The following pages link to Ivan Kojadinovic (Q265278):
Displaying 50 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- (Q314564) (redirect page) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Semiparametric estimation of a two-component mixture of linear regressions in which one component is known (Q375221) (← links)
- (Q458635) (redirect page) (← links)
- (Q591355) (redirect page) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Minimum variance capacity identification (Q856242) (← links)
- Entropy of bi-capacities (Q857374) (← links)
- Axiomatic characterizations of generalized values (Q858296) (← links)
- A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral (Q858466) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Distribution functions of linear combinations of lattice polynomials from the uniform distribu\-tion (Q928968) (← links)
- Agglomerative hierarchical clustering of continuous variables based on mutual information (Q956926) (← links)
- Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information (Q957296) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- On the moments and distribution of discrete Choquet integrals from continuous distributions (Q1026432) (← links)
- Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. (Q1427597) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- A class of goodness-of-fit tests for spatial extremes models based on max-stable processes (Q1747431) (← links)
- Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence (Q1874065) (← links)
- Nonparametric tests for change-point detection à la Gombay and Horváth (Q1941421) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages (Q2445577) (← links)
- A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package (Q2462169) (← links)
- An axiomatic approach to the measurement of the amount of interaction among criteria or players (Q2486029) (← links)
- Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices (Q2507853) (← links)
- An axiomatic approach to the definition of the entropy of a discrete Choquet capacity (Q2568254) (← links)
- Quadratic distances for capacity and bi-capacity approximation and identification (Q2644378) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947) (← links)
- Fast large-sample goodness-of-fit tests for copulas (Q2999752) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- (Q5272732) (← links)
- Modeling Decisions for Artificial Intelligence (Q5313150) (← links)
- Unsupervized aggregation of commensurate correlated attributes by means of the choquet integral and entropy functionals (Q5450292) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function (Q6148342) (← links)
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)
