A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests constructed in this context can have the property of being at least moderately powerful against a wide range of departures from the null hypothesis. ... Use of such tests avoids having to be very specific about the particular type of departure being tested.
Then there are two examples
In time series analysis, two well-known versions of a portmanteau test are available for testing for autocorrelation in the residuals of a model: the Box–Pierce test, and the Ljung–Box test.
Are other tests such as the turning point test, the difference sign test, and the rank test, also considered as portmanteau tests?
In Brockwell and Davis' Introduction to Time Series and Forecasting, why are they not written as portmanteau tests, but only the Box–Pierce test, and the Ljung–Box test are?
In the context of regression analysis, a portmanteau test has been devised ....
In regression, what are some examples of tests considered as portmanteau tests and not considered as such?