1. Recherche
20 résultats  enregistrer la recherche
hal-00868175v1  Communication dans un congrès
I. Kojadinovic. Fast large-sample goodness-of-fit tests for copulas
7th International Conference on Multivariate Distributions with Applications, 8-13 août 2010, Maresias, Brazil, 2010, Unknown, 2010
hal-00868143v1  Communication dans un congrès
L. Bordes, I. Kojadinovic, Pierre Vandekerkhove. Semiparametric estimation of a twocomponents mixture of regression models
SPO, septembre 2011, Jaca, Espagne, 2011, Unknown
hal-00868164v1  Communication dans un congrès
L. Bordes, I. Kojadinovic, Pierre Vandekerkhove. Moment estimation method for a two-component mixture regression model when a component is known
Statistics and Modeling for Complex Data, 22-24, June, 2011, Marne-la-Vallée, France., 2011, Unknown, 2011
hal-00868165v1  Communication dans un congrès
I. Kojadinovic. Introduction to the theory and practice of copulas
SHORT COURSE "Copula Function: Theory and Practice", Viterbo, Italy July, 18-22, 2011, 2011, Unknown, 2011
hal-00868438v1  Communication dans un congrès
I. Kojadinovic, H.  Shang, J. Yan. Goodness-of-fit tests for spatial extremes models based on max-stable processes
ERCIM, December 1-3, 2012, Oviedo, Spain, 2012, Unknown, 2012
hal-01050940v1  Article dans une revue
L. Bordes, I. Kojadinovic, Pierre Vandekerkhove. Semiparametric estimation of a two-component mixture of linear regressions in which one component is known
Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2013, 7, pp.2603--2644
hal-00868099v1  Article dans une revue
I. Kojadinovic, J. Yan. Comparison of three semiparametric methods for estimating dependence parameters in copula models
Insurance: Mathematics and Economics, Elsevier, 2010, 47, pp.52--63
hal-00868088v1  Article dans une revue
I. Kojadinovic, J. Yan. Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process
Annals of the Institute of Statistical Mathematics, Springer Verlag, 2011, 63, pp.347--373
hal-00865060v1  Article dans une revue
C. Genest, I. Kojadinovic, J. Nešlehová, J. Yan. A goodness-of-fit test for bivariate extreme-value copulas
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2011, 17 (1), pp.253-275. <10.3150/10-BEJ279>
hal-00868087v1  Article dans une revue
I. Kojadinovic, J. Yan. A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
Statistics and Computing, Springer Verlag (Germany), 2011, 21 (1), pp.17--30
hal-00868100v1  Article dans une revue
I. Kojadinovic, J. Yan. Modeling multivariate distributions with continuous margins using the copula R package
Journal of Statistical Software, University of California, Los Angeles, 2010, 34 (9), pp.1--20
hal-00865058v1  Article dans une revue
I. Kojadinovic, J. Yan, M. Holmes. Fast large-sample goodness-of-fit tests for copulas
Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2011, 21 (2), pp.841-871
hal-00865055v1  Article dans une revue
I. Kojadinovic, J. Segers, J. Yan. Large-sample tests of extreme-value dependence for multivariate copulas
Canadian Journal of Statistics, Wiley, 2011, 39 (4), pp.703-720. <10.1002/cjs.10110>
hal-00868098v1  Article dans une revue
I. Kojadinovic. Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
Computational Statistics and Data Analysis, Elsevier, 2010, 54, pp.90--108
hal-00865062v1  Article dans une revue
I. Kojadinovic, J. Yan. Nonparametric rank-based tests of bivariate extreme-value dependence
Journal of Multivariate Analysis, Elsevier, 2010, 101 (9), pp.2234-2249. <10.1016/j.jmva.2010.05.004>
hal-00867036v1  Article dans une revue
M. Holmes, I. Kojadinovic, J.-F. Quessy. Nonparametric tests for change-point detection à la Gombay and Horváth
Journal of Multivariate Analysis, Elsevier, 2013, 115, pp.16-32. <10.1016/j.jmva.2012.10.004>

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