Ivan Kojadinovic

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Marius HofertThe University of Hong KongVerified email at hku.hk
Martin MächlerAdjunct Professor, ETH ZurichVerified email at stat.math.ethz.ch
Patrick MeyerProfessor, IMT Atlantique, Lab-STICC, FranceVerified email at imt-atlantique.fr
Michel GrabischUniversité Paris I; Paris School of EconomicsVerified email at univ-paris1.fr
Axel BücherRuhr University Bochum, GermanyVerified email at rub.de
Mark HolmesUniversity of MelbourneVerified email at unimelb.edu.au
Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be
Johanna G. NeslehovaMcGill UniversityVerified email at math.mcgill.ca
Katsushige FUJIMOTO 藤本勝成Professor of Symbiotic Systems Science, Fukushima UniversityVerified email at sss.fukushima-u.ac.jp
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
Jean-Francois QuessyUniversite du Quebec a Trois-RivieresVerified email at uqtr.ca
Stéphane AbadieProfessor, Université de Pau et des Pays de l'Adour, FranceVerified email at univ-pau.fr
Xavier BertinUMR 7266 LIENSsVerified email at univ-lr.fr
Philippe NaveauResearcher CNRS LSCE ESTIMRVerified email at lsce.ipsl.fr
Jean-David FermanianProfesseur of Finance and Statistics, Ensae-CrestVerified email at ensae.fr
Laurent BordesProfesseur de mathématiques, Université de Pau et des Pays de l'AdourVerified email at univ-pau.fr
Christophe LabreucheThales Research & TechnologyVerified email at thalesgroup.com
David MittonUniv Lyon, Univ Gustave Eiffel, Univ Claude Bernard Lyon 1, LBMC UMR_T9406, F69622, Lyon, FranceVerified email at univ-eiffel.fr
Fabrizio DuranteDipartimento di Matematica e Fisica "Ennio De Giorgi", Università del SalentoVerified email at unisalento.it
Gery GeenensUNSW SydneyVerified email at unsw.edu.au

Ivan Kojadinovic

Professor of Statistics, University of Pau, France

Verified email at univ-pau.fr - Homepage

Nonparametric statistics copulas change-point detection resampling techniques empirical processes


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Modeling multivariate distributions with continuous margins using the copula R package I Kojadinovic, J Yan Journal of Statistical Software 34, 1-20, 2010	536	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	527	2008
copula: Multivariate dependence with copulas M Hofert, I Kojadinovic, M Maechler, J Yan R package version 0.1-*, 0	474*
Elements of copula modeling with R M Hofert, I Kojadinovic, M Mächler, J Yan Springer International Publishing, 2018	250	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	176	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	162	2011
Fast large-sample goodness-of-fit tests for copulas I Kojadinovic, J Yan, M Holmes Statistica Sinica, 841-871, 2011	155	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	140	2010
Minimum variance capacity identification I Kojadinovic European Journal of Operational Research 177 (1), 498-514, 2007	136	2007
A goodness-of-fit test for bivariate extreme-value copulas C Genest, I Kojadinovic, J Nešlehová, J Yan	134	2011
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	95	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	95	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	92	2005
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing A Bücher, I Kojadinovic	85	2016
Modeling interaction phenomena using fuzzy measures: on the notions of interaction and independence I Kojadinovic Fuzzy sets and Systems 135 (3), 317-340, 2003	82	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	81	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	75	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	73	2014
Copula: multivariate dependence with copulas, r package version 1.0-1 M Hofert, I Kojadinovic, M Maechler, J Yan	68	2020
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	67	2011

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