98 citations · 98 across the 3 of their papers we have counts for
3 papers
Testing the constancy of Spearman's rho in multivariate time series
Ivan Kojadinovic, Jean-François Quessy, Tom Rohmer
A class of tests for change-point detection designed to be particularly sensitive to changes in the cross-sectional rank correlation of multivariate time series is proposed. The de…
Nonparametric tests for change-point detection à la Gombay and Horváth
Mark Holmes, Ivan Kojadinovic, Jean-François Quessy
The nonparametric test for change-point detection proposed by Gombay and Horváth is revisited and extended in the broader setting of empirical process theory. The resulting testing…
Asymptotic local efficiency of Cramér--von Mises tests for multivariate independence
Christian Genest, Jean-François Quessy, Bruno Rémillard
Deheuvels [J. Multivariate Anal. 11 (1981) 102--113] and Genest and Rémillard [Test 13 (2004) 335--369] have shown that powerful rank tests of multivariate independence can be base…