| Publication | Date of Publication | Type |
|---|
Copula-like inference for discrete bivariate distributions with rectangular supports
Electronic Journal of Statistics | 2024-09-03 | Paper |
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
Journal of Multivariate Analysis | 2024-03-25 | Paper |
Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
Journal of Time Series Analysis | 2024-01-11 | Paper |
| Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas | 2023-01-13 | Paper |
| On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes | 2022-04-24 | Paper |
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
Electronic Journal of Statistics | 2021-08-09 | Paper |
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
Electronic Journal of Statistics | 2021-08-09 | Paper |
Subsampling (weighted smooth) empirical copula processes
Journal of Multivariate Analysis | 2019-10-01 | Paper |
Subsampling (weighted smooth) empirical copula processes
Journal of Multivariate Analysis | 2019-10-01 | Paper |
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
Journal of Theoretical Probability | 2019-07-18 | Paper |
Elements of Copula Modeling with R
Use R! | 2019-05-16 | Paper |
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
Journal of Time Series Analysis | 2019-03-05 | Paper |
Some copula inference procedures adapted to the presence of ties
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
A class of goodness-of-fit tests for spatial extremes models based on max-stable processes
Statistics and Its Interface | 2018-05-08 | Paper |
Detecting distributional changes in samples of independent block maxima using probability weighted moments
Extremes | 2017-11-02 | Paper |
Detecting breaks in the dependence of multivariate extreme-value distributions
Extremes | 2017-07-25 | Paper |
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
(available as arXiv preprint) | 2017-07-04 | Paper |
Testing the constancy of Spearman's rho in multivariate time series
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Bernoulli | 2016-04-01 | Paper |
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Bernoulli | 2016-04-01 | Paper |
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications
Journal of Statistical Planning and Inference | 2015-12-28 | Paper |
Detecting changes in cross-sectional dependence in multivariate time series
Journal of Multivariate Analysis | 2014-11-01 | Paper |
Detecting changes in cross-sectional dependence in multivariate time series
Journal of Multivariate Analysis | 2014-10-08 | Paper |
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
The Canadian Journal of Statistics | 2013-10-29 | Paper |
Semiparametric estimation of a two-component mixture of linear regressions in which one component is known
Electronic Journal of Statistics | 2013-10-29 | Paper |
Semiparametric estimation of a two-component mixture of linear regressions in which one component is known
Electronic Journal of Statistics | 2013-10-29 | Paper |
Nonparametric tests for change-point detection à la Gombay and Horváth
Journal of Multivariate Analysis | 2013-03-12 | Paper |
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
Statistics and Computing | 2012-12-06 | Paper |
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
Scandinavian Journal of Statistics | 2012-09-21 | Paper |
Comparison of three semiparametric methods for estimating dependence parameters in copula models
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Large-sample tests of extreme-value dependence for multivariate copulas
The Canadian Journal of Statistics | 2011-12-28 | Paper |
A goodness-of-fit test for bivariate extreme-value copulas
Bernoulli | 2011-09-02 | Paper |
Fast large-sample goodness-of-fit tests for copulas
STATISTICA SINICA | 2011-05-16 | Paper |
Fast large-sample goodness-of-fit tests for copulas
STATISTICA SINICA | 2011-05-16 | Paper |
Nonparametric rank-based tests of bivariate extreme-value dependence
Journal of Multivariate Analysis | 2010-09-01 | Paper |
On the moments and distribution of discrete Choquet integrals from continuous distributions
Journal of Computational and Applied Mathematics | 2009-06-25 | Paper |
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
Journal of Multivariate Analysis | 2009-04-21 | Paper |
Agglomerative hierarchical clustering of continuous variables based on mutual information
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Distribution functions of linear combinations of lattice polynomials from the uniform distribu\-tion
Statistics & Probability Letters | 2008-06-11 | Paper |
Unsupervized aggregation of commensurate correlated attributes by means of the choquet integral and entropy functionals
International Journal of Intelligent Systems | 2008-03-19 | Paper |
A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package
European Journal of Operational Research | 2007-11-23 | Paper |
Quadratic distances for capacity and bi-capacity approximation and identification
4OR | 2007-08-31 | Paper |
A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral
European Journal of Operational Research | 2007-01-09 | Paper |
Axiomatic characterizations of generalized values
Discrete Applied Mathematics | 2007-01-09 | Paper |
Entropy of bi-capacities
European Journal of Operational Research | 2006-12-14 | Paper |
Minimum variance capacity identification
European Journal of Operational Research | 2006-12-07 | Paper |
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices
Games and Economic Behavior | 2006-10-05 | Paper |
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity
Information Sciences | 2005-10-10 | Paper |
Modeling Decisions for Artificial Intelligence
Lecture Notes in Computer Science | 2005-08-26 | Paper |
An axiomatic approach to the measurement of the amount of interaction among criteria or players
Fuzzy Sets and Systems | 2005-08-05 | Paper |
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals.
European Journal of Operational Research | 2004-03-14 | Paper |
Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence
Fuzzy Sets and Systems | 2003-05-22 | Paper |
