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Simple Exact Bounds For Distributions Of Linear Signed Rank Statistics

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Author Info
DUFOUR, J-M.
HALLIN, M.

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Abstract

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Publisher Info
Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9003.

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Length: 24 pages
Date of creation: 1990
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Handle: RePEc:mtl:montec:9003

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Related research
Keywords: estimator regression analysis linear models econometrics

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  1. DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 2005-05, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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