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Tests for Scale Changes Based on Pairwise Differences

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dc.contributor.authorGerstenberger, Carina
dc.contributor.authorVogel, Daniel
dc.contributor.authorWendler, Martin
dc.contributor.institutionUniversity of Aberdeen.Mathematical Scienceen
dc.contributor.institutionUniversity of Aberdeen.Institute for Complex Systems and Mathematical Biology (ICSMB)en
dc.date.accessioned2020-08-20T23:07:19Z
dc.date.available2020-08-20T23:07:19Z
dc.date.embargoedUntil2020-08-21
dc.date.issued2020-09
dc.descriptionAcknowledgement The researcher were supported by the Collaborative Research Centre 823 Statistical modelling of nonlinear dynamic processes and the Konrad-Adenauer-Stiftung. The authors thank Svenja Fischer for providing the river Rhine discharge data set and Marco Thiel for the stock exchange data set.en
dc.description.statusPeer revieweden
dc.format.extent13
dc.format.extent1080071
dc.identifier146382798
dc.identifiera9b8d022-ee36-48d1-a01b-28ad3686654d
dc.identifier85071018762
dc.identifier000482735000001
dc.identifier.citationGerstenberger, C, Vogel, D & Wendler, M 2020, 'Tests for Scale Changes Based on Pairwise Differences', Journal of the American Statistical Association, vol. 115, no. 531, pp. 1336-1348. https://doi.org/10.1080/01621459.2019.1629938en
dc.identifier.doi10.1080/01621459.2019.1629938
dc.identifier.iss531en
dc.identifier.issn0162-1459
dc.identifier.otherArXiv: http://arxiv.org/abs/1611.04158v1
dc.identifier.otherMendeley: f6c76114-115a-3861-b03a-6da919d5fc5a
dc.identifier.otherORCID: /0000-0002-6360-4077/work/77724512
dc.identifier.urihttps://hdl.handle.net/2164/14982
dc.identifier.urlhttp://www.mendeley.com/research/tests-scale-changes-based-pairwise-differencesen
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85071018762&partnerID=8YFLogxKen
dc.identifier.urlhttps://arxiv.org/abs/1611.04158en
dc.identifier.vol115en
dc.language.isoeng
dc.relation.ispartofJournal of the American Statistical Associationen
dc.subjectU-quantileen
dc.subjectU-statisticen
dc.subjectGini’s mean differenceen
dc.subjectLong-run variance estimationen
dc.subjectBlock bootstrapen
dc.subjectBOOTSTRAPen
dc.subjectGini's mean differenceen
dc.subjectESTIMATORSen
dc.subjectQUANTILESen
dc.subjectVARIANCEen
dc.subjectSQUARESen
dc.subjectSUMSen
dc.subjectQA Mathematicsen
dc.subjectStatistics and Probabilityen
dc.subjectStatistics, Probability and Uncertaintyen
dc.subjectSupplementary Dataen
dc.subject.lccQAen
dc.titleTests for Scale Changes Based on Pairwise Differencesen
dc.typeJournal articleen

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