A simple nonparametric test for structural change in joint tail probabilites
Year of publication: |
2011
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Authors: | Krämer, Walter ; Kampen, Maarten W. van |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 110.2011, 3, p. 245-247
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Subject: | joint extremes | structural change | Schätztheorie | Estimation theory | Strukturwandel | Structural change | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Statistische Methodenlehre | Statistical theory |
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