95 citations · 256 across the 23 of their papers we have counts for
29 papers
An iterated -projection procedure for solving the generalized minimum information checkerboard copula problem
Ivan Kojadinovic, Tommaso Martini
The minimum information copula principle initially suggested in \cite{MeeBed97} is a maximum entropy-like approach for finding the least informative copula, if it exists, that sati…
The empirical discrete copula process
Gery Geenens, Ivan Kojadinovic, Tommaso Martini
This paper develops a general inferential framework for discrete copulas on finite supports in any dimension. The copula of a multivariate discrete distribution is defined as Csisz…
On the differentiability of -projections in the discrete finite case
Gery Geenens, Ivan Kojadinovic, Tommaso Martini
In the case of finite measures on finite spaces, we state conditions under which ϕ- projections are continuously differentiable. When the set on which one wishes to ϕ- project is c…
Copula-like inference for discrete bivariate distributions with rectangular supports
Ivan Kojadinovic, Tommaso Martini
After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of -projectio…
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas
Ivan Kojadinovic, Bingqing Yi
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adapt…
On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes
Ivan Kojadinovic
Given a random sample from a continuous multivariate distribution, Stute's representation is obtained for empirical copula processes constructed from a broad class of smooth, possi…