A nonparametric test of stationarity for independent data
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Publication:893446
DOI10.1016/J.SPL.2015.09.024zbMATH Open1328.62265OpenAlexW2175497198MaRDI QIDQ893446FDOQ893446
Publication date: 19 November 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.024
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Cites Work
- Testing goodness of fit via nonparametric function estimation techniques
- CONTINUOUS INSPECTION SCHEMES
- Consistency and Unbiasedness of Certain Nonparametric Tests
- Testing equality of a large number of densities
- Non-parametric \(k\)-sample tests: density functions vs distribution functions
- On the asymptotics of randomness statistics
- Generalised smooth tests of goodness of fit
- Tests of strict stationarity based on quantile indicators
- A Test for Strict Stationarity
Cited In (7)
- Asymptotic Nonparametric Statistical Analysis of Stationary Time Series
- A nonparametric test for the change of the density function under association
- A KPSS Test for Stationarity for Spatial Point Processes
- Nonparametric pseudo-Lagrange multiplier stationarity testing
- Efficient Tests of Nonstationary Hypotheses
- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data
- A parametric stationarity test with smooth breaks
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