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conditional independence 1 graphical models 1 local symptotic normality 1 psuedo-gaussian tests 1 rank tests 1 scatter matrix 1 signed ranks 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Paindaveine, Davy 1 Verdebout, Thomas 1
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
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Working Papers ECARES 1
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RePEc 1
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Rank Tests for Elliptical Graphical Modeling
Paindaveine, Davy; Verdebout, Thomas - European Centre for Advanced Research in Economics and … - 2011
As a reaction to the restrictive Gaussian assumptions that are usually part of graphical models, Vogel and Fried [17] recently introduced elliptical graphical models, in which the vector of variables at hand is assumed to have an elliptical distribution. The present work introduces a class of...
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