Recherche

hal-01050936v1 Article dans une revue
I. Kojadinovic, H. Shang, J. Yan. A class of goodness-of-fit tests for spatial extremes models based on max-stable processes
statistics and its interface, 2014, sous presse

hal-00868568v1 Autre publication
I. Kojadinovic, J. Yan. Package R fgof : "Goodness-of-fit test with multiplier or parametric bootstrap", version 0.2-1
AP. 2012

hal-00868573v1 Autre publication
I. Kojadinovic, J. Yan. Package R copula : "Multivariate dependence with copulas", version 0.9-7
AP. 2011

hal-00868567v1 Autre publication
M. Hofert, I. Kojadinovic, M. Maechler, J. Yan. Package R copula : "Multivariate dependence with copulas", version 0.999-5
AP. 2012

hal-00868578v1 Autre publication
I. Kojadinovic, J. Yan. Package R copula : "Multivariate dependence with copulas", version 0.9-2
AP. 2010

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-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-00865051v1 Article dans une revue
I. Kojadinovic, J. Yan. A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
Scandinavian Journal of Statistics, Wiley, 2012, 39 (3), pp.480-496. <10.1111/j.1467-9469.2011.00772.x>

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-00865050v1 Article dans une revue
I. Kojadinovic, J. Yan. Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
Canadian Journal of Statistics, Wiley, 2012, 40 (3), pp.480-500. <10.1002/cjs.11135>

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-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>

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