A nonparametric test for a constant correlation matrix (Q5864634)

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scientific article; zbMATH DE number 7538202
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A nonparametric test for a constant correlation matrix
scientific article; zbMATH DE number 7538202

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    A nonparametric test for a constant correlation matrix (English)
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    8 June 2022
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    fluctuation test
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    functional delta method
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    Gaussian process
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    local power
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