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Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications

par Hallin, Marc ;Dufour, Jean-Marie
Référence American Statistical Association. Journal
Publication Publié, 1993

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Titre:	Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications
Auteur:	Hallin, Marc; Dufour, Jean-Marie
Informations sur la publication:	American Statistical Association. Journal
Statut de publication:	Publié, 1993
Sujet CREF:	Economie
Mots-clés:	Bounded random variables
	Conservative test
	Eaton bounds
	Heteroscedasticity
	Nonnormality
	Nonparametric test
	Permutation test
	Serial correlation
	Signed rank tests
	t test
Note générale:	SCOPUS: ar.j
Langue:	Anglais
Identificateurs:	urn:issn:0162-1459
	info:doi/10.1080/01621459.1993.10476371
	info:scp/28244499150
	RePEc:ulb:ulbeco:2013/2043
	mh-0032