Testing for changes in Kendall’s tau

dc.contributor.author	Dehling, Herold
dc.contributor.author	Vogel, Daniel
dc.contributor.author	Wendler, Martin
dc.contributor.author	Wied, Dominik
dc.contributor.institution	University of Aberdeen.Mathematical Science	en
dc.contributor.institution	University of Aberdeen.Institute for Complex Systems and Mathematical Biology (ICSMB)	en
dc.date.accessioned	2016-10-25T14:28:18Z
dc.date.available	2016-10-25T14:28:18Z
dc.date.embargoedUntil	2017-05-04
dc.date.issued	2017-12
dc.description.status	Peer reviewed	en
dc.format.extent	35
dc.format.extent	533431
dc.format.extent	251989
dc.identifier	71902967
dc.identifier	95e20055-580d-4a4b-9cec-67d554a23ca6
dc.identifier	84994092041
dc.identifier.citation	Dehling, H, Vogel, D, Wendler, M & Wied, D 2017, 'Testing for changes in Kendall’s tau', Econometric Theory, vol. 33, no. 6, pp. 1352-1386. https://doi.org/10.1017/S026646661600044X	en
dc.identifier.doi	10.1017/S026646661600044X
dc.identifier.iss	6	en
dc.identifier.issn	0266-4666
dc.identifier.other	ORCID: /0000-0002-6360-4077/work/77724523
dc.identifier.uri	http://hdl.handle.net/2164/7588
dc.identifier.vol	33	en
dc.language.iso	eng
dc.relation.ispartof	Econometric Theory	en
dc.subject	change-point analysis	en
dc.subject	Kendall's tau	en
dc.subject	U-statistic	en
dc.subject	functional limit theorem	en
dc.subject	near epoch dependence in probability	en
dc.subject	QA Mathematics	en
dc.subject	Economics, Econometrics and Finance(all)	en
dc.subject	General Social Sciences	en
dc.subject.lcc	QA	en
dc.title	Testing for changes in Kendall’s tau	en
dc.type	Journal article	en