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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)

Fingerprint Dive into the research topics where Anna Kiriliouk is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Tail Dependence Mathematics
Dependence Function Mathematics
Estimator Mathematics
Peaks over Threshold Mathematics
Weighted Least Squares Estimator Mathematics
Generalized Pareto Distribution Mathematics
Spatial Dependence Mathematics
Stable Laws Mathematics

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Research Output 2015 2019

  • 36 Citations
  • 4 h-Index
  • 7 Article
  • 1 Chapter

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2019, In : Technometrics. 61, 1, p. 123-135

Research output: Contribution to journalArticle

Peaks over Threshold
Generalized Pareto Distribution
Modeling
Extreme Events
Landslide

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 journalArticle

Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator

An estimator of the stable tail dependence function based on the empirical beta copula

Kiriliouk, A., Segers, J. & Tafakori, L., 1 Dec 2018, In : Extremes. 22, 4, p. 581-600

Research output: Contribution to journalArticle

Dependence Function
Tail Dependence
Copula
Estimator
Indicator function

Heat and emergency room admissions in the Netherlands

van Loenhout, J. A. F., Delbiso, T. D., Kiriliouk, A., Rodriguez-Llanes, J. M., Segers, J. & Guha-Sapir, D., 5 Jan 2018, In : BMC public health. 18, 1, p. 1-9

Research output: Contribution to journalArticle

Netherlands
Hospital Emergency Service
Hot Temperature
Temperature
Extreme Heat