A fluctuation test for constant Spearman’s rho
Year of publication: |
2011
|
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Authors: | Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel |
Publisher: |
Dortmund : SFB 823 |
Subject: | copula | mixing | multivariate sequential empirical process | robustness | structural break | Theorie | Theory | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Robustes Verfahren | Robust statistics |
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