Pseudo-Gaussian and Rank-Based Tests for First-Order Superdiagonal Bilinear Models in Panel Data

[PDF] archive.org

[PDF][PDF] Optimal Rank-based Procedures for Testing Randomness against Panel Bilinear Dependence

A Lmakri, A Akharif, A Mellouk - 2024 - scholar.archive.org
Based on the local asymptotic normality (LAN) property, we are proposing parametric and
nonparametric locally and asymptotically optimal (in the Le Cam-Hájek sense) procedures …
相关文章 所有 3 个版本