Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions |
scientific article |
Statements
119
0 references
45-54
0 references
December 2016
0 references
31 October 2016
0 references
Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (English)
0 references
non-parametric tests
0 references
sequential empirical copula process
0 references
Monte Carlo experiments
0 references
