Zobrazeno 1 - 10
of 198
pro vyhledávání: '"KOJADINOVIC, IVAN"'
In the case of finite measures on finite spaces, we state conditions under which $\phi$-projections are continuously differentiable. When the set on which one wishes to $\phi$-project is convex, we show that the required assumptions are implied by ea
Externí odkaz:
http://arxiv.org/abs/2407.05997
Autor:
Kojadinovic, Ivan, Martini, Tommaso
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 $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to decompose
Externí odkaz:
http://arxiv.org/abs/2307.04225
Autor:
Kojadinovic, Ivan, Yi, Bingqing
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-adaptive nonparametric estimators that contains empirical Bernstein copulas
Externí odkaz:
http://arxiv.org/abs/2301.05495
Autor:
Kojadinovic, Ivan
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, possibly data-adaptive nonparametric copula estimators. The latter class co
Externí odkaz:
http://arxiv.org/abs/2204.11240
We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated under sta
Externí odkaz:
http://arxiv.org/abs/2201.10311
Autor:
Kojadinovic, Ivan, Yi, Bingqing
Publikováno v:
In Journal of Multivariate Analysis May 2024 201
Autor:
Kojadinovic, Ivan, Yi, Bingqing
A broad class of smooth, possibly data-adaptive nonparametric copula estimators that contains empirical Bernstein copulas introduced by Sancetta and Satchell (and thus the empirical beta copula proposed by Segers, Sibuya and Tsukahara) is studied. Wi
Externí odkaz:
http://arxiv.org/abs/2106.10726
Autor:
Holmes, Mark, Kojadinovic, Ivan
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 has changed. This work is concerned with open-end, nonparametric procedu
Externí odkaz:
http://arxiv.org/abs/2007.08369
Autor:
Kojadinovic, Ivan, Verdier, Ghislain
The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures based on d
Externí odkaz:
http://arxiv.org/abs/2004.12322
A key tool to carry out inference on the unknown copula when modeling a continuous multivariate distribution is a nonparametric estimator known as the empirical copula. One popular way of approximating its sampling distribution consists of using the
Externí odkaz:
http://arxiv.org/abs/1811.10957