Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited

25 August 2022

Papers citing "Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited"

3 / 3 papers shown

Title
Nonparametric Multiple-Output Center-Outward Quantile Regression E. del Barrio Alberto González Sanz Marc Hallin 19 27 0 25 Apr 2022
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests Marc Hallin Gilles Mordant 31 11 0 08 Nov 2021
Center-Outward R-Estimation for Semiparametric VARMA Models Marc Hallin Davide La Vecchia Han Liu 24 37 0 18 Oct 2019