Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A fluctuation test for constant Spearman's rho with nuisance-free limit
  distribution   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. Since the new test does not require the existence of
any moments, the applicability on usually heavy-tailed financial data is
greatly improved. The asymptotic null distribution is calculated using an
invariance principle for the sequential empirical copula process. The limit
distribution is free of nuisance parameters and critical values can be obtained
without bootstrap techniques. A local power result and an analysis of the
behavior of the test in small samples is provided.

26
The categories of this paper are: bayes-an
33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
5
The categories of this paper are: gr-qc
13
The categories of this paper are: quant-ph
17
The categories of this paper are: q-fin
23
The categories of this paper are: solv-int
19
The categories of this paper are: eess
32
The categories of this paper are: atom-ph
27
The categories of this paper are: comp-gas
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph
24
The categories of this paper are: dg-ga