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math.ST2022★ 2 cited
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…
stat.ME2022
Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function
Mark Holmes, Ivan Kojadinovic, Alex Verhoijsen
We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations…