Kendall's tau-based inference for gradually changing dependence structures
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Cites work
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- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
- A NEW MEASURE OF RANK CORRELATION
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- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- Multivariate Kendall's tau for change-point detection in copulas
- Nonparametric tests for change-point detection à la Gombay and Horváth
- On inference validity of weighted U-statistics under data heterogeneity
- Rank tests for changepoint problems
- Testing for changes in Kendall's tau
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Weak convergence and empirical processes. With applications to statistics
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