M. Wendler

activity

20082026

most citedUnraveling Spurious Properties of Interaction Networks with Tailored Random Networks

61 citations · 155 across the 24 of their papers we have counts for

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Showing 2012 · math.STShow all

2 papers · 2 filters

math.ST2012

Normal Limits, Nonnormal Limits, and the Bootstrap for Quantiles of Dependent Data

O. Sh. Sharipov, M. Wendler

We will show under very weak conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Un…

math.ST2012★ 45 cited

Testing for Changes in Kendall's Tau

Herold Dehling, Daniel Vogel, Martin Wendler +1

For a bivariate time series $((X_{i}, Y_{i}))_{i = 1, ..., n}$ we want to detect whether the correlation between $X_{i}$ and $Y_{i}$ stays constant for all $i = 1, ..., n$ . We propose a nonparame…