Research Output 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)
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
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2015 2019
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. 123-135Research output: Contribution to journal › Article
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 journal › Article
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. 581-600Research output: Contribution to journal › Article
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. 1-9Research output: Contribution to journal › Article
Netherlands
Hospital Emergency Service
Hot Temperature
Temperature
Extreme Heat