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The efficiency of some nonparametric competitors to correlogram-based methods

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  • Marc Hallin
  • Olivier Tribel

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  • Marc Hallin & Olivier Tribel, 2000. "The efficiency of some nonparametric competitors to correlogram-based methods," ULB Institutional Repository 2013/2159, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/2159
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    Cited by:

    1. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.
    2. Hannu Oja & Davy Paindaveine & Sara Taskinen, 2009. "Parametric and nonparametric test for multivariate independence in IC models," Working Papers ECARES 2009_018, ULB -- Universite Libre de Bruxelles.
    3. Garel, Bernard & Hallin, Marc, 2000. "Rank-based partial autocorrelations are not asymptotically distribution-free," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 219-227, April.
    4. del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc, 2020. "A note on the regularity of optimal-transport-based center-outward distribution and quantile functions," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
    5. Harrar, Solomon W. & Feyasa, Merga B. & Wencheko, Eshetu, 2020. "Nonparametric procedures for partially paired data in two groups," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).

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