Travail de recherche/Working paper
Titre:
  • Rank Tests for Elliptical Graphical Modeling
Auteur:Paindaveine, Davy; Verdebout, Thomas
Statut de publication:Publié, 2011-12
series:ECARES Working Papers, ECARES 2011-039
Sujet CREF:Economie
Volumes/pages:19 p.
Mots-clés:conditional independence
graphical models
local symptotic normality
psuedo-gaussian tests
rank tests
scatter matrix
signed ranks
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/104766