npcopTest

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Software:151788

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CRANnpcopTestMaRDI QIDQ151788FDOQ151788

Non Parametric Test for Detecting Changes in the Copula

Last update: 9 February 2018

Copyright license: GNU General Public License

Software version identifier: 1.03

Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions

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