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

Type: Journal Paper

Author : Ivan Kojadinovic

Publisher: Elsevier Science

Year: 2005

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

Type: Journal Paper

Author : Ivan Kojadinovic; Mark Holmes

Year: 2009

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

Type: Journal Paper

Author : Ivan Kojadinovic; Jun Yan

Publisher: Springer

Year: 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

Type: Journal Paper

Author : Ivan Kojadinovic; Jun Yan

Publisher: Springer

Year: 2011

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

Type: Journal Paper

Author : Ivan Kojadinovic; Jun Yan

Publisher: Elsevier Science

Year: 2010

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

Type: Journal Paper

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

Year: 2013

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

Type: Journal Paper

Author : Ivan Kojadinovic; Johan Segers; Jun Yan

Year: 2011

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

Type: Journal Paper

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

Year: 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