Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions |
scientific article |
Statements
119
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45-54
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December 2016
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31 October 2016
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Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (English)
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non-parametric tests
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sequential empirical copula process
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Monte Carlo experiments
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