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Simple Exact Bounds for Distributions of Linear Signed Rank Statistics

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  • Dufour, J.M.
  • Hallin, M.

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  • Dufour, J.M. & Hallin, M., 1990. "Simple Exact Bounds for Distributions of Linear Signed Rank Statistics," Cahiers de recherche 9003, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:9003
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    Cited by:

    1. Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 123-142, January.

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