Compute Distance To:
 Documents Indexed: 45 Publications since 2003, including 1 Book 1 Contribution as Editor Co-Authors: 23 Co-Authors with 33 Joint Publications 696 Co-Co-Authors
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### Co-Authors

 13 single-authored 11 Yan, Jun 7 Bücher, Axel 6 Marichal, Jean-Luc 4 Holmes, Mark P. 2 Fujimoto, Katsushige 2 Quessy, Jean-François 2 Rohmer, Tom 2 Segers, Johan 1 Bordes, Laurent 1 Fermanian, Jean-David 1 Genest, Christian 1 Grabisch, Michel 1 Hofert, Marius 1 Kinsvater, Paul 1 Mächler, Martin Beat 1 Meyer, Patrick 1 Naveau, Philippe 1 Nešlehová, Johanna G. 1 Roubens, Marc 1 Shang, Hongwei 1 Stemikovskaya, Kristina 1 Vandekerkhove, Pierre 1 Verdier, Ghislain
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### Serials

 5 Journal of Multivariate Analysis 5 European Journal of Operational Research 4 Computational Statistics and Data Analysis 3 Electronic Journal of Statistics 2 The Canadian Journal of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Fuzzy Sets and Systems 2 Bernoulli 2 Extremes 1 Discrete Applied Mathematics 1 Scandinavian Journal of Statistics 1 Information Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Statistical Planning and Inference 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 International Journal of Intelligent Systems 1 Journal of Theoretical Probability 1 Games and Economic Behavior 1 Statistica Sinica 1 4OR 1 Statistics and Its Interface 1 Journal de la Société Française de Statistique 1 Statistics and Computing 1 Use R!
all top 5

### Fields

 33 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 8 Operations research, mathematical programming (90-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Measure and integration (28-XX) 3 Numerical analysis (65-XX) 2 Functional analysis (46-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX)

### Citations contained in zbMATH Open

42 Publications have been cited 479 times in 305 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
2008
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. Zbl 1159.62033
2009
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices. Zbl 1138.91324
Fujimoto, Katsushige; Kojadinovic, Ivan; Marichal, Jean-Luc
2006
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
2016
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
2011
Fast large-sample goodness-of-fit tests for copulas. Zbl 1214.62049
Kojadinovic, Ivan; Yan, Jun; Holmes, Mark
2011
Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap. Zbl 1349.62224
2012
Nonparametric tests for change-point detection à la Gombay and Horváth. Zbl 1294.62126
Holmes, Mark; Kojadinovic, Ivan; Quessy, Jean-François
2013
Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333
Kojadinovic, Ivan; Segers, Johan; Yan, Jun
2011
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity. Zbl 1074.94006
Kojadinovic, Ivan; Marichal, Jean-Luc; Roubens, Marc
2005
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Zbl 1274.62400
2011
Minimum variance capacity identification. Zbl 1111.90055
2007
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
2014
Comparison of three semiparametric methods for estimating dependence parameters in copula models. Zbl 1231.62044
2010
Nonparametric rank-based tests of bivariate extreme-value dependence. Zbl 1201.62056
2010
Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence. Zbl 1017.28011
2003
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process. Zbl 1432.62283
2011
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. Zbl 1323.62035
2012
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. Zbl 1043.90078
2004
An axiomatic approach to the measurement of the amount of interaction among criteria or players. Zbl 1142.91327
2005
Agglomerative hierarchical clustering of continuous variables based on mutual information. Zbl 1429.62251
2004
Dependent multiplier bootstraps for non-degenerate $$U$$-statistics under mixing conditions with applications. Zbl 1383.62126
2016
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
2019
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
2016
Elements of copula modeling with R. Zbl 1412.62004
Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun
2018
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.
2013
Relevance measures for subset variable selection in regression problems based on $$k$$-additive mutual information. Zbl 1429.62044
2005
Axiomatic characterizations of generalized values. Zbl 1151.91344
Marichal, Jean-Luc; Kojadinovic, Ivan; Fujimoto, Katsushige
2007
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
2019
Testing the constancy of Spearman’s rho in multivariate time series. Zbl 1400.62184
Kojadinovic, Ivan; Quessy, Jean-François; Rohmer, Tom
2016
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
2007
Unsupervized aggregation of commensurate correlated attributes by means of the Choquet integral and entropy functionals. Zbl 1144.90479
2008
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Zbl 1284.62380
2010
Some copula inference procedures adapted to the presence of ties. Zbl 1464.62104
2017
Subsampling (weighted smooth) empirical copula processes. Zbl 1422.62157
2019
Entropy of bi-capacities. Zbl 1102.90348
2007
Distribution functions of linear combinations of lattice polynomials from the uniform distribution. Zbl 1141.62008
2008
Quadratic distances for capacity and bi-capacity approximation and identification. Zbl 1149.91030
2007
Unsupervised aggregation by the Choquet integral based on entropy functionals: Application to the evaluation of students. Zbl 1109.90316
2004
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. Zbl 1471.62467
2021
On the moments and distribution of discrete Choquet integrals from continuous distributions. Zbl 1166.60009
2009
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
2015
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. Zbl 1471.62467
2021
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
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
2019
Subsampling (weighted smooth) empirical copula processes. Zbl 1422.62157
2019
Elements of copula modeling with R. Zbl 1412.62004
Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun
2018
Some copula inference procedures adapted to the presence of ties. Zbl 1464.62104
2017
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
2016
Dependent multiplier bootstraps for non-degenerate $$U$$-statistics under mixing conditions with applications. Zbl 1383.62126
2016
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
2016
Testing the constancy of Spearman’s rho in multivariate time series. Zbl 1400.62184
Kojadinovic, Ivan; Quessy, Jean-François; Rohmer, Tom
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
2015
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
2014
Nonparametric tests for change-point detection à la Gombay and Horváth. Zbl 1294.62126
Holmes, Mark; Kojadinovic, Ivan; Quessy, Jean-François
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.
2013
Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap. Zbl 1349.62224
2012
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. Zbl 1323.62035
2012
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
2011
Fast large-sample goodness-of-fit tests for copulas. Zbl 1214.62049
Kojadinovic, Ivan; Yan, Jun; Holmes, Mark
2011
Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333
Kojadinovic, Ivan; Segers, Johan; Yan, Jun
2011
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Zbl 1274.62400
2011
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process. Zbl 1432.62283
2011
Comparison of three semiparametric methods for estimating dependence parameters in copula models. Zbl 1231.62044
2010
Nonparametric rank-based tests of bivariate extreme-value dependence. Zbl 1201.62056
2010
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Zbl 1284.62380
2010
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. Zbl 1159.62033
2009
On the moments and distribution of discrete Choquet integrals from continuous distributions. Zbl 1166.60009
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
2008
Unsupervized aggregation of commensurate correlated attributes by means of the Choquet integral and entropy functionals. Zbl 1144.90479
2008
Distribution functions of linear combinations of lattice polynomials from the uniform distribution. Zbl 1141.62008
2008
Minimum variance capacity identification. Zbl 1111.90055
2007
Axiomatic characterizations of generalized values. Zbl 1151.91344
Marichal, Jean-Luc; Kojadinovic, Ivan; Fujimoto, Katsushige
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
2007
Entropy of bi-capacities. Zbl 1102.90348
2007
Quadratic distances for capacity and bi-capacity approximation and identification. Zbl 1149.91030
2007
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices. Zbl 1138.91324
Fujimoto, Katsushige; Kojadinovic, Ivan; Marichal, Jean-Luc
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
2005
An axiomatic approach to the measurement of the amount of interaction among criteria or players. Zbl 1142.91327
2005
Relevance measures for subset variable selection in regression problems based on $$k$$-additive mutual information. Zbl 1429.62044
2005
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. Zbl 1043.90078
2004
Agglomerative hierarchical clustering of continuous variables based on mutual information. Zbl 1429.62251
2004
Unsupervised aggregation by the Choquet integral based on entropy functionals: Application to the evaluation of students. Zbl 1109.90316
2004
Modeling interaction phenomena using fuzzy measures: On the notions of interaction and independence. Zbl 1017.28011
2003
all top 5

### Cited by 491 Authors

 31 Kojadinovic, Ivan 16 Bücher, Axel 10 Genest, Christian 10 Grabisch, Michel 10 Wu, Jianzhang 9 Dette, Holger 9 Marichal, Jean-Luc 9 Nešlehová, Johanna G. 9 Yan, Jun 8 Beliakov, Gleb 8 Quessy, Jean-François 7 Jiménez-Gamero, María Dolores 7 Labreuche, Christophe 7 Segers, Johan 6 Durante, Fabrizio 6 Rémillard, Bruno N. 5 Bouzebda, Salim 5 Greco, Salvatore 4 Bouezmarni, Taoufik 4 Di Lascio, F. Marta L. 4 Gijbels, Irène 4 Mathonet, Pierre 4 Mojirsheibani, Majid 4 Nasri, Bouchra R. 4 Wendler, Martin 4 Zhang, Qiang 3 Angilella, Silvia 3 Bahraoui, Tarik 3 Berghaus, Betina Hedwig 3 Bortot, Silvia 3 Forbes, Florence 3 Girard, Stéphane 3 Jaworski, Piotr 3 Marques Pereira, Ricardo Alberto 3 Mazo, Gildas 3 Meyer, Patrick 3 Omelka, Marek 3 Peng, Liang 3 Rohmer, Tom 3 Wied, Dominik 2 Al-Sharadqah, Ali A. 2 Alba-Fernández, María Virtudes 2 Bai, Xuchao 2 Batsidis, Apostolos 2 Belles-Sampera, Jaume 2 Bottero, Marta 2 Chen, Xiaohong 2 Corrente, Salvatore 2 Doumpos, Michael 2 Du, Bisheng 2 Fernández-Sánchez, Juan 2 Ferretti, Valentina 2 Fujimoto, Katsushige 2 Gągolewski, Marek 2 Guillen, Montserrat 2 Haug, Stephan 2 Hofert, Marius 2 Honda, Aoi 2 James, Simon 2 Jaschke, Stefan R. 2 Jin, Jia 2 Kim, Hyoung-Moon 2 Klüppelberg, Claudia 2 Kokot, Kevin 2 Lee, Sangyeol 2 Lemyre, Félix Camirand 2 Li, Guiping 2 Li, Shujin 2 Meintanis, Simos G. 2 Min, Aleksey 2 Neumeyer, Natalie 2 Pouliot, William 2 Rivas Martínez, Gustavo-Ignacio 2 Roustant, Olivier 2 Ruppert, Martin 2 Samworth, Richard J. 2 Santolino, Miguel 2 Shao, Xiaofeng 2 Stamatopoulou, Anastasia 2 Stärk, Florian 2 Tan, Chunqiao 2 Tewes, Johannes 2 Trutschnig, Wolfgang 2 Verdier, Ghislain 2 Vogel, Daniel 2 Volgushev, Stanislav 2 Yao, Weixin 2 Yu, Liping 2 Zari, Tarek 2 Zhang, Xuebin 2 Zopounidis, Constantin 1 Agahi, Hamzeh 1 Ahmadi, Seyed Saeed 1 Al-Labadi, Luai 1 Alcantud, José Carlos Rodríguez 1 Ali Khan, Muhammad Sajjad 1 Almetwally, Ehab Mohamed 1 Alotaibi, Refah Mohammed 1 Anatolyev, Stanislav 1 Anderson, Derek T. ...and 391 more Authors
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### Cited in 90 Serials

 25 Journal of Multivariate Analysis 25 European Journal of Operational Research 13 Fuzzy Sets and Systems 13 Computational Statistics and Data Analysis 11 Information Sciences 11 Electronic Journal of Statistics 8 Statistical Papers 8 Bernoulli 7 Journal of Statistical Computation and Simulation 6 Annals of the Institute of Statistical Mathematics 6 Journal of Econometrics 6 Insurance Mathematics & Economics 6 Annals of Operations Research 6 Extremes 5 The Canadian Journal of Statistics 5 The Annals of Statistics 5 Journal of the American Statistical Association 5 Journal of Computational and Applied Mathematics 5 Journal of Statistical Planning and Inference 5 Statistics & Probability Letters 5 4OR 5 Dependence Modeling 4 Discrete Applied Mathematics 4 International Journal of Approximate Reasoning 4 Mathematical Methods of Statistics 4 Journal of Intelligent and Fuzzy Systems 4 Journal of the Korean Statistical Society 3 Journal of Mathematical Analysis and Applications 3 Metrika 3 Statistics 3 Statistical Science 3 Communications in Statistics. Simulation and Computation 3 Soft Computing 3 Statistics and Computing 2 Opsearch 2 Journal of Time Series Analysis 2 International Journal of Intelligent Systems 2 Computational Statistics 2 Top 2 Journal of Nonparametric Statistics 2 Journal of Applied Statistics 2 Econometric Theory 2 Decisions in Economics and Finance 2 Statistical Methods and Applications 2 Advances in Data Analysis and Classification. ADAC 1 Advances in Applied Probability 1 Artificial Intelligence 1 Journal of Statistical Physics 1 Scandinavian Journal of Statistics 1 International Journal of Game Theory 1 Mathematics and Computers in Simulation 1 Social Choice and Welfare 1 Optimization 1 Econometric Reviews 1 Computers & Operations Research 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Machine Learning 1 Games and Economic Behavior 1 Applied Mathematical Modelling 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Computational Economics 1 Test 1 Computational and Applied Mathematics 1 Statistica Sinica 1 International Transactions in Operational Research 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 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Journal of Applied Mathematics 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 North American Actuarial Journal 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 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Proceedings of the Estonian Academy of Sciences 1 Science China. Mathematics 1 Sankhyā. Series A 1 Journal of Mathematics 1 Sahand Communications in Mathematical Analysis 1 Journal of the Japan Statistical Society. Japanese Issue
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### Cited in 19 Fields

 205 Statistics (62-XX) 76 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Operations research, mathematical programming (90-XX) 43 Probability theory and stochastic processes (60-XX) 32 Measure and integration (28-XX) 18 Numerical analysis (65-XX) 17 Computer science (68-XX) 4 Real functions (26-XX) 4 Functional analysis (46-XX) 4 Information and communication theory, circuits (94-XX) 3 Mathematical logic and foundations (03-XX) 3 Biology and other natural sciences (92-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX)