Projects per year
Personal profile
Introduction
In September 2018, I joined the Université de Namur as an assistant professor in Statistics, being affiliated with both the Faculty of Economics, Social sciences and Business Administration and the Department of Mathematics. Prior to that, I spent a year as an assistant professor in the Department of Econometrics of the Erasmus University Rotterdam and four years as a FRIA research fellow (PhD) at the Université catholique de Louvain. My main research interests are copulas and extreme-value theory, in particular when concerning problems that are motivated directly by environmental or financial applications.
Diplomas
2016: PhD in Statistics (Université catholique de Louvain)
2012: Master in Applied Statistics (École polytechnique fédérale de Lausanne)
2010: Bachelor in Mathematics (Radboud Universiteit Nijmegen)
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Doctor of Science, Modelling extreme-value dependence in high dimensions using threshold exceedances, UCLouvain
Award Date: 26 Aug 2016
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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EXALT: EXtreme weather Attribution at mid- and high-Latitudes using advanced statistical Techniques
Kiriliouk, A. (PI), Ragone, F. (CoPI), Massonnet, F. (CoPI) & Segers, J. (CoPI)
1/10/24 → 30/09/29
Project: Research
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Flexible statistical models for compound climate events
Kiriliouk, A. (PI)
1/01/24 → 31/12/26
Project: Research
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Learning structures and patterns from multivariate extremes
Segers, J. (PI) & Kiriliouk, A. (CoI)
1/01/21 → 31/12/24
Project: Research
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Resampling Procedures with Empirical Beta Copulas
Kiriliouk, A., Segers, J. & Tsukahara, H., 2021, Pioneering Works on Extreme Value Theory: In Honor of Masaaki Sibuya. Kunitomo, N. & Takemura, A. (eds.). Springer, p. 27-53 (JSS Research Series in Statistics).Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review
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Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
Kiriliouk, A. & Naveau, P., 2020, In: Annals of Applied Statistics. 14, 3, p. 1342-1358 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile94 Downloads (Pure) -
Hypothesis testing for tail dependence parameters on the boundary of the parameter space
Kiriliouk, A., Oct 2020, In: Econometrics and Statistics. 16, p. 121-135 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile69 Downloads (Pure) -
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2 Jan 2019, In: Technometrics. 61, 1, p. 123-135Research output: Contribution to journal › Article › peer-review
Open AccessFile86 Downloads (Pure) -
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In: Extremes. 21, 2, p. 205-233 29 p.Research output: Contribution to journal › Article › peer-review