Asymptotic linearity of serial and nonserial multivariate signed rank statistics

Journal of Statistical Planning and Inference

Volumn 136, Issue 1, 2006, Pages 1-32

  Hallin, Marc ^a   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Asymptotic linearity; Interdirections; Lift interdirections; Linear models; Multivariate ranks; Multivariate signs; VARMA models

Indexed keywords

EID: 26944452824     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.05.013     Document Type: Article

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