Kojadinovic, Ivan; Shang, Hongwei; Yan, Jun A class of goodness-of-fit tests for spatial extremes models based on max-stable processes. (English) Zbl 1407.62165 Stat. Interface 8, No. 1, 45-62 (2015). MSC: 62G32 62H15 60G52 62H11 62P12 PDFBibTeX XMLCite \textit{I. Kojadinovic} et al., Stat. Interface 8, No. 1, 45--62 (2015; Zbl 1407.62165) Full Text: DOI arXiv
Kojadinovic, Ivan; Yan, Jun A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. (English) Zbl 1274.62400 Stat. Comput. 21, No. 1, 17-30 (2011). MSC: 62H20 60F05 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{J. Yan}, Stat. Comput. 21, No. 1, 17--30 (2011; Zbl 1274.62400) Full Text: DOI
Kojadinovic, Ivan; Yan, Jun Comparison of three semiparametric methods for estimating dependence parameters in copula models. (English) Zbl 1231.62044 Insur. Math. Econ. 47, No. 1, 52-63 (2010). MSC: 62G05 62F10 62H20 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{J. Yan}, Insur. Math. Econ. 47, No. 1, 52--63 (2010; Zbl 1231.62044) Full Text: DOI