Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
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Publication:707402
DOI10.1016/j.jmva.2004.01.005zbMath1087.62098OpenAlexW1979274417MaRDI QIDQ707402
Publication date: 9 February 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.01.005
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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