95 citations · 256 across the 23 of their papers we have counts for
12 papers · 1 filter
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…
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…
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
Ivan Kojadinovic, Bingqing Yi
A broad class of smooth, possibly data-adaptive nonparametric copula estimators that contains empirical Bernstein copulas introduced by Sancetta and Satchell (and thus the empirica…
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
Mark Holmes, Ivan Kojadinovic
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism ha…