B1110
Title: On the novel two-sample tests and their application for change point analysis
Authors: Bojana Milosevic - University of Belgrade (Serbia) [presenting]
Zikica Lukic - University of Belgrade (Serbia)
Abstract: An 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.
