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نمایش تعداد 1-8 از 8

Relevance measures for subset variable selection in regression problems based on -additive mutual information

نوع: Journal Paper

نویسنده : Ivan Kojadinovic

ناشر: Elsevier Science

سال: 2005

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Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process

نوع: Journal Paper

نویسنده : Ivan Kojadinovic; Mark Holmes

سال: 2009

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A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems

نوع: Journal Paper

نویسنده : Ivan Kojadinovic; Jun Yan

ناشر: Springer

سال: 2011

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

نوع: Journal Paper

نویسنده : Ivan Kojadinovic; Jun Yan

ناشر: Springer

سال: 2011

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

نوع: Journal Paper

نویسنده : Ivan Kojadinovic; Jun Yan

ناشر: Elsevier Science

سال: 2010

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

نوع: Journal Paper

نویسنده : Mark Holmes; Ivan Kojadinovic; Jean-François Quessy

سال: 2013

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

نوع: Journal Paper

نویسنده : Ivan Kojadinovic; Johan Segers; Jun Yan

سال: 2011

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Testing the constancy of Spearman’s rho in multivariate time series

نوع: Journal Paper

نویسنده : Ivan Kojadinovic; Jean-François Quessy; Tom Rohmer

سال: 2015

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Relevance measures for subset variable selection in regression problems based on -additive mutual information

Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process

A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems

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

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

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

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

Testing the constancy of Spearman’s rho in multivariate time series

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Relevance measures for subset variable selection in regression problems based on -additive mutual information

Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process

A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems

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

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

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

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

Testing the constancy of Spearman’s rho in multivariate time series