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Robust change-point detection in panel data
Alexander Dürre, Roland Fried · 2016-11-08 · via math.ST updates on arXiv.org

In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparametric and robust test for a change in location and derive its asymptotic distribution under short range dependence and for N, T tending to infinity. Some simulations show its usefulness under heavy tailed distributions.

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