TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153): Difference between revisions

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+Nonparametric tests for constant tail dependence with an application to energy and finance
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+Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
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+Detecting changes in cross-sectional dependence in multivariate time series
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+Influence functions of the Spearman and Kendall correlation measures
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
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+Large covariance estimation through elliptical factor models
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Testing the constancy of Spearman's rho in multivariate time series
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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