Johan Segers
Johan Segers
Verified email at uclouvain.be - Homepage
Title
Cited by
Cited by
Year
Statistics of extremes: theory and applications
J Beirlant, Y Goegebeur, J Segers, JL Teugels
John Wiley & Sons, 2006
21882006
Statistics of extremes: theory and applications
J Beirlant, Y Goegebeur, J Segers, JL Teugels
John Wiley & Sons, 2006
21882006
Statistics of extremes: theory and applications
J Beirlant, Y Goegebeur, J Segers, JL Teugels
John Wiley & Sons, 2006
21882006
A conditional approach for multivariate extreme values (with discussion)
JE Heffernan, JA Tawn
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004
5662004
Inference for clusters of extreme values
CAT Ferro, J Segers
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2003
3742003
Extreme-value copulas
G Gudendorf, J Segers
Copula theory and its applications, 127-145, 2010
2042010
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
J Segers
Bernoulli 18 (3), 764-782, 2012
1992012
Regularly varying multivariate time series
B Basrak, J Segers
Stochastic processes and their applications 119 (4), 1055-1080, 2009
1612009
Rank-based inference for bivariate extreme-value copulas
C Genest, J Segers
The Annals of Statistics 37 (5B), 2990-3022, 2009
1382009
Tails of multivariate Archimedean copulas
A Charpentier, J Segers
Journal of Multivariate Analysis 100 (7), 1521-1537, 2009
1252009
Tails of multivariate Archimedean copulas
A Charpentier, J Segers
Journal of Multivariate Analysis 100 (7), 1521-1537, 2009
1242009
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
JHJ Einmahl, J Segers
The Annals of Statistics 37 (5B), 2953-2989, 2009
882009
An M-estimator for tail dependence in arbitrary dimensions
JHJ Einmahl, A Krajina, J Segers
The Annals of Statistics 40 (3), 1764-1793, 2012
752012
Max-stable models for multivariate extremes
J Segers
arXiv preprint arXiv:1204.0332, 2012
642012
Nonparametric estimation of multivariate extreme-value copulas
G Gudendorf, J Segers
Journal of Statistical Planning and Inference 142 (12), 3073-3085, 2012
562012
Nonparametric estimation of multivariate extreme-value copulas
G Gudendorf, J Segers
Journal of Statistical Planning and Inference 142 (12), 3073-3085, 2012
562012
Tails of random sums of a heavy-tailed number of light-tailed terms
CY Robert, J Segers
Insurance: Mathematics and Economics 43 (1), 85-92, 2008
542008
Lower tail dependence for Archimedean copulas: characterizations and pitfalls
A Charpentier, J Segers
Insurance: Mathematics and Economics 40 (3), 525-532, 2007
542007
A sliding blocks estimator for the extremal index
CY Robert, J Segers, CAT Ferro
Electronic Journal of Statistics 3, 993-1020, 2009
522009
Nonparametric estimation of an extreme-value copula in arbitrary dimensions
G Gudendorf, J Segers
Journal of multivariate analysis 102 (1), 37-47, 2011
512011
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