A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567)
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English | A fluctuation test for constant Spearman's rho with nuisance-free limit distribution |
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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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