A self-normalization break test for correlation matrix (Q2062385): Difference between revisions

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-.1007/s00362-020-01188-y
@@ Property / DOI: 10.1007/s00362-020-01188-y / rank @@
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+https://doi.org/10.1007/s00362-020-01188-y
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+W3035782694
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+Moving block bootstrapping for a CUSUM test for correlation change
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@@ Property / cites work @@
+A self-normalization test for correlation change
@@ Property / cites work: A self-normalization test for correlation change / rank @@
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@@ Property / cites work @@
+Testing for constant correlation of filtered series under structural change
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@@ Property / cites work @@
+A residual-based multivariate constant correlation test
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+Multiple break detection in the correlation structure of random variables
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+Bootstrap Standard Error Estimates for Linear Regression
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@@ Property / cites work @@
+Simple Robust Testing of Regression Hypotheses
@@ Property / cites work: Simple Robust Testing of Regression Hypotheses / rank @@
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@@ Property / cites work @@
+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
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@@ Property / cites work @@
+The Dependent Wild Bootstrap
@@ Property / cites work: The Dependent Wild Bootstrap / rank @@
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@@ Property / cites work @@
+Testing for Change Points in Time Series
@@ Property / cites work: Testing for Change Points in Time Series / rank @@
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@@ Property / cites work @@
+A nonparametric test for a constant correlation matrix
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@@ Property / cites work @@
+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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@@ Property / cites work @@
+On the application of new tests for structural changes on global minimum-variance portfolios
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+Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
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@@ Property / DOI @@
+.1007/S00362-020-01188-Y
@@ Property / DOI: 10.1007/S00362-020-01188-Y / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2062385