Johan Segers

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Jan BeirlantKU LeuvenEmail verificata su wis.kuleuven.be
Yuri GoegebeurUniversity of Southern DenmarkEmail verificata su imada.sdu.dk
Anna KirilioukUniversité de NamurEmail verificata su unamur.be
Axel BücherRuhr University Bochum, GermanyEmail verificata su rub.de
Bojan BasrakProfessor, University of Zagreb, Faculty of Science, Department of MathematicsEmail verificata su math.pmf.unizg.hr
Christopher FerroUniversity of ExeterEmail verificata su exeter.ac.uk
Arthur CharpentierUniversité du Québec à MontréalEmail verificata su uqam.ca
Michal WarcholEmail verificata su uclouvain.be
holger rootzenProfessor, Mathematical Statistics, ChalmersEmail verificata su chalmers.se
Christian GenestMcGill University (Montréal, Canada)Email verificata su math.mcgill.ca
Jenny WadsworthLancaster UniversityEmail verificata su lancaster.ac.uk
Ivan KojadinovicProfessor of Statistics, University of Pau, FranceEmail verificata su univ-pau.fr
Holger DreesUniversität HamburgEmail verificata su uni-hamburg.de
Gilles MordantUniversität GöttingenEmail verificata su uclouvain.be
Anne SabourinUniversité Paris Cité, CNRS, MAP5, F-75006 Paris, FranceEmail verificata su u-paris.fr
Danijel KrizmanićAssistant Professor, University of Rijeka, Department of MathematicsEmail verificata su math.uniri.hr
Rémi LelucPostdoc at CMAP (Ecole Polytechnique)Email verificata su polytechnique.edu
Armelle GuillouProfessor in statistics, Strasbourg UniversityEmail verificata su math.unistra.fr
Hans MannerUniversity of GrazEmail verificata su uni-graz.at
Stanislav VolgushevUniversity of TorontoEmail verificata su utstat.toronto.edu

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Johan Segers

ISBA, LIDAM, Université catholique de Louvain

Email verificata su uclouvain.be - Home page

mathematical statistics applied probability


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Statistics of extremes: theory and applications J Beirlant, Y Goegebeur, J Segers, JL Teugels John Wiley & Sons, 2006	3148	2006
A conditional approach for multivariate extreme values (with discussion) JE Heffernan, JA Tawn Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2004	849	2004
Inference for clusters of extreme values CAT Ferro, J Segers Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2003	555	2003
Extreme-value copulas G Gudendorf, J Segers Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010	338	2010
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions J Segers	289	2012
Regularly varying multivariate time series B Basrak, J Segers Stochastic processes and their applications 119 (4), 1055-1080, 2009	250	2009
Rank-based inference for bivariate extreme-value copulas C Genest, J Segers	180	2009
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	171	2009
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution JHJ Einmahl, J Segers The Annals of Statistics, 2953-2989, 2009	121	2009
An M-estimator for tail dependence in arbitrary dimensions JHJ Einmahl, A Krajina, J Segers	116	2012
Max-stable models for multivariate extremes J Segers arXiv preprint arXiv:1204.0332, 2012	99	2012
The empirical beta copula J Segers, M Sibuya, H Tsukahara Journal of Multivariate Analysis 155, 35-51, 2017	88	2017
Botulinum toxin potentiates cancer radiotherapy and chemotherapy. R Ansiaux, C Baudelet, GO Cron, J Segers, C Dessy, P Martinive, ... Clinical cancer research: an official journal of the American Association …, 2006	88	2006
Peaks over thresholds modeling with multivariate generalized Pareto distributions A Kiriliouk, H Rootzén, J Segers, JL Wadsworth Technometrics 61 (1), 123-135, 2019	87	2019
On the maximum likelihood estimator for the generalized extreme-value distribution A Bücher, J Segers Extremes 20, 839-872, 2017	80	2017
Multivariate peaks over thresholds models H Rootzén, J Segers, J L. Wadsworth Extremes 21 (1), 115-145, 2018	78	2018
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	77	2008
A sliding blocks estimator for the extremal index CY Robert, J Segers, CAT Ferro	76	2009
Nonparametric estimation of multivariate extreme-value copulas G Gudendorf, J Segers Journal of Statistical Planning and Inference 142 (12), 3073-3085, 2012	75	2012
Detecting changes in cross-sectional dependence in multivariate time series A Bücher, I Kojadinovic, T Rohmer, J Segers Journal of Multivariate Analysis 132, 111-128, 2014	72	2014

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