Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787): Difference between revisions

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non-parametric tests
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sequential empirical copula process
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Monte Carlo experiments
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Revision as of 04:43, 28 June 2023

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Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
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    119
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    45-54
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    December 2016
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    31 October 2016
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    Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (English)
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    non-parametric tests
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    sequential empirical copula process
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    Monte Carlo experiments
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