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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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A fluctuation test for constant Spearman’s rho
Wied, Dominik
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Dehling, Herold
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Kampen, Maarten W. van
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2011
Persistent link: https://www.econbiz.de/10009155239
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A simple nonparametric test for structural change in joint tail probabilities
Krämer, Walter
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Kampen, Maarten van
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2009
Persistent link: https://www.econbiz.de/10008827090
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