Publications
Book
Preprints
- G. Geenens, I. Kojadinovic and T. Martini (2024), On the differentiability of φ-projections in the discrete finite case [pdf].
- I. Kojadinovic (2022), On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes [pdf].
Articles
- I. Kojadinovic and T. Martini (2024), Copula-like inference for discrete bivariate distributions with rectangular supports, Electronic Journal of Statistics 18(1), pages 2571-2619 [pdf].
- I. Kojadinovic and B. Yi (2024), Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas, Journal of Statistical Planning and Inference 231, 106132 [pdf][R code].
- I. Kojadinovic and B. Yi (2024), A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula, Journal of Multivariate Analysis 201, 105269 [pdf][R code].
- M. Holmes, I. Kojadinovic and A. Verhoijsen (2024), Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function, Journal of Time Series Analysis 45(1), pages 27-56 [pdf].
- M. Holmes and I. Kojadinovic (2021), Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic, Electronic Journal of Statistics 15(1), pages 2288-2335 [pdf].
- F. Arnoux, S. Abadie, X. Bertin and I Kojadinovic (2021), Coastal flooding event definition based on damages: Case study of Biarritz Grande Plage on the French Basque coast, Coastal Engineering 166, 103873.
- I. Kojadinovic and G. Verdier (2021), Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions, Electronic Journal of Statistics 15(1), pages 773-829 [pdf].
- I. Kojadinovic and K. Stemikovskaya (2019), Subsampling (weighted smooth) empirical copula processes, Journal of Multivariate Analysis 173, pages 704-723 [pdf] [Erratum: the proof of Lemma 1 in the journal version is incorrect; the error is corrected in the arXiv version].
- A. Bücher, J.-D. Fermanian and I. Kojadinovic (2019), Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series, Journal of Time Series Analysis 40, pages 124-150 [pdf].
- A. Bücher and I. Kojadinovic (2019), A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, Journal of Theoretical Probability 32, pages 1145-1165 [pdf].
- F. Arnoux, S. Abadie, X. Bertin and I. Kojadinovic (2018), A database to study storm impact statistics along the Basque Coast, Journal of Coastal Research 85, pages 806-810. Conference special issue.
- I. Kojadinovic (2017), Some copula inference procedures adapted to the presence of ties, Computational Statistics and Data Analysis 112, pages 24-41 [pdf].
- I. Kojadinovic and P. Naveau (2017), Detecting distributional changes in samples of independent block maxima using probability weighted moments, Extremes 20:2, pages 417-450 [pdf] [supplement].
- A. Bücher, P. Kinsvater and I. Kojadinovic (2017), Detecting breaks in the dependence of multivariate extreme-value distributions, Extremes 20:1, pages 53-89 [pdf].
- I. Kojadinovic, J-F. Quessy and T. Rohmer (2016), Testing the constancy of Spearman's rho in multivariate time series, Annals of the Institute of Statistical Mathematics 68:5, pages 929-954 [pdf].
- A. Bücher and I. Kojadinovic (2016), Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications, Journal of Statistical Planning and Inference 170, pages 83-105 [pdf].
- A. Bücher and I. Kojadinovic (2016), A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing, Bernoulli 22:2, pages 927-968 [pdf].
- A. Bücher and I. Kojadinovic (2015), An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures, in: D. Dey and J. Yan: Extreme Value Modeling and Risk Analysis: Methods and Applications. Crc Press Inc, pages 377-398 [pdf].
- I. Kojadinovic, H. Shang and J. Yan (2015), A class of goodness-of-fit tests for spatial extremes models based on max-stable processes, Statistics and Its Interface 8:1, pages 45-62 [pdf].
- A. Bücher, I. Kojadinovic, T. Rohmer and J. Segers (2014), Detecting changes in cross-sectional dependence in multivariate time series, Journal of Multivariate Analysis 132, pages 111-128 [pdf].
- L. Bordes, I. Kojadinovic and P. Vandekerkhove (2013), Semiparametric estimation of a two-component mixture of linear regressions in which one component is known, Electronic Journal of Statistics 7, pages 2603-2644 [pdf][R code][tone data][aphids data].
- M. Holmes, I. Kojadinovic and J-F. Quessy (2013), Nonparametric tests for change-point detection à la Gombay and Horváth, Journal of Multivariate Analysis 115, pages 16-32 [pdf].
- I. Kojadinovic and J. Yan (2012), Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample
alternative to the parametric bootstrap, The Canadian Journal of Statistics 40:3, pages 480-500
[pdf].
- I. Kojadinovic and J. Yan (2012), A nonparametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas, The Scandinavian Journal of Statistics 39:3, pages 480-496 [pdf] [Erratum: The proof of Lemma 2 is incorrect. See Berghaus, Bücher and Volgushev (2017) for a sounder approach].
- I. Kojadinovic, J. Segers and J. Yan (2011), Large-sample tests of extreme-value dependence
for multivariate copulas, The Canadian Journal of Statistics 39:4, pages 703-720
[pdf].
- I. Kojadinovic, J. Yan and M. Holmes (2011), Fast large-sample goodness-of-fit tests for copulas,
Statistica Sinica 21:2, pages 841-871 [pdf].
- C. Genest, I. Kojadinovic, J. Nešlehová and J. Yan (2011), A goodness-of-fit
test for bivariate extreme-value copulas, Bernoulli 17:1, pages 253-275 [pdf].
- I. Kojadinovic and J. Yan (2011), A goodness-of-fit test for multivariate multiparameter
copulas based on multiplier central limit theorems, Statistics and Computing 21:1, pages 17-30 [pdf].
- I. Kojadinovic and J. Yan (2011), Tests of serial independence for continuous multivariate
time series based on a Mobius decomposition of the independence empirical copula process,
Annals of the Institute of Statistical Mathematics 63, pages 347-373 [pdf].
- I. Kojadinovic and J. Yan (2010), Nonparametric rank-based tests of
bivariate extreme-value dependence, Journal of Multivariate Analysis 101:9, pages 2234-2249
[pdf].
- I. Kojadinovic and J. Yan (2010), Modeling multivariate distributions
with continuous margins using the copula R package, Journal of Statistical Software 34:9, pages 1-20 [pdf + R].
- I. Kojadinovic and J. Yan (2010), Comparison of three semiparametric
methods for estimating dependence parameters in copula models, Insurance: Mathematics
and Economics 47, pages 52-63 [pdf].
- I. Kojadinovic (2010), Hierarchical clustering of continuous variables based
on the empirical copula process and permutation linkages, Computational Statistics
and Data Analysis 54, pages 90-108 [pdf].
- I. Kojadinovic and C. Labreuche (2009), Partially bipolar Choquet integrals, IEEE Transactions on
Fuzzy Systems 17, pages 839-850 [pdf].
- I. Kojadinovic and J-L. Marichal (2009), On the moments and distribution of discrete Choquet
integrals from continuous distributions, Journal of Computational and Applied
Mathematics 230, pages 83-94 [pdf].
- I. Kojadinovic and M. Holmes (2009), Tests of independence among continuous
random vectors based on Cramer-von Mises functionals of the empirical copula process,
Journal of Multivariate Analysis 100, pages 1137-1154 [pdf].
- S. Bertrand, I. Kojadinovic, W. Skalli and D. Mitton (2009), Estimation of external and internal human body dimensions from few external measurements, Journal of Musculoskeletal Research 12, pages 191-204 [pdf].
- J-L. Marichal and I. Kojadinovic (2008), Distribution functions of linear
combinations of lattice polynomials from the uniform distribution, Statistics and
Probability Letters 78, pages 985-991
[pdf].
- M. Grabisch, I. Kojadinovic and P. Meyer (2008), A review of methods for capacity identification in
Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package,
European Journal of Operational Research 186:2, pages 766-785
[pdf].
- I. Kojadinovic (2008), Unsupervised aggregation of commensurate correlated attributes
by means of the Choquet integral and entropy functionals, International Journal of Intelligent
Systems, 23:2, pages 128-154 [pdf].
- I. Kojadinovic (2007), A weight-based approach to the measurement of the interaction
among criteria in the framework of aggregation by the bipolar Choquet integral,
European Journal of Operational Research 179:2, pages 498-517
[pdf].
- I. Kojadinovic (2007), Quadratic distances for capacity and bi-capacity approximation
and identification, 4OR: A Quarterly Journal of Operations Research 5:2,
pages 117-142 [pdf].
- J-L. Marichal, I. Kojadinovic and K. Fujimoto (2007), Axiomatic characterizations of generalized values,
Discrete Applied Mathematics 155:1, pages 26-43
[pdf].
- I. Kojadinovic and J-L. Marichal (2007), Entropy of bi-capacities, European Journal of Operational
Research 178:1, pages 168-184 [pdf].
- I. Kojadinovic (2007), Minimum variance capacity identification, European Journal of Operational
Research 177:1, pages 498-514 [pdf].
- K. Fujimoto, I. Kojadinovic and J-L. Marichal (2006), Axiomatic characterizations of
probabilistic and cardinal-probabilistic interaction indices, Games and Economic Behavior 55,
pages 72-99 [pdf].
- I. Kojadinovic (2005), Relevance measures for subset variable selection in regression
problems based on k-additive mutual information, Computational Statistics and Data Analysis 49,
pages 1205-1227 [pdf].
- I. Kojadinovic, J-L. Marichal and M. Roubens (2005), An axiomatic approach to the
definition of the entropy of a discrete Choquet capacity, Information Sciences 172,
pages 131-153 [pdf].
- I. Kojadinovic (2005), An axiomatic approach to the measurment of the amount of interaction
among criteria or players, Fuzzy Sets and Systems 152, pages 417-435
[pdf].
- I. Kojadinovic (2004), Agglomerative hierarchical clustering of continuous variables
based on mutual information, Computational Statistics and Data Analysis 46, pages 269-294
[pdf].
- I. Kojadinovic (2004), Estimation of the weights of interacting criteria from the set of
profiles by means of information-theoretic functionals, European Journal of Operational
Research 155:3, pages 741-751
[pdf].
- I. Kojadinovic (2003), Modeling interaction phenomena using fuzzy measures: on the
notions of interaction and independence, Fuzzy Sets and Systems 135:3, pages 317-340
[pdf].
Habilitation thesis
- I. Kojadinovic (2006), Contributions to the interpretation of non-additive measures and to the identification of decision-making models based on the Choquet integral, Habilitation of the University of Nantes [pdf in French].