Ivan Kojadinovic

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 3

Top Topics

Multivariate Time Series

Statistical Inference

Cross Sectional

Markov Chain Monte Carlo

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Publications

Ivan Kojadinovic, Bingqing Yi
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula. J. Multivar. Anal. 201 (2024)
Ivan Kojadinovic, Kristina Stemikovskaya
Subsampling (weighted smooth) empirical copula processes. J. Multivar. Anal. 173 (2019)
Ivan Kojadinovic
Some copula inference procedures adapted to the presence of ties. Comput. Stat. Data Anal. 112 (2017)
Axel Bücher, Ivan Kojadinovic, Tom Rohmer, Johan Segers
Detecting changes in cross-sectional dependence in multivariate time series. J. Multivar. Anal. 132 (2014)
Mark Holmes, Ivan Kojadinovic, Jean-François Quessy
Nonparametric tests for change-point detection à la Gombay and Horváth. J. Multivar. Anal. 115 (2013)
Ivan Kojadinovic, Jun Yan
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Stat. Comput. 21 (1) (2011)
Ivan Kojadinovic, Jun Yan
Nonparametric rank-based tests of bivariate extreme-value dependence. J. Multivar. Anal. 101 (9) (2010)
Ivan Kojadinovic
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. Comput. Stat. Data Anal. 54 (1) (2010)
Ivan Kojadinovic, Christophe Labreuche
Partially Bipolar Choquet Integrals. IEEE Trans. Fuzzy Syst. 17 (4) (2009)
Ivan Kojadinovic, Mark Holmes
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. J. Multivar. Anal. 100 (6) (2009)
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. Eur. J. Oper. Res. 186 (2) (2008)
Ivan Kojadinovic
Unsupervized aggregation of commensurate correlated attributes by means of the choquet integral and entropy functionals. Int. J. Intell. Syst. 23 (2) (2008)
Ivan Kojadinovic
A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral. Eur. J. Oper. Res. 179 (2) (2007)
Ivan Kojadinovic, Jean-Luc Marichal
Entropy of bi-capacities. Eur. J. Oper. Res. 178 (1) (2007)
Ivan Kojadinovic
Minimum variance capacity identification. Eur. J. Oper. Res. 177 (1) (2007)
Ivan Kojadinovic, Jean-Luc Marichal
On the Moments and the Distribution of the Choquet Integral. EUSFLAT Conf. (1) (2007)
Jean-Luc Marichal, Ivan Kojadinovic, Katsushige Fujimoto
Axiomatic characterizations of generalized values. Discret. Appl. Math. 155 (1) (2007)
Ivan Kojadinovic
Quadratic distances for capacity and bi-capacity approximation and identification. 4OR 5 (2) (2007)
Katsushige Fujimoto, Ivan Kojadinovic, Jean-Luc Marichal
Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices. Games Econ. Behav. 55 (1) (2006)
Ivan Kojadinovic, Jean-Luc Marichal
Entropy of bi-capacities. EUSFLAT Conf. (2005)
Ivan Kojadinovic
An axiomatic approach to the measurement of the amount of interaction among criteria or players. Fuzzy Sets Syst. 152 (3) (2005)
Ivan Kojadinovic, Jean-Luc Marichal, Marc Roubens
An axiomatic approach to the definition of the entropy of a discrete Choquet capacity. Inf. Sci. 172 (1-2) (2005)
Ivan Kojadinovic
A maximum quadratic entropy principle for capacity identi cation. EUSFLAT Conf. (2005)
Ivan Kojadinovic
Relevance measures for subset variable selection in regression problems based on k. Comput. Stat. Data Anal. 49 (4) (2005)
Ivan Kojadinovic
Unsupervised Aggregation by the Choquet Integral Based on Entropy Functionals: Application to the Evaluation of Students. MDAI (2004)
Ivan Kojadinovic
Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. Eur. J. Oper. Res. 155 (3) (2004)
Ivan Kojadinovic
Agglomerative hierarchical clustering of continuous variables based on mutual information. Comput. Stat. Data Anal. 46 (2) (2004)
Ivan Kojadinovic
Modeling interaction phenomena using fuzzy measures: on the notions of interaction and independence. Fuzzy Sets Syst. 135 (3) (2003)