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Search: subject:"Multivariate constancy"
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Anderson-Darling type tests
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Asymptotic distribution theory
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Brownian pillow
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Cramer-von Mises type tests
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Gaussian processes
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Kolmogorov type tests
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Multivariate constancy
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Multivariate independence
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Tail behaviour
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Protassov, V.
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Koning, A.J.
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Koning, Koning, A.J.
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Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Econometric Institute Report
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RePEc
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Tail behaviour of Gaussian processes with applications to the Brownian pillow
Koning, Koning, A.J.
;
Protassov, V.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2001
processes ocurring in nonparametric testing of [multivariate] indepencency and [
multivariate
]
constancy
over time. The tail …
Persistent link: https://www.econbiz.de/10010731609
Saved in:
2
Tail behaviour of Gaussian processes with applications to the Brownian pillow
Koning, A.J.
;
Protassov, V.
-
Erasmus University Rotterdam, Econometric Institute
-
2001
processes ocurring in nonparametric testing of [multivariate] indepencency and [
multivariate
]
constancy
over time. The tail …
Persistent link: https://www.econbiz.de/10008584804
Saved in:
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