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Ivan Kojadinovic

  1. 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
  2. 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
  3. 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