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Research Output 2015 2019

  • 37 Citations
  • 4 h-Index
  • 7 Article
  • 1 Chapter
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Article
2019

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 journalArticle

Peaks over Threshold
Generalized Pareto Distribution
Modeling
Extreme Events
Landslide
2018

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
2016

An M-estimator of spatial tail dependence

Einmahl, J. H. J., Kiriliouk, A., Krajina, A. & Segers, J., 1 Jan 2016, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 78, 1, p. 275-298 24 p.

Research output: Contribution to journalArticle

Tail Dependence
Spatial Dependence
Stable Laws
M-estimator
Stable Process
2015

Max-factor individual risk models with application to credit portfolios

Denuit, M., Kiriliouk, A. & Segers, J., 1 May 2015, In : Insurance: Mathematics and Economics. 62, p. 162-172 11 p.

Research output: Contribution to journalArticle

Linear Combination
Extreme Quantiles
Credit Risk
Loss Probability
Monotone Function