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	Pour les 83 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page : Page précédente 1 2 3 Page suivante	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		A Database to Statistically Study Storm Impact on the Basque Coast F. Arnoux , Stéphane Abadie , Ivan Kojadinovic UHINAK Conference, 2018, Ficoba, Spain Communication dans un congrès hal-02154269v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		2013-2014 : Statistical Characterization of a Highly Damaging Winter F. Arnoux , Stéphane Abadie , Ivan Kojadinovic , Philippe Maron EUCC Littoral 2016, Biarritz, Octobre 2016, 2016, Biarritz, France Communication dans un congrès hal-02154281v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Modeling interaction phenomena using fuzzy measures: on the notions of interation and independence Ivan Kojadinovic Fuzzy Sets and Systems, 2003, 135 (3), pp.317--340 Article dans une revue hal-00442573v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		All (copula) models are wrong but some are useful Ivan Kojadinovic Semaine scientifique “Extremes – Copulas – Actuarial science”, Centre International de Rencontres Mathématiques (CIRM), Feb 2016, Marseille, France Communication dans un congrès hal-02388645v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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 Article dans une revue hal-00868099v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures Axel Bücher , Ivan Kojadinovic Extreme Value Modeling and Risk Analysis: Methods and Applications, Crc Press Inc, D. Dey and J. Yan Editors, 2015 Chapitre d'ouvrage hal-02369338v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Nonparametric tests for change-point detection à la Gombay and Horváth M. Holmes , Ivan Kojadinovic , J.-F. Quessy Journal of Multivariate Analysis, 2013, 115, pp.16-32. ⟨10.1016/j.jmva.2012.10.004⟩ Article dans une revue hal-00867036v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Agglomerative hierarchical clustering of continuous variables based on mutual information Ivan Kojadinovic Computational Statistics and Data Analysis, 2004, 46, pp.269--294 Article dans une revue hal-00442572v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On the use of mutual information in data analysis: an overview Ivan Kojadinovic 11th international symposium on Applied Stochastic Models and Data Analysis (ASMDA'05), 2005, Brest, France, France. pp.738--747 Communication dans un congrès hal-00446379v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Approximations k-additives de l'information mutuelle pour la sélection de variables dans les problèmes de discrimination Hélène Desmier , Ivan Kojadinovic , Pascale Kuntz 38èmes journées de la Société Française de Statistiques (SFDS), 2006, Clamart, France Communication dans un congrès hal-00462969v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A fast large-sample alternative to the parametric bootstrap in goodness-of-fit testing Ivan Kojadinovic 4th WORKSHOP ON GOODNESS-OF-FIT, CHANGE-POINT AND RELATED PROBLEMS, Sep 2019, Trento, Italy Communication dans un congrès hal-02388659v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Modeling continuous multivariate distributions with copulas Ivan Kojadinovic Summer school “Copulas for hydrology and climate”, Centro Studi Alpino dela Università degli Studi della Tuscia, Jul 2016, Pieve Tesino, Italy Communication dans un congrès hal-02388634v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Some copula inference procedures adapted to the presence of ties Ivan Kojadinovic Computational Statistics and Data Analysis, 2017, 112, pp.24-41. ⟨10.1016/j.csda.2017.02.006⟩ Article dans une revue hal-01759873v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast large-sample goodness-of-fit tests for copulas Ivan Kojadinovic , J. Yan , M. Holmes Statistica Sinica, 2011, 21 (2), pp.841-871 Article dans une revue hal-00865058v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Package R copula : "Multivariate dependence with copulas", version 0.9-7 Ivan Kojadinovic , J. Yan 2011 Autre publication scientifique hal-00868573v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Axiomatic characterizations of generalized values Jean-Luc Marichal , Ivan Kojadinovic , Katsushige Fujimoto Discrete Applied Mathematics, 2007, 155 (1), pp.26-43 Article dans une revue hal-00423582v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral Ivan Kojadinovic European Journal of Operational Research, 2007, 179 (2), pp.498-517 Article dans une revue hal-00423577v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast large-sample goodness-of-fit tests for copulas Ivan Kojadinovic 7th International Conference on Multivariate Distributions with Applications, 8-13 août 2010, Maresias, Brazil, 2010, Unknown Communication dans un congrès hal-00868175v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Introduction to the theory and practice of copulas Ivan Kojadinovic SHORT COURSE "Copula Function: Theory and Practice", Viterbo, Italy July, 18-22, 2011, 2011, Unknown Communication dans un congrès hal-00868165v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Semiparametric estimation of a twocomponents mixture of regression models Laurent Bordes , Ivan Kojadinovic , Pierre Vandekerkhove SPO, septembre 2011, Jaca, Espagne, 2011, Unknown Communication dans un congrès hal-00868143v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Moment estimation method for a two-component mixture regression model when a component is known Laurent Bordes , Ivan Kojadinovic , Pierre Vandekerkhove Statistics and Modeling for Complex Data, 22-24, June, 2011, Marne-la-Vallée, France., 2011, Unknown Communication dans un congrès hal-00868164v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Subsampling (weighted smooth) empirical copula processes Ivan Kojadinovic , Kristina Stemikovskaya Journal of Multivariate Analysis, 2019, 173, pp.704-723. ⟨10.1016/j.jmva.2019.05.007⟩ Article dans une revue hal-02369325v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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 Article dans une revue hal-00868088v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Coastal flooding event definition based on damages: Case study of Biarritz Grande Plage on the French Basque coast Florian Arnoux , Stéphane Abadie , Xavier Bertin , Ivan Kojadinovic Coastal Engineering, 2021, 166, pp.103873. ⟨10.1016/j.coastaleng.2021.103873⟩ Article dans une revue hal-03200009v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		An extension of the Shannon entropy to bi-capacities Ivan Kojadinovic , Jean-Luc Marichal 3rd international summer school on AGgregation OPerators (AGOP'05), 2005, Lugano, Switzerland, Switzerland. pp.67--72 Communication dans un congrès hal-00446382v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals Ivan Kojadinovic European Journal of Operational Research, 2004, 155, pp.741--751 Article dans une revue hal-00442571v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Detecting distributional changes in samples of independent block maxima using probability weighted moments Ivan Kojadinovic , P. Naveau Extremes, 2017, 20 (2), pp.417--450. ⟨10.1007/s10687-016-0273-1⟩ Article dans une revue hal-02148136v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Detecting breaks in the dependence of multivariate extreme-value distributions A. Bücher , P. Kinsvater , Ivan Kojadinovic Extremes, 2017, 20 (1), pp.53--89. ⟨10.1007/s10687-016-0268-y⟩ Article dans une revue hal-01581294v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing A. Bucher , Ivan Kojadinovic Bernoulli, 2016, 22 (2), pp.927-968 Article dans une revue hal-01581295v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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⟩ Article dans une revue hal-00865055v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

Filtrer vos résultats

A Database to Statistically Study Storm Impact on the Basque Coast

2013-2014 : Statistical Characterization of a Highly Damaging Winter

Modeling interaction phenomena using fuzzy measures: on the notions of interation and independence

All (copula) models are wrong but some are useful

Comparison of three semiparametric methods for estimating dependence parameters in copula models

An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures

Nonparametric tests for change-point detection à la Gombay and Horváth

Agglomerative hierarchical clustering of continuous variables based on mutual information

On the use of mutual information in data analysis: an overview

Approximations k-additives de l'information mutuelle pour la sélection de variables dans les problèmes de discrimination

A fast large-sample alternative to the parametric bootstrap in goodness-of-fit testing

Modeling continuous multivariate distributions with copulas

Some copula inference procedures adapted to the presence of ties

Fast large-sample goodness-of-fit tests for copulas

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

Axiomatic characterizations of generalized values

A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral

Fast large-sample goodness-of-fit tests for copulas

Introduction to the theory and practice of copulas

Semiparametric estimation of a twocomponents mixture of regression models

Moment estimation method for a two-component mixture regression model when a component is known

Subsampling (weighted smooth) empirical copula processes

Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process

Coastal flooding event definition based on damages: Case study of Biarritz Grande Plage on the French Basque coast

An extension of the Shannon entropy to bi-capacities

Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals

Detecting distributional changes in samples of independent block maxima using probability weighted moments

Detecting breaks in the dependence of multivariate extreme-value distributions

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

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