Pages that link to "Item:Q1812195"
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The following pages link to Semi-parametric efficiency, distribution-freeness and invariance (Q1812195):
Displayed 38 items.
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
- Semiparametrically efficient inference based on signed ranks in symmetric independent component models (Q661164) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- A canonical definition of shape (Q730743) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) (← links)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- Penalized maximum likelihood and semiparametric second-order efficiency (Q2493551) (← links)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- (Q5066205) (← links)
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Optimal tests for random effects in linear mixed models (Q5859822) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)