most citedcsranks: An R Package for Estimation and Inference Involving Ranks

2 citations · 2 across the 2 of their papers we have counts for

collaborators

3 papers

math.ST2024

Permutation Testing for Monotone Trend

Joseph P. Romano, Marius A. Tirlea

In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first…

math.ST2024

Least Squares-Based Permutation Tests in Time Series

Joseph P. Romano, Marius A. Tirlea

This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) depende…

econ.EM2024★ 2 cited

csranks: An R Package for Estimation and Inference Involving Ranks

Denis Chetverikov, Magne Mogstad, Pawel Morgen +3

This article introduces the R package csranks for estimation and inference involving ranks. First, we review methods for the construction of confidence sets for ranks, namely margi…