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)
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Projects
- 2 Active
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Learning structures and patterns from multivariate extremes
Segers, J. & Kiriliouk, A.
1/01/21 → 31/12/24
Project: Research
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Research output
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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 AccessFile -
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 AccessFile -
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
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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
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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. 581-600Research output: Contribution to journal › Article › peer-review