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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1856
DC FieldValueLanguage
dc.contributor.authorLukić, Žikicaen_US
dc.contributor.authorMilošević, Bojanaen_US
dc.date.accessioned2025-03-31T19:19:24Z-
dc.date.available2025-03-31T19:19:24Z-
dc.date.issued2023-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1856-
dc.description.abstractAn overview of statistical tests for matrix distributions is provided, focusing on novel two-sample tests. Their asymptotic properties are presented and their usability is demonstrated through a comprehensive empirical study. As a main application, the adaptation of these test statistics is showcased for detecting change points in financial markets, supported by real data examples.en_US
dc.language.isoenen_US
dc.titleOn the novel two-sample tests and their application for change point analysisen_US
dc.typeConference Objecten_US
dc.relation.conferenceInternational Conference on Computational and Methodological Statistics : CMStatistics(16 ; 2023 ; Berlin)en_US
dc.relation.publication16th International Conference of the ERICM WG on Computational and Methodological Statistics (CMStatistics 2023)en_US
dc.identifier.urlhttps://www.cmstatistics.org/CMStatistics2023/docs/BoA.pdf?20231128014621-
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.relation.isbn978-9925-7812-7-0en_US
dc.description.rankM32en_US
dc.relation.firstpage112en_US
dc.relation.lastpage112en_US
item.grantfulltextnone-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeConference Object-
item.fulltextNo Fulltext-
item.languageiso639-1en-
crisitem.author.deptProbability and Statistics-
crisitem.author.deptProbability and Statistics-
crisitem.author.orcid0000-0002-1964-7539-
crisitem.author.orcid0000-0001-8243-9794-
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