Pages that link to "Item:Q123369"

The following pages link to Detecting changes in cross-sectional dependence in multivariate time series (Q123369):

Displaying 25 items.

• Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• changepointTests (Q1354583) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
• A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
• Time-varying copula models for financial time series (Q5197403) (← links)
• TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
• Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences (Q6172150) (← links)
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)
• Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
• Monitoring Network Changes in Social Media (Q6626212) (← links)
• Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)