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Exact tests based on the Baumgartner-Weiß-Schindler statistic—A survey

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  • Markus Neuhäuser

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  • Markus Neuhäuser, 2005. "Exact tests based on the Baumgartner-Weiß-Schindler statistic—A survey," Statistical Papers, Springer, vol. 46(1), pages 1-29, January.
    • Handle: RePEc:spr:stpapr:v:46:y:2005:i:1:p:1-29
    DOI: 10.1007/BF02762032
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    References listed on IDEAS

    as
    1. Hall, Peter & Yao, Qiwei, 2003. "Inference in ARCH and GARCH models with heavy-tailed errors," LSE Research Online Documents on Economics 5875, London School of Economics and Political Science, LSE Library.
    2. Markus Neuhauser & Herbert Buning & Ludwig Hothorn, 2004. "Maximum Test versus Adaptive Tests for the Two-Sample Location Problem," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(2), pages 215-227.
    3. Neuhauser, Markus & Hothorn, Ludwig A., 2000. "Parametric location-scale and scale trend tests based on Levene's transformation," Computational Statistics & Data Analysis, Elsevier, vol. 33(2), pages 189-200, April.
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    Cited by:

    1. Neuhauser, Markus & Losch, Christian & Jockel, Karl-Heinz, 2007. "The Chen-Luo test in case of heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5055-5060, June.
    2. Shan, Guogen & Ma, Changxing & Hutson, Alan D. & Wilding, Gregory E., 2013. "Some tests for detecting trends based on the modified Baumgartner–Weiß–Schindler statistics," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 246-261.

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