Asymptotically most powerful rank tests for multivariate randomness against serial dependence

M Hallin, JF Ingenbleek, ML Puri - Journal of multivariate analysis, 1989 - Elsevier
A class of linear serial multirank statistics is introduced for the problem of testing the null
hypothesis that a multivariate series of observations is white noise (with unspecified density …

[PDF][PDF] Asymptotically Most Powerful Rank Tests for Multivariate Randomness against Serial Dependence

M HALLIN, L PURI - JOURNAL OF MULTIVARIATE ANALYSIS, 1989 - researchgate.net
A class of linear serial multirank statistics is introduced for the problem of testing the null
hypothesis that a multivariate series of observations is white noise (with unspecified density …

Asymptotically most powerful rank tests for multivariate randomness against serial dependence

M Hallin, JF Ingenbleek… - Journal of Multivariate …, 1989 - econpapers.repec.org
A class of linear serial multirank statistics is introduced for the problem of testing the null
hypothesis that a multivariate series of observations is white noise (with unspecified density …

ASYMPTOTICALLY MOST POWERFUL RANK TESTS FOR MULTIVARIATE RANDOMNESS AGAINST SERIAL DEPENDENCE

M HALLIN, JF INGENBLEEK, ML PURI - TIME SERIES, FUZZY ANALYSIS … - degruyter.com
The problem of testing for white noise against serial dependence is perhaps one of the most
fundamental in statistical inference. The assumption of serial independence plays a crucial …

[引用][C] Asymptotically most powerful rank tests for multivariate randomness against serial dependence

M Hallin, JF Ingenbleek - Journal of Multivariate Analysis, 1989 - dl.acm.org
Asymptotically most powerful rank tests for multivariate randomness against serial
dependence | Journal of Multivariate Analysis skip to main content ACM Digital Library …

ASYMPTOTICALLY MOST POWERFUL RANK TESTS FOR MULTIVARIATE RANDOMNESS AGAINST SERIAL DEPENDENCE

M HALLIN, JF INGENBLEEK… - Time Series, Fuzzy …, 2011 - books.google.com
A class of linear serial multirank statistics is introduced for the problem of testing the null
hypothesis that a multivariate series of observations is white noise (with unspecified density …

[PDF][PDF] Asymptotically Most Powerful Rank Tests for Multivariate Randomness against Serial Dependence

M HALLIN, L PURI - JOURNAL OF MULTIVARIATE ANALYSIS, 1989 - core.ac.uk
A class of linear serial multirank statistics is introduced for the problem of testing the null
hypothesis that a multivariate series of observations is white noise (with unspecified density …

Asymptotically most powerful rank tests for multivariate randomness against serial dependence

M Hallin, JF Ingenbleek, ML Puri - Journal of Multivariate Analysis, 1989 - ideas.repec.org
A class of linear serial multirank statistics is introduced for the problem of testing the null
hypothesis that a multivariate series of observations is white noise (with unspecified density …

[引用][C] Asymptotically most powerful rank tests for multivariate randomness against serial dependence

M Hallin, JF Ingenbleek, ML Puri - Journal of Multivariate Analysis, 1989 - difusion.ulb.ac.be

[引用][C] Asymptotically most powerful rank tests for multivariate randomness against serial dependence

M HALLIN, JF INGENBLEEK… - Journal of multivariate …, 1989 - pascal-francis.inist.fr
Asymptotically most powerful rank tests for multivariate randomness against serial
dependence CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases …