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authFullName_s : J. Yan

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

Package R copula : "Multivariate dependence with copulas", version 0.9-2

Ivan Kojadinovic , J. Yan
Other publications hal-00868578v1

A class of goodness-of-fit tests for spatial extremes models based on max-stable processes

Ivan Kojadinovic , H.  Shang , J. Yan
Statistics and Its Interface, 2015, 8 (1), pp.45-62. ⟨10.4310/SII.2015.v8.n1.a5⟩
Journal articles hal-01050936v1

Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap

Ivan Kojadinovic , J. Yan
Canadian Journal of Statistics, 2012, 40 (3), pp.480-500. ⟨10.1002/cjs.11135⟩
Journal articles hal-00865050v1

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

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

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

Package R copula : "Multivariate dependence with copulas", version 0.9-7

Ivan Kojadinovic , J. Yan
Other publications hal-00868573v1

Large-sample tests of extreme-value dependence for multivariate copulas

Ivan Kojadinovic , J. Segers , J. Yan
Canadian Journal of Statistics, 2011, 39 (4), pp.703-720. ⟨10.1002/cjs.10110⟩
Journal articles hal-00865055v1

Modeling multivariate distributions with continuous margins using the copula R package

Ivan Kojadinovic , J. Yan
Journal of Statistical Software, 2010, 34 (9), pp.686-713. ⟨10.1007/s10955-010-9962-3⟩
Journal articles hal-00868100v1

Nonparametric rank-based tests of bivariate extreme-value dependence

Ivan Kojadinovic , J. Yan
Journal of Multivariate Analysis, 2010, 101 (9), pp.2234-2249. ⟨10.1016/j.jmva.2010.05.004⟩
Journal articles hal-00865062v1

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

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

A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas

Ivan Kojadinovic , J. Yan
Scandinavian Journal of Statistics, 2012, 39 (3), pp.480-496. ⟨10.1111/j.1467-9469.2011.00772.x⟩
Journal articles istex hal-00865051v1

Package R fgof : "Goodness-of-fit test with multiplier or parametric bootstrap", version 0.2-1

Ivan Kojadinovic , J. Yan
Other publications hal-00868568v1

A goodness-of-fit test for bivariate extreme-value copulas

C. Genest , Ivan Kojadinovic , J. Nešlehová , J. Yan
Bernoulli, 2011, 17 (1), pp.253-275. ⟨10.3150/10-BEJ279⟩
Journal articles hal-00865060v1