- Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
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