Pages that link to "Item:Q531413"

The following pages link to A simple nonparametric test for structural change in joint tail probabilities (Q531413):

Displaying 3 items.

• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Variance change-point detection in panel data models (Q498780) (← links)
• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)