Tests for Scale Changes Based on Pairwise Differences

DOI10.1080/01621459.2019.1629938zbMath1441.62223arXiv1611.04158OpenAlexW2556656383MaRDI QIDQ5120672

Carina Gerstenberger, Martin Wendler, Daniel Vogel

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.04158

zbMATH Keywords

block bootstrap\(U\)-statisticlong-run variance estimationGini's mean difference\(U\)-quantile

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items

An asymptotic test for constancy of the variance under short-range dependence

Uses Software

• R
• robustbase

Cites Work

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• THE STANDARD ERROR OF GINI'S MEAN DIFFERENCE
• Robust Statistics

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