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Article Dans Une Revue Statistics and Probability Letters Année : 2016

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

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hal-03187746 , version 1 (01-04-2021)

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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 and Probability Letters, 2016, 119, pp.45-54. ⟨10.1016/j.spl.2016.06.026⟩. ⟨hal-03187746⟩

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