Anna Kiriliouk

Identifiers

• name variant Anna Kiriliouk 0.60 · backfill

Papers (9)

1. A sub-asymptotic model for bivariate threshold exceedances stat.ME · 2026 · author #2
2. A penalized least squares estimator for extreme-value mixture models stat.ME · 2025 · author #2
3. An estimator of the stable tail dependence function based on the empirical beta copula stat.ME · 2017 · author #1
4. Hypothesis testing for tail dependence parameters on the boundary of the parameter space stat.ME · 2017 · author #1
5. Peaks over thresholds modelling with multivariate generalized Pareto distributions stat.ME · 2016 · author #1
6. A continuous updating weighted least squares estimator of tail dependence in high dimensions stat.ME · 2016 · author #2
7. Max-factor individual risk models with application to credit portfolios stat.ME · 2014 · author #2
8. Nonparametric estimation of extremal dependence stat.ME · 2014 · author #1
9. An M-estimator of spatial tail dependence stat.ME · 2014 · author #2

Mentions

• 1412.3230 #2 · backfill · confidence 0.70 Anna Kiriliouk
• 1411.0414 #1 · backfill · confidence 0.70 Anna Kiriliouk
• 1403.1975 #2 · backfill · confidence 0.70 Anna Kiriliouk

Frequent Coauthors

• Johan Segers 7 shared papers
• Anas Mourahib 1 shared papers
• Andrea Krajina 1 shared papers
• Holger Rootz\'en 1 shared papers
• Jennifer L. Wadsworth 1 shared papers
• John Einmahl 1 shared papers
• John H.J. Einmahl 1 shared papers
• Laleh Tafakori 1 shared papers
• Michal Warchol 1 shared papers
• Michel Denuit 1 shared papers
• Mirco Lescart 1 shared papers
• Philippe Naveau 1 shared papers