×
Author ID: kojadinovic.ivan Recent zbMATH articles by "Kojadinovic, Ivan"
Published as: Kojadinovic, Ivan; Kojadinovic, I.

Publications by Year

Citations contained in zbMATH Open

45 Publications have been cited 604 times in 388 Documents Cited by Year
A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package. Zbl 1138.90407
Grabisch, Michel; Kojadinovic, Ivan; Meyer, Patrick
64
2008
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. Zbl 1159.62033
Kojadinovic, Ivan; Holmes, Mark
33
2009
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices. Zbl 1138.91324
Fujimoto, Katsushige; Kojadinovic, Ivan; Marichal, Jean-Luc
30
2006
Elements of copula modeling with R. Zbl 1412.62004
Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun
28
2018
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
Bücher, Axel; Kojadinovic, Ivan
28
2016
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
25
2011
Fast large-sample goodness-of-fit tests for copulas. Zbl 1214.62049
Kojadinovic, Ivan; Yan, Jun; Holmes, Mark
25
2011
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
24
2014
Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap. Zbl 1349.62224
Kojadinovic, Ivan; Yan, Jun
23
2012
Nonparametric tests for change-point detection à la Gombay and Horváth. Zbl 1294.62126
Holmes, Mark; Kojadinovic, Ivan; Quessy, Jean-François
23
2013
Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333
Kojadinovic, Ivan; Segers, Johan; Yan, Jun
22
2011
Minimum variance capacity identification. Zbl 1111.90055
Kojadinovic, Ivan
21
2007
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
19
2019
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity. Zbl 1074.94006
Kojadinovic, Ivan; Marichal, Jean-Luc; Roubens, Marc
19
2005
Comparison of three semiparametric methods for estimating dependence parameters in copula models. Zbl 1231.62044
Kojadinovic, Ivan; Yan, Jun
19
2010
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Zbl 1274.62400
Kojadinovic, Ivan; Yan, Jun
19
2011
Nonparametric rank-based tests of bivariate extreme-value dependence. Zbl 1201.62056
Kojadinovic, Ivan; Yan, Jun
17
2010
Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence. Zbl 1017.28011
Kojadinovic, Ivan
16
2003
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process. Zbl 1432.62283
Kojadinovic, Ivan; Yan, Jun
15
2011
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. Zbl 1043.90078
Kojadinovic, Ivan
13
2004
An axiomatic approach to the measurement of the amount of interaction among criteria or players. Zbl 1142.91327
Kojadinovic, Ivan
12
2005
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. Zbl 1323.62035
Kojadinovic, Ivan; Yan, Jun
12
2012
Agglomerative hierarchical clustering of continuous variables based on mutual information. Zbl 1429.62251
Kojadinovic, Ivan
11
2004
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126
Bücher, Axel; Kojadinovic, Ivan
10
2016
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan
7
2019
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
Bücher, Axel; Kojadinovic, Ivan
7
2016
Axiomatic characterizations of generalized values. Zbl 1151.91344
Marichal, Jean-Luc; Kojadinovic, Ivan; Fujimoto, Katsushige
7
2007
Unsupervized aggregation of commensurate correlated attributes by means of the Choquet integral and entropy functionals. Zbl 1144.90479
Kojadinovic, Ivan
6
2008
Testing the constancy of Spearman’s rho in multivariate time series. Zbl 1400.62184
Kojadinovic, Ivan; Quessy, Jean-François; Rohmer, Tom
5
2016
Semiparametric estimation of a two-component mixture of linear regressions in which one component is known. Zbl 1294.62151
Bordes, L.; Kojadinovic, I.; Vandekerkhove, P.
5
2013
A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral. Zbl 1130.90340
Kojadinovic, Ivan
5
2007
Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information. Zbl 1429.62044
Kojadinovic, Ivan
5
2005
Subsampling (weighted smooth) empirical copula processes. Zbl 1422.62157
Kojadinovic, Ivan; Stemikovskaya, Kristina
4
2019
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Zbl 1284.62380
Kojadinovic, Ivan
4
2010
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. Zbl 1471.62467
Kojadinovic, Ivan; Verdier, Ghislain
3
2021
Some copula inference procedures adapted to the presence of ties. Zbl 1464.62104
Kojadinovic, Ivan
3
2017
Detecting distributional changes in samples of independent block maxima using probability weighted moments. Zbl 1382.62025
Kojadinovic, Ivan; Naveau, Philippe
2
2017
Detecting breaks in the dependence of multivariate extreme-value distributions. Zbl 1368.62110
Bücher, Axel; Kinsvater, Paul; Kojadinovic, Ivan
2
2017
Unsupervised aggregation by the Choquet integral based on entropy functionals: Application to the evaluation of students. Zbl 1109.90316
Kojadinovic, Ivan
2
2004
Entropy of bi-capacities. Zbl 1102.90348
Kojadinovic, Ivan; Marichal, Jean-Luc
2
2007
Distribution functions of linear combinations of lattice polynomials from the uniform distribution. Zbl 1141.62008
Marichal, Jean-Luc; Kojadinovic, Ivan
2
2008
Quadratic distances for capacity and bi-capacity approximation and identification. Zbl 1149.91030
Kojadinovic, Ivan
2
2007
A class of goodness-of-fit tests for spatial extremes models based on max-stable processes. Zbl 1407.62165
Kojadinovic, Ivan; Shang, Hongwei; Yan, Jun
1
2015
On the moments and distribution of discrete Choquet integrals from continuous distributions. Zbl 1166.60009
Kojadinovic, Ivan; Marichal, Jean-Luc
1
2009
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. Zbl 1471.62341
Holmes, Mark; Kojadinovic, Ivan
1
2021
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. Zbl 1471.62467
Kojadinovic, Ivan; Verdier, Ghislain
3
2021
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. Zbl 1471.62341
Holmes, Mark; Kojadinovic, Ivan
1
2021
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
19
2019
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan
7
2019
Subsampling (weighted smooth) empirical copula processes. Zbl 1422.62157
Kojadinovic, Ivan; Stemikovskaya, Kristina
4
2019
Elements of copula modeling with R. Zbl 1412.62004
Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun
28
2018
Some copula inference procedures adapted to the presence of ties. Zbl 1464.62104
Kojadinovic, Ivan
3
2017
Detecting distributional changes in samples of independent block maxima using probability weighted moments. Zbl 1382.62025
Kojadinovic, Ivan; Naveau, Philippe
2
2017
Detecting breaks in the dependence of multivariate extreme-value distributions. Zbl 1368.62110
Bücher, Axel; Kinsvater, Paul; Kojadinovic, Ivan
2
2017
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
Bücher, Axel; Kojadinovic, Ivan
28
2016
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126
Bücher, Axel; Kojadinovic, Ivan
10
2016
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
Bücher, Axel; Kojadinovic, Ivan
7
2016
Testing the constancy of Spearman’s rho in multivariate time series. Zbl 1400.62184
Kojadinovic, Ivan; Quessy, Jean-François; Rohmer, Tom
5
2016
A class of goodness-of-fit tests for spatial extremes models based on max-stable processes. Zbl 1407.62165
Kojadinovic, Ivan; Shang, Hongwei; Yan, Jun
1
2015
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
24
2014
Nonparametric tests for change-point detection à la Gombay and Horváth. Zbl 1294.62126
Holmes, Mark; Kojadinovic, Ivan; Quessy, Jean-François
23
2013
Semiparametric estimation of a two-component mixture of linear regressions in which one component is known. Zbl 1294.62151
Bordes, L.; Kojadinovic, I.; Vandekerkhove, P.
5
2013
Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap. Zbl 1349.62224
Kojadinovic, Ivan; Yan, Jun
23
2012
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. Zbl 1323.62035
Kojadinovic, Ivan; Yan, Jun
12
2012
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
25
2011
Fast large-sample goodness-of-fit tests for copulas. Zbl 1214.62049
Kojadinovic, Ivan; Yan, Jun; Holmes, Mark
25
2011
Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333
Kojadinovic, Ivan; Segers, Johan; Yan, Jun
22
2011
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Zbl 1274.62400
Kojadinovic, Ivan; Yan, Jun
19
2011
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process. Zbl 1432.62283
Kojadinovic, Ivan; Yan, Jun
15
2011
Comparison of three semiparametric methods for estimating dependence parameters in copula models. Zbl 1231.62044
Kojadinovic, Ivan; Yan, Jun
19
2010
Nonparametric rank-based tests of bivariate extreme-value dependence. Zbl 1201.62056
Kojadinovic, Ivan; Yan, Jun
17
2010
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Zbl 1284.62380
Kojadinovic, Ivan
4
2010
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. Zbl 1159.62033
Kojadinovic, Ivan; Holmes, Mark
33
2009
On the moments and distribution of discrete Choquet integrals from continuous distributions. Zbl 1166.60009
Kojadinovic, Ivan; Marichal, Jean-Luc
1
2009
A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package. Zbl 1138.90407
Grabisch, Michel; Kojadinovic, Ivan; Meyer, Patrick
64
2008
Unsupervized aggregation of commensurate correlated attributes by means of the Choquet integral and entropy functionals. Zbl 1144.90479
Kojadinovic, Ivan
6
2008
Distribution functions of linear combinations of lattice polynomials from the uniform distribution. Zbl 1141.62008
Marichal, Jean-Luc; Kojadinovic, Ivan
2
2008
Minimum variance capacity identification. Zbl 1111.90055
Kojadinovic, Ivan
21
2007
Axiomatic characterizations of generalized values. Zbl 1151.91344
Marichal, Jean-Luc; Kojadinovic, Ivan; Fujimoto, Katsushige
7
2007
A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral. Zbl 1130.90340
Kojadinovic, Ivan
5
2007
Entropy of bi-capacities. Zbl 1102.90348
Kojadinovic, Ivan; Marichal, Jean-Luc
2
2007
Quadratic distances for capacity and bi-capacity approximation and identification. Zbl 1149.91030
Kojadinovic, Ivan
2
2007
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices. Zbl 1138.91324
Fujimoto, Katsushige; Kojadinovic, Ivan; Marichal, Jean-Luc
30
2006
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity. Zbl 1074.94006
Kojadinovic, Ivan; Marichal, Jean-Luc; Roubens, Marc
19
2005
An axiomatic approach to the measurement of the amount of interaction among criteria or players. Zbl 1142.91327
Kojadinovic, Ivan
12
2005
Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information. Zbl 1429.62044
Kojadinovic, Ivan
5
2005
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. Zbl 1043.90078
Kojadinovic, Ivan
13
2004
Agglomerative hierarchical clustering of continuous variables based on mutual information. Zbl 1429.62251
Kojadinovic, Ivan
11
2004
Unsupervised aggregation by the Choquet integral based on entropy functionals: Application to the evaluation of students. Zbl 1109.90316
Kojadinovic, Ivan
2
2004
Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence. Zbl 1017.28011
Kojadinovic, Ivan
16
2003
all top 5

Cited by 616 Authors

35 Kojadinovic, Ivan
20 Bücher, Axel
14 Beliakov, Gleb
13 Wu, Jianzhang
11 Dette, Holger
11 Genest, Christian
11 Grabisch, Michel
11 Quessy, Jean-François
9 Marichal, Jean-Luc
9 Nešlehová, Johanna G.
9 Yan, Jun
8 Jiménez-Gamero, María Dolores
8 Labreuche, Christophe
8 Rémillard, Bruno N.
7 Segers, Johan
6 Bouzebda, Salim
6 Durante, Fabrizio
6 Hofert, Marius
6 Nasri, Bouchra R.
5 Fermanian, Jean-David
5 Gągolewski, Marek
5 Gijbels, Irène
5 Greco, Salvatore
5 James, Simon
5 Wied, Dominik
4 Bahraoui, Tarik
4 Bouezmarni, Taoufik
4 Di Lascio, F. Marta L.
4 Mathonet, Pierre
4 Min, Aleksey
4 Mojirsheibani, Majid
4 Wendler, Martin
4 Zhang, Qiang
3 Alba-Fernández, María Virtudes
3 Angilella, Silvia
3 Bai, Xuchao
3 Batsidis, Apostolos
3 Berghaus, Betina Hedwig
3 Bortot, Silvia
3 Derumigny, Alexis
3 Forbes, Florence
3 Fujimoto, Katsushige
3 Girard, Stéphane
3 Holmes, Mark P.
3 Jaworski, Piotr
3 Marques Pereira, Ricardo Alberto
3 Mazo, Gildas
3 Meyer, Patrick
3 Omelka, Marek
3 Peng, Liang
3 Rohmer, Tom
3 Shao, Xiaofeng
3 Stärk, Florian
3 Susam, Selim Orhun
3 Volgushev, Stanislav
2 Al-Sharadqah, Ali A.
2 Anderson, Derek T.
2 Balakrishnan, Narayanaswamy
2 Belles-Sampera, Jaume
2 Bottero, Marta
2 Bouyssou, Denis
2 Charalambous, Christiana
2 Chen, Xiaohong
2 Corrente, Salvatore
2 Dierickx, Gauthier
2 Doumpos, Michael
2 Du, Bisheng
2 Fernández-Sánchez, Juan
2 Ferretti, Valentina
2 Foster, Peter
2 Fourrey, Kevin
2 Guillen, Montserrat
2 Haug, Stephan
2 Havens, Timothy C.
2 He, Mu
2 Heinrichs, Florian
2 Hoffmann, Michael
2 Honda, Aoi
2 Jaschke, Stefan R.
2 Jin, Jia
2 Jodrá, Pedro
2 Kim, Hyoung-Moon
2 Kinsvater, Paul
2 Klüppelberg, Claudia
2 Kokot, Kevin
2 Kutta, Tim
2 Lee, Sangyeol
2 Lee, Taewook
2 Lemyre, Félix Camirand
2 Li, Guiping
2 Li, Shujin
2 Manner, Hans
2 Mayag, Brice
2 Meintanis, Simos G.
2 Messer, Michael
2 Neumeyer, Natalie
2 Okhrin, Ostap
2 Pouliot, William
2 Prasad, Avinash
2 Psaradakis, Zacharias
...and 516 more Authors
all top 5

Cited in 107 Serials

30 Journal of Multivariate Analysis
25 European Journal of Operational Research
17 Fuzzy Sets and Systems
17 Electronic Journal of Statistics
16 Information Sciences
14 Computational Statistics and Data Analysis
9 Bernoulli
8 The Canadian Journal of Statistics
8 Insurance Mathematics & Economics
8 Journal of Statistical Computation and Simulation
8 Statistical Papers
7 Annals of the Institute of Statistical Mathematics
7 The Annals of Statistics
7 Journal of the American Statistical Association
7 Journal of Econometrics
7 Annals of Operations Research
7 Extremes
6 Journal of Computational and Applied Mathematics
6 Journal of Statistical Planning and Inference
6 Statistics & Probability Letters
6 Dependence Modeling
5 International Journal of Approximate Reasoning
5 Communications in Statistics. Simulation and Computation
5 4OR
5 Journal of the Korean Statistical Society
4 Discrete Applied Mathematics
4 Mathematical Methods of Statistics
4 Journal of Intelligent and Fuzzy Systems
4 Statistics and Computing
3 Journal of Mathematical Analysis and Applications
3 Metrika
3 Scandinavian Journal of Statistics
3 Journal of Time Series Analysis
3 Statistics
3 Statistical Science
3 Journal of Nonparametric Statistics
3 Soft Computing
3 Studies in Nonlinear Dynamics and Econometrics
3 Journal of Applied Statistics
3 Statistical Methods and Applications
2 Mathematics and Computers in Simulation
2 Opsearch
2 International Journal of Intelligent Systems
2 Journal of Economic Dynamics & Control
2 Computational Statistics
2 Communications in Statistics. Theory and Methods
2 Top
2 Econometric Theory
2 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2 Decisions in Economics and Finance
2 Journal of Machine Learning Research (JMLR)
2 Advances in Data Analysis and Classification. ADAC
2 Journal of the Japan Statistical Society. Japanese Issue
2 Stat
1 Advances in Applied Probability
1 Artificial Intelligence
1 Journal of Statistical Physics
1 Physica A
1 International Journal of Game Theory
1 Theory and Decision
1 Social Choice and Welfare
1 Optimization
1 Econometric Reviews
1 Computers & Operations Research
1 Journal of Theoretical Probability
1 Machine Learning
1 Games and Economic Behavior
1 Applied Mathematical Modelling
1 Stochastic Processes and their Applications
1 Indagationes Mathematicae. New Series
1 Computational Economics
1 Test
1 Computational and Applied Mathematics
1 Statistica Sinica
1 International Transactions in Operational Research
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 PAA. Pattern Analysis and Applications
1 Australian & New Zealand Journal of Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Statistical Inference for Stochastic Processes
1 Journal of the European Mathematical Society (JEMS)
1 Journal of Applied Mathematics
1 OR Spectrum
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 North American Actuarial Journal
1 REVSTAT
1 Fuzzy Optimization and Decision Making
1 Iranian Journal of Fuzzy Systems
1 Statistical Methodology
1 Optimization Letters
1 EURASIP Journal on Advances in Signal Processing
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Proceedings of the Estonian Academy of Sciences
1 Science China. Mathematics
1 Journal of Computational and Graphical Statistics
1 Sankhyā. Series A
...and 7 more Serials

Citations by Year