Langanzeige der Metadaten
DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Kampen, Maarten van | de |
dc.contributor.author | Krämer, Walter | de |
dc.date.accessioned | 2009-10-29T10:06:14Z | - |
dc.date.available | 2009-10-29T10:06:14Z | - |
dc.date.issued | 2009-07 | de |
dc.identifier.uri | http://hdl.handle.net/2003/26479 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-816 | - |
dc.description.abstract | We propose a new test against a change in the probability of multivariate tail events. The test is based on partial sums of a suitably defined indicator function and detects abrupt changes in joint tail probabilities better than a previously suggested competitor. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823; 4/2009 | de |
dc.subject | joint extremes | en |
dc.subject | structural change | en |
dc.subject.ddc | 310 | de |
dc.subject.ddc | 330 | de |
dc.subject.ddc | 620 | de |
dc.title | A simple nonparametric test for structural change in joint tail probabilities | en |
dc.type | Text | de |
dc.type.publicationtype | report | de |
dcterms.accessRights | open access | - |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
004.pdf | DNB | 186.25 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt. rightsstatements.org