Anna Kiriliouk
Anna Kiriliouk
Geverifieerd e-mailadres voor unamur.be - Homepage
TitelGeciteerd doorJaar
An M‐estimator of spatial tail dependence
JHJ Einmahl, A Kiriliouk, A Krajina, J Segers
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2016
232016
A continuous updating weighted least squares estimator of tail dependence in high dimensions
JHJ Einmahl, A Kiriliouk, J Segers
Extremes 21 (2), 205-233, 2018
182018
Peaks over thresholds modeling with multivariate generalized Pareto distributions
A Kiriliouk, H Rootzén, J Segers, JL Wadsworth
Technometrics 61 (1), 123-135, 2019
142019
Heat and emergency room admissions in the Netherlands
JAF van Loenhout, TD Delbiso, A Kiriliouk, JM Rodriguez-Llanes, ...
BMC public health 18 (1), 108, 2018
82018
Nonparametric estimation of extremal dependence
A Kiriliouk, J Segers, M Warchol
Extreme Value Modeling and Risk Analysis: Methods and Applications, 353-375, 2016
72016
Max-factor individual risk models with application to credit portfolios
M Denuit, A Kiriliouk, J Segers
Insurance: Mathematics and Economics 62, 162-172, 2015
72015
An estimator of the stable tail dependence function based on the empirical beta copula
A Kiriliouk, J Segers, L Tafakori
Extremes 21 (4), 581-600, 2018
52018
Hypothesis testing for tail dependence parameters on the boundary of the parameter space
A Kiriliouk
Econometrics and Statistics, 2019
3*2019
Modelling extreme-value dependence in high dimensions using threshold exceedances
A Kiriliouk
thesis,(http://annakiriliouk. weebly. com/uploads/2/6/9/8/26984751/thesis. pdf), 2016
12016
Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
A Kiriliouk, P Naveau
arXiv preprint arXiv:1908.03107, 2019
2019
On Some Resampling Procedures with the Empirical Beta Copula
A Kiriliouk, J Segers, H Tsukahara
arXiv preprint arXiv:1905.12466, 2019
2019
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–11