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20132026
most citedGlobal Sensitivity Analysis: a new generation of mighty estimators based on rank statistics

8 citations · 18 across the 18 of their papers we have counts for

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math.ST2017

On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

Agnès Lagnoux, Thi Mong Ngoc Nguyen, Frédéric Proïa

We investigate in this paper a Bickel-Rosenblatt test of goodness-of-fit for the density of the noise in an autoregressive model. Since the seminal work of Bickel and Rosenblatt, i…