Kendall's tau-based inference for gradually changing dependence structures
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Publication:6579412
DOI10.1007/S00362-023-01471-8MaRDI QIDQ6579412FDOQ6579412
Felix Camirand Lemyre, Jean-François Quessy
Publication date: 25 July 2024
Published in: Statistical Papers (Search for Journal in Brave)
change-point detectionweighted U-statisticsuniform weak convergencegradual-change modelintegrated Brownian Bridge
Cites Work
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- TESTING FOR CHANGES IN KENDALL’S TAU
- Decoupling and Khintchine's inequalities for \(U\)-statistics
- Testing for changes in multivariate dependent observations with an application to temperature changes
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- On inference validity of weighted U-statistics under data heterogeneity
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
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