A simple nonparametric test for structural change in joint tail probabilites
Walter Krämer; Maarten van Kampen
| Year of publication: |
2011
|
|---|---|
| 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
|
| Subject: | joint extremes | structural change | Strukturwandel | Structural change | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009241481