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Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process
Ivan Kojadinovic
,
J. Yan
Annals of the Institute of Statistical Mathematics, 2011, 63, pp.347--373
Journal articles
hal-00868088v1
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Package R copula : "Multivariate dependence with copulas", version 0.9-2
Ivan Kojadinovic
,
J. Yan
2010
Other publications
hal-00868578v1
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A class of goodness-of-fit tests for spatial extremes models based on max-stable processes
Ivan Kojadinovic
,
H. Shang
,
J. Yan
Journal articles
hal-01050936v1
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Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
Ivan Kojadinovic
,
J. Yan
Journal articles
hal-00865050v1
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Goodness-of-fit tests for spatial extremes models based on max-stable processes
Ivan Kojadinovic
,
H. Shang
,
J. Yan
ERCIM, December 1-3, 2012, Oviedo, Spain, 2012, Unknown
Conference papers
hal-00868438v1
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Comparison of three semiparametric methods for estimating dependence parameters in copula models
Ivan Kojadinovic
,
J. Yan
Insurance: Mathematics and Economics, 2010, 47, pp.52--63
Journal articles
hal-00868099v1
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Fast large-sample goodness-of-fit tests for copulas
Ivan Kojadinovic
,
J. Yan
,
M. Holmes
Statistica Sinica, 2011, 21 (2), pp.841-871
Journal articles
hal-00865058v1
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Package R copula : "Multivariate dependence with copulas", version 0.9-7
Ivan Kojadinovic
,
J. Yan
2011
Other publications
hal-00868573v1
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Large-sample tests of extreme-value dependence for multivariate copulas
Ivan Kojadinovic
,
J. Segers
,
J. Yan
Journal articles
hal-00865055v1
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Modeling multivariate distributions with continuous margins using the copula R package
Ivan Kojadinovic
,
J. Yan
Journal articles
hal-00868100v1
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Nonparametric rank-based tests of bivariate extreme-value dependence
Ivan Kojadinovic
,
J. Yan
Journal articles
hal-00865062v1
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A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
Ivan Kojadinovic
,
J. Yan
Statistics and Computing, 2011, 21 (1), pp.17--30
Journal articles
hal-00868087v1
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A High-Voltage Nanosecond Opening Switch Based on TVS Diodes
Anton Gusev
,
Ivan Lavrinovich
,
Antoine Silvestre de Ferron
,
Laurent Pecastaing
,
Simon Bland
,
et al.
ISP workshop on Pulsed Power Technology and Applications, Apr 2023, GSI, Darmstadt, Germany
Conference papers
hal-04071278v1
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A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
Ivan Kojadinovic
,
J. Yan
Journal articles
istex
hal-00865051v1
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Package R fgof : "Goodness-of-fit test with multiplier or parametric bootstrap", version 0.2-1
Ivan Kojadinovic
,
J. Yan
2012
Other publications
hal-00868568v1
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A goodness-of-fit test for bivariate extreme-value copulas
C. Genest
,
Ivan Kojadinovic
,
J. Nešlehová
,
J. Yan
Journal articles
hal-00865060v1
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