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Anna Kiriliouk

  • Belgium

  • 58 Citations
  • 5 h-Index
20152020

Research output per year

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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)

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Projects

Extremes, dependence and climate change

Kiriliouk, A.

1/01/20 → 31/12/21

Project: Research

Research Output

  • 58 Citations
  • 5 h-Index
  • 7 Article
  • 1 Chapter

Hypothesis testing for tail dependence parameters on the boundary of the parameter space

Kiriliouk, A., 2019, (Accepted/In press) In : Econometrics and Statistics.

Research output: Contribution to journal › Article

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. 123-135

Research output: Contribution to journal › Article

    • 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

    • 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 journal › Article

    • 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. 1-9 108.

    Research output: Contribution to journal › Article