95 citations · 256 across the 23 of their papers we have counts for
Showing 2014Show all
3 papers · 1 filter
math.ST2014★ 1 cited
Dependent multiplier bootstraps for non-degenerate -statistics under mixing conditions with applications
Axel Bücher, Ivan Kojadinovic
The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate -statistics is established under mixing conditions. The resampling sc…
stat.ME2014★ 3 cited
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
Axel Bücher, Ivan Kojadinovic
An overview of existing nonparametric tests of extreme-value dependence is presented. Given an i.i.d.\ sample of random vectors from a continuous distribution, such tests aim at as…
stat.ME2014
Testing the constancy of Spearman's rho in multivariate time series
Ivan Kojadinovic, Jean-François Quessy, Tom Rohmer
A class of tests for change-point detection designed to be particularly sensitive to changes in the cross-sectional rank correlation of multivariate time series is proposed. The de…