Pages that link to "Item:Q2852553"
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The following pages link to Multivariate Kendall's tau for change-point detection in copulas (Q2852553):
Displaying 17 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← 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)
- Bivariate copulas on the Hotelling's <i>T</i><sup>2</sup> control chart (Q4563420) (← links)
- Robust multivariate change point analysis based on data depth (Q5094340) (← links)
- Multivariate copulas on the MCUSUM control chart (Q5193433) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
- Kendall's tau-based inference for gradually changing dependence structures (Q6579412) (← links)
- Simultaneous computation of Kendall's tau and its jackknife variance (Q6589424) (← links)
