Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151458 | Statistics & Probability Letters | 2016 | 10 Pages |
Abstract
A non-parametric test is proposed for detecting changes in the dependence between the components of multivariate data, when changes in marginal distributions occur at known instants. Monte Carlo simulations have been carried out to illustrate the performance of the procedure.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tom Rohmer,