Pages that link to "Item:Q5371153"
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The following pages link to TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153):
Displaying 14 items.
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
- Kendall's tau-based inference for gradually changing dependence structures (Q6579412) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
