Ivan Kojadinovic

Available identifiers

zbMath Open kojadinovic.ivanMaRDI QIDQ265278

List of research outcomes

Publication	Date of Publication	Type
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	2024-03-25	Paper
Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function	2024-01-11	Paper
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions	2021-08-09	Paper
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic	2021-08-09	Paper
Subsampling (weighted smooth) empirical copula processes	2019-10-01	Paper
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results	2019-07-18	Paper
Elements of Copula Modeling with R	2019-05-16	Paper
Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series	2019-03-05	Paper
Some copula inference procedures adapted to the presence of ties	2018-08-07	Paper
A class of goodness-of-fit tests for spatial extremes models based on max-stable processes	2018-05-08	Paper
Detecting distributional changes in samples of independent block maxima using probability weighted moments	2017-11-02	Paper
Detecting breaks in the dependence of multivariate extreme-value distributions	2017-07-25	Paper
https://portal.mardi4nfdi.de/entity/Q5272732	2017-07-04	Paper
Testing the constancy of Spearman's rho in multivariate time series	2016-09-16	Paper
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing	2016-04-01	Paper
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process	2016-02-01	Paper
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications	2015-12-28	Paper
Detecting changes in cross-sectional dependence in multivariate time series	2014-11-01	Paper
Detecting changes in cross-sectional dependence in multivariate time series	2014-10-08	Paper
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages	2014-04-14	Paper
Semiparametric estimation of a two-component mixture of linear regressions in which one component is known	2013-10-29	Paper
Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap	2013-10-29	Paper
Nonparametric tests for change-point detection à la Gombay and Horváth	2013-03-12	Paper
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems	2012-12-06	Paper
A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas	2012-09-21	Paper
Comparison of three semiparametric methods for estimating dependence parameters in copula models	2012-02-10	Paper
Large-sample tests of extreme-value dependence for multivariate copulas	2011-12-28	Paper
A goodness-of-fit test for bivariate extreme-value copulas	2011-09-02	Paper
Fast large-sample goodness-of-fit tests for copulas	2011-05-16	Paper
Nonparametric rank-based tests of bivariate extreme-value dependence	2010-09-01	Paper
On the moments and distribution of discrete Choquet integrals from continuous distributions	2009-06-25	Paper
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process	2009-04-21	Paper
Agglomerative hierarchical clustering of continuous variables based on mutual information	2008-11-26	Paper
Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information	2008-11-26	Paper
Distribution functions of linear combinations of lattice polynomials from the uniform distribu\-tion	2008-06-11	Paper
Unsupervized aggregation of commensurate correlated attributes by means of the choquet integral and entropy functionals	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	2007-11-23	Paper
Quadratic distances for capacity and bi-capacity approximation and identification	2007-08-31	Paper
Axiomatic characterizations of generalized values	2007-01-09	Paper
A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral	2007-01-09	Paper
Entropy of bi-capacities	2006-12-14	Paper
Minimum variance capacity identification	2006-12-07	Paper
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices	2006-10-05	Paper
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity	2005-10-10	Paper
Modeling Decisions for Artificial Intelligence	2005-08-26	Paper
An axiomatic approach to the measurement of the amount of interaction among criteria or players	2005-08-05	Paper
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals.	2004-03-14	Paper
Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence	2003-05-22	Paper

Research outcomes over time

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