52 citations · 279 across the 14 of their papers we have counts for
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stat.ME2012★ 26 cited
A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
Dominik Wied, Herold Dehling, Maarten van Kampen +1
A CUSUM type test for constant correlation that goes beyond a previously suggested correlation constancy test by considering Spearman's rho in arbitrary dimensions is proposed. Sin…
math.ST2012★ 45 cited
Testing for Changes in Kendall's Tau
Herold Dehling, Daniel Vogel, Martin Wendler +1
For a bivariate time series we want to detect whether the correlation between and stays constant for all . We propose a nonparame…