Spatial-sign-based high-dimensional white noises test
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Cites work
- A high-dimensional nonparametric multivariate test for mean vector
- A high‐dimensional inverse norm sign test for two‐sample location problems
- An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data
- High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions
- High-dimensional non-parametric tests for linear asset pricing models
- High-dimensional rank tests for sphericity
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3797061 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- Multivariate sign-based high-dimensional tests for sphericity
- On testing for high-dimensional white noise
- Robust high-dimensional alpha test for conditional time-varying factor models
- Spatial-sign based high-dimensional location test
- Testing for high-dimensional white noise using maximum cross-correlations
- Testing serial correlations in high-dimensional time series via extreme value theory
- The Multivariate Portmanteau Statistic
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