Ivan Kojadinovic
- Large-sample tests of extreme-value dependence for multivariate copulas
2011/05/11 by Ivan Kojadinovic, Johan Segers, Kojadinovic, Ivan +3 · 1 citation
Economics, Econometrics and Finance · #62G09 #62G10 #62G30 #62G32 #Credit Risk and Financial Regulations #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Nonparametric sequential change-point detection for multivariate time\n series based on empirical distribution functions
2020/04/26 by Ivan Kojadinovic, Ghislain Verdier, Kojadinovic, Ivan +1 · 2 citations
Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Statistical Methods and Inference
- Copula-like inference for discrete bivariate distributions with rectangular supports
2023/07/09 by Ivan Kojadinovic, Tommaso Martini, Kojadinovic, Ivan +1 · 1 citation
Computer Science · Mathematics · #62F03 #62G05 #62H17 #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference