Rank-based testing in linear models with stable errors

Journal of Nonparametric Statistics

Volumn 23, Issue 2, 2011, Pages 305-320

  Hallin, Marc ^a,b,c,d   Swan, Yvik ^a   Verdebout, Thomas ^e   Veredas, David ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b Academie Royale de Belgique   (Belgium)

^c PRINCETON UNIVERSITY   (United States)

^d TILBURG UNIVERSITY   (Netherlands)

^e UNIV LILLE   (France)

Author keywords

Asymptotic relative efficiencies; Local asymptotic normality; Rank tests; Stable distributions

Indexed keywords

EID: 79957599906     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485252.2010.525234     Document Type: Article

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