9 citations · 11 across the 4 of their papers we have counts for
4 papers
Change-point analysis: a new perspective for unstable financial markets
Žikica Lukić, Bojana Milošević
We introduce two new classes of nonparametric change-point tests for sequences of univariate non-negative random variables. The proposed procedures are based on the empirical modif…
A Laplace transform-based test for the equality of positive semidefinite matrix distributions
Žikica Lukić
In this paper, we present a novel test for determining equality in distribution of matrix distributions. Our approach is based on the integral squared difference of the empirical L…
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
Žikica Lukić, Bojana Milošević
This paper introduces a novel two-sample test for a broad class of orthogonally equivalent positive definite symmetric matrix distributions. Our test is the first of its kind and w…
Characterization-based approach for construction of goodness-of-fit test for Lévy distribution
Žikica Lukić, Bojana Milošević
The Lévy distribution, alongside the Normal and Cauchy distributions, is one of the only three stable distributions whose density can be obtained in a closed form. However, there a…