Pages that link to "Item:Q2208630"

The following pages link to A self-normalization test for correlation change (Q2208630):

Displaying 10 items.

• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
• Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
• A self-normalization break test for correlation matrix (Q2062385) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• A mean-difference test based on self-normalization for alternating regime index data sets (Q2208629) (← links)
• Testing for a change in correlation at an unknown point in time using an extended functional delta method (Q2890704) (← links)
• Testing for change points in time series using a self-normalization based on Kolmogorov-Smirnov test: an analysis on China Shanghai composite index (Q2923672) (← links)
• Subsample scan test for multiple breaks based on self-normalization (Q6060902) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• A self-normalization test for structural breaks in a regression model for panel data sets (Q6581405) (← links)