A nonparametric test of stationarity for independent data
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Cites work
- A test for strict stationarity
- CONTINUOUS INSPECTION SCHEMES
- Consistency and Unbiasedness of Certain Nonparametric Tests
- Generalised smooth tests of goodness of fit
- Non-parametric \(k\)-sample tests: density functions vs distribution functions
- On the asymptotics of randomness statistics
- Testing equality of a large number of densities
- Testing goodness of fit via nonparametric function estimation techniques
- Tests of strict stationarity based on quantile indicators
Cited in
(12)- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data
- Efficient Tests of Nonstationary Hypotheses
- Nonstationarity measure of data streams
- How reliable are standard indicators of stationarity?
- A parametric stationarity test with smooth breaks
- A new non-parametric stationarity test of time series in the time domain
- A nonparametric test for the change of the density function under association
- Nonparametric pseudo-Lagrange multiplier stationarity testing
- A KPSS Test for Stationarity for Spatial Point Processes
- Stationarity test based on density approach
- Asymptotic Nonparametric Statistical Analysis of Stationary Time Series
- A nonparametric test for deviation from randomness with applications to stock market index data
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