A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567)
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scientific article; zbMATH DE number 6984005
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| default for all languages | No label defined |
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| English | A fluctuation test for constant Spearman's rho with nuisance-free limit distribution |
scientific article; zbMATH DE number 6984005 |
Statements
A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (English)
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23 November 2018
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copula
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mixing
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multivariate sequential rank order process
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robustness
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structural break
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0.8221806883811951
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0.7764248847961426
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0.7669985294342041
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0.7620566487312317
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0.7494082450866699
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