I. Kojadinovic

发表

On the moments and distribution of discrete Choquet integrals from continuous distributions

Jean-Luc Marichal, I. Kojadinovic, J. Marichal, 2008, 0811.0468.

Comparison between a filter and a wrapper approach to variable subset selection in regression problems

I. Kojadinovic, T. Wottka, 2000 .

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results

Axel Bücher, I. Kojadinovic, 2019 .

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results

Axel Bücher, I. Kojadinovic, 2017, 1706.01031.

Semiparametric estimation of a two-component mixture of linear regressions in which one component is known

L. Bordes, P. Vandekerkhove, I. Kojadinovic, 2013, 1301.3473.

Modeling Multivariate Distributions with Continuous Margins Using the copula R Package

Jun Yan, I. Kojadinovic, 2010 .

On the use of mutual information in data analysis : an overview

I. Kojadinovic, 2005 .

A goodness-of-fit test for bivariate extreme-value copulas

Christian Genest, Jun Yan, Ivan Kojadinovic, 2011, 1102.2078.

Testing the constancy of Spearman’s rho in multivariate time series

Tom Rohmer, Ivan Kojadinovic, Jean‐François Quessy, 2014, 1407.1624.

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

Axel Bücher, I. Kojadinovic, 2013 .

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

Ivan Kojadinovic, Axel Bucher, Axel Bucher, 2013, 1306.3930.

Detecting distributional changes in samples of independent block maxima using probability weighted moments

P. Naveau, I. Kojadinovic, 2015, 1507.06121.

Distribution functions of linear combinations of lattice polynomials from the uniform distribution

Jean-Luc Marichal, Ivan Kojadinovic, Jean-Luc Marichal, 2007, 0709.3184.

Semiparametric estimation of a mixture of two linear regressions where one component is known

L. Bordes, P. Vandekerkhove, I. Kojadinovic, 2012 .

On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes

I. Kojadinovic, 2022, 2204.11240.

Detecting breaks in the dependence of multivariate extreme-value distributions

Axel Bücher, I. Kojadinovic, Paul Kinsvater, 2015, 1505.00954.

SFB 823 Detecting breaks in the dependence of multivariate extreme-value distributions D iscussion P aper

Axel Bücher, I. Kojadinovic, Paul Kinsvater, 2015 .

Elements of Copula Modeling with R

Jun Yan, Ivan Kojadinovic, Marius Hofert, 2019 .

Dependent multiplier bootstraps for non-degenerate $U$-statistics under mixing conditions with applications

Axel Bucher, I. Kojadinovic, 2014, 1412.5875.

Ties, Time Series, and Regression

M. Mächler, M. Hofert, Jun Yan, 2018 .

A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula

I. Kojadinovic, Bingqing Yi, 2021, 2106.10726.

Supplement to “Testing the constancy of Spearman’s rho in multivariate time series”

I. Kojadinovic, 2015 .

Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function

I. Kojadinovic, Alex Verhoijsen, Mark Holmes, 2022, Journal of Time Series Analysis.

Detecting distributional changes in samples of independent block maxima using probability weighted moments

P. Naveau, I. Kojadinovic, 2016, Extremes.

Detecting breaks in the dependence of multivariate extreme-value distributions

Axel Bücher, I. Kojadinovic, Paul Kinsvater, 2016, Extremes.

Relevance measures for subset variable selection in regression problems based on k

Ivan Kojadinovic, I. Kojadinovic, 2005, Comput. Stat. Data Anal..

Subsampling (weighted smooth) empirical copula processes

Ivan Kojadinovic, Kristina Stemikovskaya, I. Kojadinovic, 2018, J. Multivar. Anal..

Coastal flooding event definition based on damages: Case study of Biarritz Grande Plage on the French Basque coast

X. Bertin, I. Kojadinovic, S. Abadie, 2021, Coastal Engineering.

A Database to Study Storm Impact Statistics along the Basque Coast

X. Bertin, I. Kojadinovic, S. Abadie, 2018, Journal of Coastal Research.

ESTIMATION OF EXTERNAL AND INTERNAL HUMAN BODY DIMENSIONS FROM FEW EXTERNAL MEASUREMENTS

David Mitton, Wafa Skalli, Ivan Kojadinovic, 2009 .

Classes and Families

Jun Yan, Ivan Kojadinovic, Marius Hofert, 2018 .

Some copula inference procedures adapted to the presence of ties

Ivan Kojadinovic, I. Kojadinovic, 2016, Comput. Stat. Data Anal..

An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures

Ivan Kojadinovic, Axel Bucher, Axel Bucher, 2014, 1410.6784.

Axiomatic characterizations of generalized values

Jean-Luc Marichal, Katsushige Fujimoto, Ivan Kojadinovic, 2007, Discret. Appl. Math..

A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package

Michel Grabisch, Patrick Meyer, Ivan Kojadinovic, 2008, Eur. J. Oper. Res..

Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

Jun Yan, Ivan Kojadinovic, Jun Yan, 2011 .

Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

Mark Holmes, Ivan Kojadinovic, I. Kojadinovic, 2009, J. Multivar. Anal..

Unsupervized aggregation of commensurate correlated attributes by means of the choquet integral and entropy functionals

Ivan Kojadinovic, I. Kojadinovic, 2008, Int. J. Intell. Syst..

Quadratic distances for capacity and bi-capacity approximation and identification

Ivan Kojadinovic, I. Kojadinovic, 2007, 4OR.

A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral

Ivan Kojadinovic, I. Kojadinovic, 2007, Eur. J. Oper. Res..

Minimum variance capacity identification

Ivan Kojadinovic, I. Kojadinovic, 2007, Eur. J. Oper. Res..

Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices

Jean-Luc Marichal, Katsushige Fujimoto, Ivan Kojadinovic, 2006, Games Econ. Behav..

Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals

Ivan Kojadinovic, I. Kojadinovic, 2004, Eur. J. Oper. Res..

Modeling interaction phenomena using fuzzy measures: on the notions of interaction and independence

Ivan Kojadinovic, I. Kojadinovic, 2003, Fuzzy Sets Syst..

FAST LARGE-SAMPLE GOODNESS-OF-FIT TESTS FOR COPULAS

Jun Yan, Ivan Kojadinovic, Mark Holmes, 2011 .

Introduction to the theory and practice of copulas

I. Kojadinovic, I. Kojadinovic, 2011 .

Nonparametric rank-based estimation of A 2 . 1 The Pickands and Capéraà – Fougères – Genest estimators

Jun Yan, I. Kojadinovic, 2011 .

A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems

Jun Yan, Ivan Kojadinovic, Jun Yan, 2011, Stat. Comput..

Partially Bipolar Choquet Integrals

Christophe Labreuche, Ivan Kojadinovic, C. Labreuche, 2009, IEEE Transactions on Fuzzy Systems.

On the Moments and the Distribution of the Choquet Integral

Jean-Luc Marichal, Ivan Kojadinovic, I. Kojadinovic, 2007, EUSFLAT Conf..

An axiomatic approach to the measurement of the amount of interaction among criteria or players

Ivan Kojadinovic, I. Kojadinovic, 2005, Fuzzy Sets Syst..

Package R copula : "Multivariate dependence with copulas", version 0.9-7

Jun Yan, Ivan Kojadinovic, Jun Yan, 2011 .

A maximum quadratic entropy principle for capacity identi cation

Ivan Kojadinovic, I. Kojadinovic, 2005, EUSFLAT Conf..

Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages

Ivan Kojadinovic, I. Kojadinovic, 2010, Comput. Stat. Data Anal..

Nonparametric rank-based tests of bivariate extreme-value dependence

Jun Yan, Ivan Kojadinovic, Jun Yan, 2010, J. Multivar. Anal..

A Non‐parametric Test of Exchangeability for Extreme‐Value and Left‐Tail Decreasing Bivariate Copulas

Jun Yan, Ivan Kojadinovic, Jun Yan, 2012 .

An axiomatic approach to the definition of the entropy of a discrete Choquet capacity

Jean-Luc Marichal, Marc Roubens, Ivan Kojadinovic, 2005, Inf. Sci..

Package R kappalab : " Non-additive measure and integral manipulation functions ", version 0.4-5

Patrick Meyer, Ivan Kojadinovic, Michel Grabisch, 2010 .

Goodness‐of‐fit testing based on a weighted bootstrap: A fast large‐sample alternative to the parametric bootstrap

Jun Yan, Ivan Kojadinovic, Jun Yan, 2012, 1202.5682.

Some smooth sequential empirical copula processes and their multiplier bootstraps under strong mixing

I. Kojadinovic, Bingqing Yi, 2021 .

Nonparametric tests for change-point detection à la Gombay and Horváth

Mark Holmes, Jean-François Quessy, Ivan Kojadinovic, 2012, J. Multivar. Anal..

Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

I. Kojadinovic, Mark Holmes, 2020, Electronic Journal of Statistics.

Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions

Ivan Kojadinovic, Ghislain Verdier, I. Kojadinovic, 2020, 2004.12322.

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results

Axel Bücher, I. Kojadinovic, Axel Bücher, 2018, Journal of Theoretical Probability.

Entropy of bi-capacities

Jean-Luc Marichal, Ivan Kojadinovic, I. Kojadinovic, 2007, EUSFLAT Conf..

Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series

Ivan Kojadinovic, Axel Bücher, Axel Bücher, 2017, Journal of Time Series Analysis.

Copula-like inference for discrete bivariate distributions with rectangular supports

I. Kojadinovic, Tommaso Martini, 2023, 2307.04225.

Detecting changes in cross-sectional dependence in multivariate time series

Johan Segers, Tom Rohmer, Ivan Kojadinovic, 2012, J. Multivar. Anal..

COMPUTATIONAL STATISTICS & DATA ANALYSIS

M. D. Martínez-Miranda, Radu V. Craiu, E. Kontoghiorghes, 1994 .

Agglomerative hierarchical clustering of continuous variables based on mutual information

Ivan Kojadinovic, I. Kojadinovic, 2004, Comput. Stat. Data Anal..