Monitoring persistent change in a heavy-tailed sequence with polynomial trends
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Publication:395915
DOI10.1016/J.JKSS.2013.02.004zbMath1294.62030OpenAlexW2020291645MaRDI QIDQ395915
Zheng Tian, Zhanshou Chen, Peiyan Qi, Zi Jin
Publication date: 7 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.02.004
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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