Pages that link to "Item:Q1623567"
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The following pages link to A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567):
Displaying 9 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
