Search Results - subject:"Ranks and signs"

Narrow search

Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs

Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang - 2020

Persistent link: https://www.econbiz.de/10012242873

Center-outward rank- and sign-based VARMA Portmanteau tests

Hallin, Marc; Liu, Hang - 2022

Persistent link: https://www.econbiz.de/10013369883

On the efficiency of the global gold markets

Ntim, Collins G.; English, John; Nwachukwu, Jacinta C.; … - In: International review of financial analysis 41 (2015), pp. 218-236

Persistent link: https://www.econbiz.de/10011508650

Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?

Ntim, Collins G; Opong, Kwaku K; Danbolt, Jo; Dewotor, Frank - Volkswirtschaftliche Fakultät, … - 2008

. By contrast, the ranks and signs alternative offer consistent results throughout. …

Persistent link: https://www.econbiz.de/10009226809

Optimal rank-based tests for block exogeneity in vector autoregressions

Bramati, Maria Caterina - In: Journal of Multivariate Analysis 116 (2013) C, pp. 141-162

The aim of this paper is to construct a class of locally asymptotically most stringent (in the Le Cam sense) tests for independence between two sets of variables in the V AR models. These tests are based on multivariate ranks of distances and multivariate signs of the observations and are shown...

Persistent link: https://www.econbiz.de/10010665720