Travail de recherche/Working paper
| Titre: |
|
| Auteur: | Hallin, Marc; Swan, Yvik; Verdebout, Thomas |
| Statut de publication: | Publié, 2013-04 |
| series: | ECARES Working Papers, ECARES 2013-17 |
| Sujet CREF: | Economie |
| Volumes/pages: | 16 p. |
| Mots-clés: | asymptotic relative efficiency |
| rank-based tests | |
| Wilcoxon test | |
| van der waerden test | |
| Spearman autocorrelations | |
| Kendall autocorrelatins | |
| linear serial rank statistics | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/142825 |




