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Title: Testing for changes in the distribution function, cross-sectional and serial dependence of multivariate time series Authors:  Ivan Kojadinovic - CNRS UMR 5142 LMA University of Pau (France) [presenting]
Abstract: Cumulative sum (CUSUM) change-point tests based on U-statistics, empirical distribution functions, cross-sectional and serial empirical copulas are presented. After a brief exposition of the underlying asymptotic and resampling theory, illustrations based on the R package npcp are presented and implementation aspects (such as the computation of a key bandwidth parameter) are discussed.