A self-normalization break test for correlation matrix (Q2062385): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00362-020-01188-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3035782694 / rank | |||
Normal rank | |||
Revision as of 00:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-normalization break test for correlation matrix |
scientific article |
Statements
A self-normalization break test for correlation matrix (English)
0 references
27 December 2021
0 references
self-normalization
0 references
correlation matrix break
0 references
CUSUM test
0 references
serial dependence
0 references
conditional heteroscedasticity
0 references
unconditional heteroscedasticity
0 references
