A Serial Version of Hodges and Lehmann's "6/pi Result"
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References listed on IDEAS
- Marc Hallin & Thomas S. Ferguson & Christian Genest, 2000. "Kendall's tau for serial dependence," ULB Institutional Repository 2013/2093, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1994. "On the Pitman nonadmissibility of correlogram-based time series methods," ULB Institutional Repository 2013/2049, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Paindaveine, Davy, 2005. "Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 122-163, March.
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Keywordsasymptotic relative efficiency; rank-based tests; Wilcoxon test; van der waerden test; Spearman autocorrelations; Kendall autocorrelatins; linear serial rank statistics;
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