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A Serial Version of Hodges and Lehmann's "6/pi Result"

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  • Marc Hallin
  • Yvik Swan
  • Thomas Verdebout

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  • Marc Hallin & Yvik Swan & Thomas Verdebout, 2013. "A Serial Version of Hodges and Lehmann's "6/pi Result"," Working Papers ECARES ECARES 2013-17, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:eca:wpaper:2013/142825
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    References listed on IDEAS

    as
    1. Marc Hallin, 1994. "On the Pitman nonadmissibility of correlogram-based time series methods," ULB Institutional Repository 2013/2049, ULB -- Universite Libre de Bruxelles.
    2. 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.
    3. Marc Hallin & Thomas S. Ferguson & Christian Genest, 2000. "Kendall's tau for serial dependence," ULB Institutional Repository 2013/2093, ULB -- Universite Libre de Bruxelles.
    Full references (including those not matched with items on IDEAS)

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