Pages that link to "Item:Q531413"
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The following pages link to A simple nonparametric test for structural change in joint tail probabilities (Q531413):
Displaying 4 items.
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Variance change-point detection in panel data models (Q498780) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)