Ivan Kojadinovic

Statistics and Probability · 2006–2017

A researcher in the Science corpus: 10 papers; trusts 41 researchers and is trusted by 44 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 69 citations into it; #2,387 of 12,932 by trust here, #3,703 by citations
• Finance — 67 citations into it; #924 of 10,518 by trust here, #2,066 by citations
• Economics and Econometrics — 28 citations into it; #9,935 of 23,481 by trust here, #14,996 by citations
• Artificial Intelligence — 21 citations into it; #19,081 of 35,345 by trust here, #25,809 by citations
• Management Science and Operations Research — 19 citations into it; #985 of 11,946 by trust here, #2,016 by citations
• Global and Planetary Change — 13 citations into it; #657 of 10,225 by trust here, #4,701 by citations
• Control and Systems Engineering — 9 citations into it
• Demography — 8 citations into it; #3,118 of 4,236 by trust here, #3,835 by citations

Whom Ivan Kojadinovic trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Genest
2. Olivier Scaillet
3. Jean-Luc Marichal
4. Jun Yan
5. Alan Genz
6. Bruno R'emillard
7. Joseph P. Romano
8. Eckhard Liebscher
9. Michael R. Kosorok
10. Michael A. Stephens

Who trusts Ivan Kojadinovic overall

1. G. Salvadori
2. Eike C. Brechmann
3. F. Serinaldi
4. Claudia Czado
5. Jun Yan
6. Carlo De Michele
7. Jean-David Fermanian
8. Christian Genest
9. M. Janga Reddy
10. Mojca Šraj

Papers from Ivan Kojadinovic's perspective

Ordered by how strongly the researchers Ivan Kojadinovic trusts endorse each paper. Same corpus, a different order for every researcher.

1. Fonctions de repartition a n dimensions et leurs marges
2. Semiparametric estimation in copula models
3. RANK-BASED INFERENCE FOR BIVARIATE EXTREME-VALUE COPULAS
4. DISTRIBUTION FREE TESTS OF INDEPENDENCE BASED ON THE SAMPLE DISTRIBUTION FUNCTION
5. An Introduction to Copulas
6. Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
7. Extremes in Nature : an approach using Copulas
8. A Nonparametric Test of Serial Independence for Time Series and Residuals
9. Goodness-of-fit tests for copulas: A review and a power study
10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers

• Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010) — 437 citations
• Comparison of three semiparametric methods for estimating dependence parameters in copula models (2010) — 113 citations
• A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package (2008) — 431 citations
• A goodness-of-fit test for bivariate extreme-value copulas (2011) — 96 citations
• FAST LARGE-SAMPLE GOODNESS-OF-FIT TESTS FOR COPULAS (2011) — 119 citations
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (2013) — 76 citations
• Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices (2006) — 177 citations
• Large‐sample tests of extreme‐value dependence for multivariate copulas (2011) — 60 citations
• A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results (2017) — 50 citations
• Goodness‐of‐fit testing based on a weighted bootstrap: A fast large‐sample alternative to the parametric bootstrap (2012) — 52 citations