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Berry-Esséen rate in asymptotic normality for perturbed sample quantiles

Seoh, Munsup - In: Metrika : international journal for theoretical and … 41 (1994) 2, pp. 83-98

Persistent link: https://www.econbiz.de/10001161679

Valid edgeworth expansions of M-estimators in regression models with weakly dependent residuals

Taniguchi, Masanobu - In: Econometric theory 12 (1996) 2, pp. 331-346

Persistent link: https://www.econbiz.de/10001205639

Higher order asymptotic theory for semiparametric estimation of spectral parameters of stationary processes

Taniguchi, Masanobu; VanGarderen, Kees Jan; Puri, Madan Lal - 2001

Persistent link: https://www.econbiz.de/10001605462

Higher order asymptotic theory for minimum constrast estimators of spectral parameters of stationary processes

Taniguchi, Masanobu; VanGarderen, Kees Jan; Puri, Madan Lal - In: Econometric theory 19 (2003) 6, pp. 984-1007

Persistent link: https://www.econbiz.de/10001818946

Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach

Einmahl, John H. J.; Omolo, B. O.; Puri, Madan Lal; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001943216

Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach

Einmahl, John H. J.; Omolo, B.O; Puri, Madan Lal; … - 2004

In this paper, aligned rank statistics are considered for testing hypotheses regarding the location in repeated measurement designs, where the design matrix for each set of measurements is orthonormal. Such a design may, for instance, be used when testing for linearity in a partially linear...

Persistent link: https://www.econbiz.de/10014071100