Rank Tests for Elliptical Graphical Modeling
Year of publication: |
2011-12
|
---|---|
Authors: | Paindaveine, Davy ; Verdebout, Thomas |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | conditional independence | graphical models | local symptotic normality | psuedo-gaussian tests | rank tests | scatter matrix | signed ranks |
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