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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"ECARES working paper"
~subject:"Multivariate ranks"
~type:"book"
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Multivariate ranks
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Statistical distribution
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Estimation
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Local asymptotic normality
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Multivariate Analyse
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multivariate time series
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time-varying models
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Hallin, Marc
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La Vecchia, Davide
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Liu, Hang
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ECARES working paper
Discussion paper / Center for Economic Research, Tilburg University
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Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2020
Persistent link: https://www.econbiz.de/10012317217
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2
Fully distribution-free center-outward rank tests for multiple-output regression and Manova
Hallin, Marc
;
Hlubinka, Daniel
;
Hudecová, Šárka
-
2020
Persistent link: https://www.econbiz.de/10012317219
Saved in:
3
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
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