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A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter; Kampen, Maarten W. van - In: Economics letters 110 (2011) 3, pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
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A fluctuation test for constant Spearman’s rho
Wied, Dominik; Dehling, Herold; Kampen, Maarten W. van; … - 2011
Persistent link: https://www.econbiz.de/10009155239
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Reject inference in consumer credit scoring with nonignorable missing data
Bücker, Michael; Kampen, Maarten W. van; Krämer, Walter - In: Journal of banking & finance 37 (2013) 3, pp. 1040-1045
Persistent link: https://www.econbiz.de/10009708713
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A simple nonparametric test for structural change in joint tail probabilities
Krämer, Walter; Kampen, Maarten van - 2009
Persistent link: https://www.econbiz.de/10008827090