95 citations · 256 across the 23 of their papers we have counts for
Showing 2012 · stat.MEShow all
3 papers · 2 filters
stat.ME2012
Nonparametric tests for change-point detection à la Gombay and Horváth
Mark Holmes, Ivan Kojadinovic, Jean-François Quessy
The nonparametric test for change-point detection proposed by Gombay and Horváth is revisited and extended in the broader setting of empirical process theory. The resulting testing…
stat.ME2012★ 6 cited
Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
Ivan Kojadinovic, Jun Yan
The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical proc…
stat.ME2012★ 2 cited
A class of goodness-of-fit tests for spatial extremes models based on max-stable processes
Ivan Kojadinovic, Hongwei Shang, Jun Yan
Parametric max-stable processes are increasingly used to model spatial extremes. Starting from the fact that the dependence structure of a max-stable process is completely characte…