Nonparametric Tests for Serial Independence Based on Quadratic Forms
Year of publication: |
2005
|
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Authors: | Diks, Cees ; Panchenko, Valentyn |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Nichtparametrisches Verfahren | Statistischer Test | Monte-Carlo-Methode | Theorie | Bandwidth selection | Nonparametric tests | Serial independence | Quadratic forms |
Series: | Tinbergen Institute Discussion Paper ; 05-076/1 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837175054 [GVK] hdl:10419/86468 [Handle] RePEc:dgr:uvatin:20050076 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Nonparametric tests for serial independence based on quadratic forms
Diks, Cees G. H., (2005)
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Nonparametric Tests for Serial Independence Based on Quadratic Forms
Diks, Cees, (2005)
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Nonparametric Tests for Serial Independence Based on Quadratic Forms
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Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
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