TESTING FOR CHANGES IN KENDALL’S TAU
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Publication:5371153
DOI10.1017/S026646661600044XzbMath1396.62202arXiv1203.4871OpenAlexW2963123812MaRDI QIDQ5371153
Martin Wendler, Daniel Vogel, Dominik Wied, Herold G. Dehling
Publication date: 25 October 2017
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4871
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (10)
Quantifying the data-dredging bias in structural break tests ⋮ Detecting breaks in the dependence of multivariate extreme-value distributions ⋮ Testing the constancy of Spearman's rho in multivariate time series ⋮ Testing and dating structural changes in copula-based dependence measures ⋮ Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model ⋮ Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications ⋮ Testing Kendall's τ for a large class of dependent sequences ⋮ Testing for structural breaks in factor copula models ⋮ Ordinal pattern dependence as a multivariate dependence measure ⋮ Tests for Scale Changes Based on Pairwise Differences
Uses Software
Cites Work
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