A nonparametric test for a constant correlation matrix (Q5864634)
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scientific article; zbMATH DE number 7538202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric test for a constant correlation matrix |
scientific article; zbMATH DE number 7538202 |
Statements
A nonparametric test for a constant correlation matrix (English)
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8 June 2022
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fluctuation test
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functional delta method
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Gaussian process
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local power
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