Ivan Kojadinovic
Ivan Kojadinovic
Professor of Statistics, University of Pau, France
Verified email at - Homepage
Cited by
Cited by
Modeling multivariate distributions with continuous margins using the copula R package
I Kojadinovic, J Yan
Journal of Statistical Software 34, 1-20, 2010
A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package
M Grabisch, I Kojadinovic, P Meyer
European journal of operational research 186 (2), 766-785, 2008
copula: Multivariate dependence with copulas
M Hofert, I Kojadinovic, M Maechler, J Yan
R package version 0.1-*, 0
Elements of copula modeling with R
M Hofert, I Kojadinovic, M Mächler, J Yan
Springer International Publishing, 2018
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices
K Fujimoto, I Kojadinovic, JL Marichal
Games and Economic Behavior 55 (1), 72-99, 2006
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
I Kojadinovic, J Yan
Statistics and Computing 21, 17-30, 2011
Fast large-sample goodness-of-fit tests for copulas
I Kojadinovic, J Yan, M Holmes
Statistica Sinica, 841-871, 2011
Comparison of three semiparametric methods for estimating dependence parameters in copula models
I Kojadinovic, J Yan
Insurance: Mathematics and Economics 47 (1), 52-63, 2010
A goodness-of-fit test for bivariate extreme-value copulas
C Genest, I Kojadinovic, J Nešlehová, J Yan
Minimum variance capacity identification
I Kojadinovic
European Journal of Operational Research 177 (1), 498-514, 2007
Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process
I Kojadinovic, M Holmes
Journal of Multivariate Analysis 100 (6), 1137-1154, 2009
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals
I Kojadinovic
European Journal of Operational Research 155 (3), 741-751, 2004
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity
I Kojadinovic, JL Marichal, M Roubens
Information Sciences 172 (1-2), 131-153, 2005
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
A Bücher, I Kojadinovic
Modeling interaction phenomena using fuzzy measures: on the notions of interaction and independence
I Kojadinovic
Fuzzy sets and Systems 135 (3), 317-340, 2003
Nonparametric tests for change-point detection à la Gombay and Horváth
M Holmes, I Kojadinovic, JF Quessy
Journal of Multivariate Analysis 115, 16-32, 2013
Relevance measures for subset variable selection in regression problems based on k-additive mutual information
I Kojadinovic
Computational Statistics & Data Analysis 49 (4), 1205-1227, 2005
Detecting changes in cross-sectional dependence in multivariate time series
A Bücher, I Kojadinovic, T Rohmer, J Segers
Journal of Multivariate Analysis 132, 111-128, 2014
Large‐sample tests of extreme‐value dependence for multivariate copulas
I Kojadinovic, J Segers, J Yan
Canadian Journal of Statistics 39 (4), 703-720, 2011
Agglomerative hierarchical clustering of continuous variables based on mutual information
I Kojadinovic
Computational statistics & data analysis 46 (2), 269-294, 2004
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