Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
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Publication:2084718
DOI10.1007/s11749-022-00802-5zbMath1496.62079arXiv2001.02488OpenAlexW3158170473MaRDI QIDQ2084718
Publication date: 13 October 2022
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.02488
\(U\)-statisticfunctional databootstrap testmarginal homogeneitystock market returnCramér-von-Mises test
Nonparametric hypothesis testing (62G10) Functional data analysis (62R10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)
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