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Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions

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https://hal.inrae.fr/hal-03187746
Contributor : Tom Rohmer <>
Submitted on : Thursday, April 1, 2021 - 12:25:54 PM
Last modification on : Friday, April 2, 2021 - 3:02:24 AM

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Tom Rohmer. Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions. Statistics & Probability Letters, 2016, 119, pp.45-54. ⟨10.1016/j.spl.2016.06.026⟩. ⟨hal-03187746⟩

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