Ivan Kojadinovic

Hochschullehrer

Has participated in:

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
Detecting breaks in the dependence of multivariate extreme-value distributions
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series

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Ivan Kojadinovic

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