Aligned rank tests for linear models with autocorrelated error terms

Authors:
Marc Hallin;Madan L. Puri
Affiliations:
-;-
Venue:
Journal of Multivariate Analysis
Year:
1994

Citing 0
Cited 4

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Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors

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A Chernoff-Savage result for shape: on the non-admissibility of pseudo-Gaussian methods

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Optimal rank-based tests for block exogeneity in vector autoregressions

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Abstract