Volgen
Anna Kiriliouk
Anna Kiriliouk
Geverifieerd e-mailadres voor unamur.be - Homepage
Titel
Geciteerd door
Geciteerd door
Jaar
Peaks over thresholds modeling with multivariate generalized Pareto distributions
A Kiriliouk, H Rootzén, J Segers, JL Wadsworth
Technometrics 61 (1), 123-135, 2019
742019
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
562016
A continuous updating weighted least squares estimator of tail dependence in high dimensions
JHJ Einmahl, A Kiriliouk, J Segers
Extremes 21, 205-233, 2018
502018
Heat and emergency room admissions in the Netherlands
JAF van Loenhout, TD Delbiso, A Kiriliouk, JM Rodriguez-Llanes, ...
BMC Public Health 18, 1-9, 2018
472018
Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
A Kiriliouk, P Naveau
192020
An estimator of the stable tail dependence function based on the empirical beta copula
A Kiriliouk, J Segers, L Tafakori
Extremes 21, 581-600, 2018
172018
Max-factor individual risk models with application to credit portfolios
M Denuit, A Kiriliouk, J Segers
Insurance: Mathematics and Economics 62, 162-172, 2015
122015
On some resampling procedures with the empirical beta copula
A Kiriliouk, J Segers, H Tsukahara
Manuscript, 2019
10*2019
Nonparametric estimation of extremal dependence
A Kiriliouk, J Segers, M Warchoł
Extreme Value Modelling and Risk Analysis: Methods and Applications, Eds D …, 2015
102015
Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients
A Kiriliouk, C Zhou
arXiv preprint arXiv:2210.12618, 2022
72022
Hypothesis testing for tail dependence parameters on the boundary of the parameter space
A Kiriliouk
Econometrics and Statistics 16, 121-135, 2020
6*2020
X-Vine Models for Multivariate Extremes
A Kiriliouk, J Lee, J Segers
arXiv preprint arXiv:2312.15205, 2023
22023
Supplement to “Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory.”
A Kiriliouk, P Naveau
DOI, 2020
12020
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
Multivariate generalized Pareto distributions along extreme directions
A Mourahib, A Kiriliouk, J Segers
arXiv preprint arXiv:2311.04618, 2023
2023
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–15