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HALathon 2021 UPPA

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# Type Année Titre doi Notice HAL accès HAL label OA
1 ART 2021 Coastal flooding event definition based on damages: Case study of Biarritz Grande Plage on the French Basque coast 10.1016/j.coastaleng.2021.103873 hal-03200009 fichier
2 ART 2021 Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions 10.1214/21-EJS1798 hal-03125109

label OA

 openaccess
3 ART 2021 Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic 10.1214/21-EJS1840 hal-03229926

label OA

 openaccess
4 ART 2019 Subsampling (weighted smooth) empirical copula processes 10.1016/j.jmva.2019.05.007 hal-02369325

label OA

 arxiv
5 ART 2017 Detecting distributional changes in samples of independent block maxima using probability weighted moments 10.1007/s10687-016-0273-1 hal-02148136

label OA

 arxiv
6 ART 2017 Detecting breaks in the dependence of multivariate extreme-value distributions 10.1007/s10687-016-0268-y hal-01581294

label OA

 arxiv
7 ART 2013 Nonparametric tests for change-point detection à la Gombay and Horváth 10.1016/j.jmva.2012.10.004 hal-00867036

label OA

 openaccess
8 ART 2012 Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap 10.1002/cjs.11135 hal-00865050

label OA

 arxiv
9 ART 2011 A goodness-of-fit test for bivariate extreme-value copulas 10.3150/10-BEJ279 hal-00865060

label OA

 openaccess
10 ART 2011 Large-sample tests of extreme-value dependence for multivariate copulas 10.1002/cjs.10110 hal-00865055

label OA

 arxiv
11 ART 2010 Distribution functions of linear combinations of lattice polynomials from the uniform distribution 10.1016/j.spl.2007.09.059 hal-00616536 fichier arxiv
12 ART 2008 A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package 10.1016/j.ejor.2007.02.025 halshs-00187175 fichier
13 HDR 2006 Contributions à l'interprétation de mesures non additives et `a l'identification de modèles décisionnels fondés sur l'intégrale de Choquet tel-00481256 fichier
14 UNDEFINED 2013 Semiparametric estimation of a mixture of two linear regressions in which one component is known hal-00796198 fichier

Références complètes

  1. Florian Arnoux, Stéphane Abadie, Xavier Bertin, Ivan Kojadinovic. Coastal flooding event definition based on damages: Case study of Biarritz Grande Plage on the French Basque coast. Coastal Engineering, Elsevier, 2021, 166, pp.103873. ⟨10.1016/j.coastaleng.2021.103873⟩. ⟨hal-03200009⟩
  2. Ivan Kojadinovic, Ghislain Verdier. Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2021, 15 (1), pp.773-829. ⟨10.1214/21-EJS1798⟩. ⟨hal-03125109⟩
  3. Mark Holmes, Ivan Kojadinovic. Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2021, 15 (1), ⟨10.1214/21-EJS1840⟩. ⟨hal-03229926⟩
  4. Ivan Kojadinovic, Kristina Stemikovskaya. Subsampling (weighted smooth) empirical copula processes. Journal of Multivariate Analysis, Elsevier, 2019, 173, pp.704-723. ⟨10.1016/j.jmva.2019.05.007⟩. ⟨hal-02369325⟩
  5. Ivan Kojadinovic, P. Naveau. Detecting distributional changes in samples of independent block maxima using probability weighted moments. Extremes, Springer Verlag (Germany), 2017, 20 (2), pp.417--450. ⟨10.1007/s10687-016-0273-1⟩. ⟨hal-02148136⟩
  6. A. Bücher, P. Kinsvater, Ivan Kojadinovic. Detecting breaks in the dependence of multivariate extreme-value distributions. Extremes, Springer Verlag (Germany), 2017, 20 (1), pp.53--89. ⟨10.1007/s10687-016-0268-y⟩. ⟨hal-01581294⟩
  7. M. Holmes, Ivan Kojadinovic, J.-F. Quessy. Nonparametric tests for change-point detection à la Gombay and Horváth. Journal of Multivariate Analysis, Elsevier, 2013, 115, pp.16-32. ⟨10.1016/j.jmva.2012.10.004⟩. ⟨hal-00867036⟩
  8. Ivan Kojadinovic, J. Yan. Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap. Canadian Journal of Statistics, Wiley, 2012, 40 (3), pp.480-500. ⟨10.1002/cjs.11135⟩. ⟨hal-00865050⟩
  9. C. Genest, Ivan Kojadinovic, J. Nešlehová, J. Yan. A goodness-of-fit test for bivariate extreme-value copulas. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2011, 17 (1), pp.253-275. ⟨10.3150/10-BEJ279⟩. ⟨hal-00865060⟩
  10. Ivan Kojadinovic, J. Segers, J. Yan. Large-sample tests of extreme-value dependence for multivariate copulas. Canadian Journal of Statistics, Wiley, 2011, 39 (4), pp.703-720. ⟨10.1002/cjs.10110⟩. ⟨hal-00865055⟩
  11. Jean-Luc Marichal, Ivan Kojadinovic. Distribution functions of linear combinations of lattice polynomials from the uniform distribution. Statistics and Probability Letters, Elsevier, 2010, 78 (8), pp.985. ⟨10.1016/j.spl.2007.09.059⟩. ⟨hal-00616536⟩
  12. Michel Grabisch, Ivan Kojadinovic, Patrick Meyer. A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package. European Journal of Operational Research, Elsevier, 2008, 186 (2), pp.766-785. ⟨10.1016/j.ejor.2007.02.025⟩. ⟨halshs-00187175⟩
  13. Ivan Kojadinovic. Contributions à l'interprétation de mesures non additives et `a l'identification de modèles décisionnels fondés sur l'intégrale de Choquet. Informatique [cs]. Université de Nantes, 2006. ⟨tel-00481256⟩
  14. Laurent Bordes, Ivan Kojadinovic, Pierre Vandekerkhove. Semiparametric estimation of a mixture of two linear regressions in which one component is known. 2013. ⟨hal-00796198⟩