Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors

Journal of Multivariate Analysis

Volumn 93, Issue 1, 2005, Pages 122-163

  Hallin, Marc ^a   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Affine invariant inference; Multivariate ranks and signs; VARMA models

Indexed keywords

EID: 7044286451     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.01.005     Document Type: Article

References (39)

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