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HALathon 2021 UPPA

Les articles que vous pouvez déposer

# Année Titre Revue Lien éditeur / doi Notice HAL
1 2019 Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series Journal of Time Series Analysis hal-02134592
2 2019 A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results Journal of Theoretical Probability hal-02134593
3 2018 A Database to Study Storm Impact Statistics along the Basque Coast Journal of Coastal Research 10.2112/SI85-162.1 hal-02157084
4 2017 Some copula inference procedures adapted to the presence of ties Computational Statistics and Data Analysis hal-01759873
5 2016 A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bernoulli hal-01581295
6 2016 Testing the constancy of Spearman’s rho in multivariate time series Annals of the Institute of Statistical Mathematics hal-01581271
7 2016 Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications Journal of Statistical Planning and Inference hal-01581293
8 2015 A class of goodness-of-fit tests for spatial extremes models based on max-stable processes Statistics and Its Interface hal-01050936
9 2014 Detecting changes in cross-sectional dependence in multivariate time series Journal of Multivariate Analysis hal-02158618
10 2013 Semiparametric estimation of a two-component mixture of linear regressions in which one component is known Electronic Journal of Statistics hal-01050940
11 2012 A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas Scandinavian Journal of Statistics 10.1111/j.1467-9469.2011.00772.x hal-00865051
12 2011 Fast large-sample goodness-of-fit tests for copulas Statistica Sinica hal-00865058
13 2011 A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems Statistics and Computing hal-00868087
14 2011 Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process Annals of the Institute of Statistical Mathematics hal-00868088
15 2010 Modeling multivariate distributions with continuous margins using the copula R package Journal of Statistical Software hal-00868100
16 2010 Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages Computational Statistics and Data Analysis hal-00868098
17 2010 Nonparametric rank-based tests of bivariate extreme-value dependence Journal of Multivariate Analysis 10.1016/j.jmva.2010.05.004 hal-00865062
18 2010 Comparison of three semiparametric methods for estimating dependence parameters in copula models Insurance: Mathematics and Economics hal-00868099
19 2008 Unsupervised aggregation of commensurate correlated attributes by means of the Choquet integral and entropy functionals International Journal of Intelligent Systems hal-00423590
20 2008 Une classification hiérarchique de variables discrètes basée sur l'information mutuelle en pré-traitement d'un algorithme de sélection de variables pertinentes Revue des Nouvelles Technologies de l'Information hal-00423627
21 2007 Axiomatic characterizations of generalized values Discrete Applied Mathematics hal-00423582
22 2007 A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral European Journal of Operational Research hal-00423577
23 2007 Entropy of bi-capacities European Journal of Operational Research hal-00423585
24 2007 Quadratic distances for capacity and bi-capacity approximation and identification 4OR: A Quarterly Journal of Operations Research hal-00423581
25 2007 Sur l'évaluation de la quantité d'information d'un concept dans une taxonomie et la proposition de nouvelles mesures Revue des Nouvelles Technologies de l'Information hal-00462592
26 2005 An axiomatic approach to the measurment of the amount of interaction among criteria or players Fuzzy Sets and Systems hal-00442570
27 2005 An axiomatic approach to the definition of the entropy of a discrete Choquet capacity Information Sciences hal-00442574
28 2005 Relevance measures for subset variable selection in regression problems based on k-additive mutual information Computational Statistics and Data Analysis hal-00442569
29 2004 Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals European Journal of Operational Research hal-00442571
30 2004 Agglomerative hierarchical clustering of continuous variables based on mutual information Computational Statistics and Data Analysis hal-00442572
31 2003 Modeling interaction phenomena using fuzzy measures: on the notions of interation and independence Fuzzy Sets and Systems hal-00442573

Références complètes

  1. A. Bücher, J.-D.  Fermanian, Ivan Kojadinovic. Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Journal of Time Series Analysis, Wiley-Blackwell, 2019, 40 (1), pp.124-150. ⟨hal-02134592⟩
  2. A. Bücher, Ivan Kojadinovic. A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results. Journal of Theoretical Probability, Springer, 2019, 32, pp.1145--1165. ⟨hal-02134593⟩
  3. Florian Arnoux, Stéphane Abadie, Xavier Bertin, Ivan Kojadinovic. A Database to Study Storm Impact Statistics along the Basque Coast. Journal of Coastal Research, Coastal Education and Research Foundation, 2018, 85, pp.806-810. ⟨10.2112/SI85-162.1⟩. ⟨hal-02157084⟩
  4. Ivan Kojadinovic. Some copula inference procedures adapted to the presence of ties. Computational Statistics and Data Analysis, Elsevier, 2017, 112, pp.24--41. ⟨hal-01759873⟩
  5. A. Bucher, Ivan Kojadinovic. A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2016, 22 (2), pp.927-968. ⟨hal-01581295⟩
  6. Ivan Kojadinovic, J.-F. Quessy, T. Rohmer. Testing the constancy of Spearman’s rho in multivariate time series. Annals of the Institute of Statistical Mathematics, Springer Verlag, 2016, 68 (5), pp.929-954. ⟨hal-01581271⟩
  7. A. Bücher, Ivan Kojadinovic. Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications. Journal of Statistical Planning and Inference, Elsevier, 2016, 170, pp.83-105. ⟨hal-01581293⟩
  8. Ivan Kojadinovic, H.  Shang, J. Yan. A class of goodness-of-fit tests for spatial extremes models based on max-stable processes. Statistics and Its Interface, International Press, 2015, 8 (1), pp.45--62. ⟨hal-01050936⟩
  9. A. Bücher, Ivan Kojadinovic, T.  Rohmer, J. Segers. Detecting changes in cross-sectional dependence in multivariate time series. Journal of Multivariate Analysis, Elsevier, 2014, 132, pp.111--128. ⟨hal-02158618⟩
  10. Laurent Bordes, Ivan Kojadinovic, Pierre Vandekerkhove. Semiparametric estimation of a two-component mixture of linear regressions in which one component is known. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2013, 7, pp.2603--2644. ⟨hal-01050940⟩
  11. Ivan Kojadinovic, J. Yan. A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas. Scandinavian Journal of Statistics, Wiley, 2012, 39 (3), pp.480-496. ⟨10.1111/j.1467-9469.2011.00772.x⟩. ⟨hal-00865051⟩
  12. Ivan Kojadinovic, J. Yan, M. Holmes. Fast large-sample goodness-of-fit tests for copulas. Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2011, 21 (2), pp.841-871. ⟨hal-00865058⟩
  13. Ivan Kojadinovic, J. Yan. A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Statistics and Computing, Springer Verlag (Germany), 2011, 21 (1), pp.17--30. ⟨hal-00868087⟩
  14. Ivan Kojadinovic, J. Yan. Tests of serial independence for continuous multivariate time series based on a Mobius decomposition of the independence empirical copula process. Annals of the Institute of Statistical Mathematics, Springer Verlag, 2011, 63, pp.347--373. ⟨hal-00868088⟩
  15. Ivan Kojadinovic, J. Yan. Modeling multivariate distributions with continuous margins using the copula R package. Journal of Statistical Software, University of California, Los Angeles, 2010, 34 (9), pp.1--20. ⟨hal-00868100⟩
  16. Ivan Kojadinovic. Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Computational Statistics and Data Analysis, Elsevier, 2010, 54, pp.90--108. ⟨hal-00868098⟩
  17. Ivan Kojadinovic, J. Yan. Nonparametric rank-based tests of bivariate extreme-value dependence. Journal of Multivariate Analysis, Elsevier, 2010, 101 (9), pp.2234-2249. ⟨10.1016/j.jmva.2010.05.004⟩. ⟨hal-00865062⟩
  18. Ivan Kojadinovic, J. Yan. Comparison of three semiparametric methods for estimating dependence parameters in copula models. Insurance: Mathematics and Economics, Elsevier, 2010, 47, pp.52--63. ⟨hal-00868099⟩
  19. Ivan Kojadinovic. Unsupervised aggregation of commensurate correlated attributes by means of the Choquet integral and entropy functionals. International Journal of Intelligent Systems, Wiley, 2008, 23 (2), pp.128-154. ⟨hal-00423590⟩
  20. Hélène Daviet, Ivan Kojadinovic, Pascale Kuntz. Une classification hiérarchique de variables discrètes basée sur l'information mutuelle en pré-traitement d'un algorithme de sélection de variables pertinentes. Revue des Nouvelles Technologies de l'Information, Editions RNTI, 2008, RNTI C-2, pp.93-104. ⟨hal-00423627⟩
  21. Jean-Luc Marichal, Ivan Kojadinovic, Katsushige Fujimoto. Axiomatic characterizations of generalized values. Discrete Applied Mathematics, Elsevier, 2007, 155 (1), pp.26-43. ⟨hal-00423582⟩
  22. Ivan Kojadinovic. A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral. European Journal of Operational Research, Elsevier, 2007, 179 (2), pp.498-517. ⟨hal-00423577⟩
  23. Ivan Kojadinovic, Jean-Luc Marichal. Entropy of bi-capacities. European Journal of Operational Research, Elsevier, 2007, 178 (1), pp.168-184. ⟨hal-00423585⟩
  24. Ivan Kojadinovic. Quadratic distances for capacity and bi-capacity approximation and identification. 4OR: A Quarterly Journal of Operations Research, Springer Verlag, 2007, 5 (2), pp.117-142. ⟨hal-00423581⟩
  25. Hélène Daviet, Ivan Kojadinovic, Pascale Kuntz. Sur l'évaluation de la quantité d'information d'un concept dans une taxonomie et la proposition de nouvelles mesures. Revue des Nouvelles Technologies de l'Information, Editions RNTI, 2007, E (12), pp.127-145. ⟨hal-00462592⟩
  26. Ivan Kojadinovic. An axiomatic approach to the measurment of the amount of interaction among criteria or players. Fuzzy Sets and Systems, Elsevier, 2005, 152, pp.417--435. ⟨hal-00442570⟩
  27. Ivan Kojadinovic, Jean-Luc Marichal, Marc Roubens. An axiomatic approach to the definition of the entropy of a discrete Choquet capacity. Information Sciences, Elsevier, 2005, 172, pp.131--153. ⟨hal-00442574⟩
  28. Ivan Kojadinovic. Relevance measures for subset variable selection in regression problems based on k-additive mutual information. Computational Statistics and Data Analysis, Elsevier, 2005, 49 (4), pp.1205--1227. ⟨hal-00442569⟩
  29. Ivan Kojadinovic. Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. European Journal of Operational Research, Elsevier, 2004, 155, pp.741--751. ⟨hal-00442571⟩
  30. Ivan Kojadinovic. Agglomerative hierarchical clustering of continuous variables based on mutual information. Computational Statistics and Data Analysis, Elsevier, 2004, 46, pp.269--294. ⟨hal-00442572⟩
  31. Ivan Kojadinovic. Modeling interaction phenomena using fuzzy measures: on the notions of interation and independence. Fuzzy Sets and Systems, Elsevier, 2003, 135 (3), pp.317--340. ⟨hal-00442573⟩