Monitoring persistent change in a heavy-tailed sequence with polynomial trends
From MaRDI portal
Publication:395915
DOI10.1016/j.jkss.2013.02.004zbMath1294.62030MaRDI QIDQ395915
Zheng Tian, Zhanshou Chen, Peiyan Qi, Zi Jin
Publication date: 7 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.02.004
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
62F03: Parametric hypothesis testing
62F40: Bootstrap, jackknife and other resampling methods
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