• Citer

Optimal tests of randomness based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence.

par Paindaveine, Davy
Référence Fourth international conference on statistical data analysis based on the L1 -norm and related methods, (August 2002: Neuchâtel, Switzerland)
Publication Non publié, 2002-04

Communication à un colloque

• Détails

Titre:	Optimal tests of randomness based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence.
Auteur:	Paindaveine, Davy
Informations sur la publication:	Fourth international conference on statistical data analysis based on the L1 -norm and related methods, (August 2002: Neuchâtel, Switzerland)
Statut de publication:	Non publié, 2002-04
Sujet CREF:	Statistique mathématique
Langue:	N/A