pith. sign in

Johan Segers

Identifiers

  • name variant Johan Segers 0.60 · backfill

Papers (60)

  1. Zero-couplings of infinite measures with cyclically monotone support and multivariate regular variation math.PR · 2026 · author #3
  2. A spatio-temporal statistical framework for heatwave attribution under climate change stat.AP · 2026 · author #2
  3. A penalized least squares estimator for extreme-value mixture models stat.ME · 2025 · author #3
  4. Tails of optimal transport plans for regularly varying probability measures math.PR · 2018 · author #2
  5. Identifying groups of variables with the potential of being large simultaneously stat.ME · 2018 · author #3
  6. Bayesian inference for bivariate ranks stat.ML · 2018 · author #3
  7. An estimator of the stable tail dependence function based on the empirical beta copula stat.ME · 2017 · author #2
  8. Inference for heavy tailed stationary time series based on sliding blocks math.ST · 2017 · author #2
  9. Bayesian model averaging over tree-based dependence structures for multivariate extremes stat.ME · 2017 · author #3
  10. Multivariate generalized Pareto distributions: parametrizations, representations, and properties math.ST · 2017 · author #2
  11. Weak convergence of the weighted empirical beta copula process math.ST · 2017 · author #2
  12. On the longest gap between power-rate arrivals math.PR · 2017 · author #3
  13. Peaks over thresholds modelling with multivariate generalized Pareto distributions stat.ME · 2016 · author #3
  14. The Empirical Beta Copula math.ST · 2016 · author #1
  15. Polar decomposition of regularly varying time series in star-shaped metric spaces math.PR · 2016 · author #1
  16. Multivariate peaks over thresholds models math.PR · 2016 · author #2
  17. Marginal standardization of upper semicontinuous processes. with application to max-stable processes math.PR · 2016 · author #2
  18. On the maximum likelihood estimator for the Generalized Extreme-Value distribution math.ST · 2016 · author #2
  19. A continuous updating weighted least squares estimator of tail dependence in high dimensions stat.ME · 2016 · author #3
  20. Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series math.ST · 2015 · author #2
  21. On the weak convergence of the empirical conditional copula under a simplifying assumption math.ST · 2015 · author #2
  22. Max-factor individual risk models with application to credit portfolios stat.ME · 2014 · author #3
  23. Nonparametric estimation of extremal dependence stat.ME · 2014 · author #2
  24. On the asymptotic distribution of the mean absolute deviation about the mean stat.ME · 2014 · author #1
  25. Statistics for Tail Processes of Markov Chains stat.ME · 2014 · author #2
  26. Hybrid Copula Estimators stat.ME · 2014 · author #1
  27. An M-estimator of spatial tail dependence stat.ME · 2014 · author #4
  28. Extreme value copula estimation based on block maxima of a multivariate stationary time series math.ST · 2013 · author #2
  29. Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation stat.ME · 2013 · author #1
  30. When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs math.ST · 2013 · author #2
  31. Markov tail chains math.PR · 2013 · author #2
  32. Nonparametric estimation of the tree structure of a nested Archimedean copula stat.ME · 2013 · author #1
  33. Nonparametric Inference for Max-Stable Dependence stat.ME · 2012 · author #1
  34. Detecting changes in cross-sectional dependence in multivariate time series math.ST · 2012 · author #4
  35. A Euclidean likelihood estimator for bivariate tail dependence stat.ME · 2012 · author #3
  36. Max-stable models for multivariate extremes math.PR · 2012 · author #1
  37. Nonparametric estimation of pair-copula constructions with the empirical pair-copula stat.ME · 2012 · author #2
  38. An M-estimator for tail dependence in arbitrary dimensions math.ST · 2011 · author #3
  39. Measuring Association between Random Vectors stat.ME · 2011 · author #4
  40. Nonparametric estimation of multivariate extreme-value copulas stat.ME · 2011 · author #2
  41. Large-sample tests of extreme-value dependence for multivariate copulas stat.ME · 2011 · author #2
  42. Asymptotics of empirical copula processes under non-restrictive smoothness assumptions math.ST · 2010 · author #1
  43. Regularly varying time series in Banach spaces math.PR · 2010 · author #2
  44. A functional limit theorem for dependent sequences with infinite variance stable limits math.PR · 2010 · author #3
  45. Tails of correlation mixtures of elliptical copulas math.ST · 2009 · author #2
  46. Nonparametric Bayesian Inference on Bivariate Extremes math.ST · 2009 · author #3
  47. Extreme-Value Copulas math.ST · 2009 · author #2
  48. Risk Concentration and Diversification: Second-Order Properties q-fin.RM · 2009 · author #3
  49. Nonparametric estimation of an extreme-value copula in arbitrary dimensions math.ST · 2009 · author #2
  50. On the covariance of the asymptotic empirical copula process math.ST · 2009 · author #2
  51. Tails of multivariate Archimedean copulas math.PR · 2009 · author #2
  52. Second-order refined peaks-over-threshold modelling for heavy-tailed distributions math.ST · 2009 · author #3
  53. Generalised regular variation of arbitrary order math.CA · 2009 · author #2
  54. A Sliding Blocks Estimator for the Extremal Index math.ST · 2008 · author #2
  55. Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution math.ST · 2008 · author #2
  56. A method of moments estimator of tail dependence math.ST · 2007 · author #3
  57. Rank-based inference for bivariate extreme-value copulas math.ST · 2007 · author #2
  58. Regularly varying multivariate time series math.PR · 2007 · author #2
  59. Tails of random sums of a heavy-tailed number of light-tailed terms math.PR · 2007 · author #2
  60. Multivariate regular variation of heavy-tailed Markov chains math.PR · 2007 · author #1

Mentions

  • 1406.4151 #1 · backfill · confidence 0.70 Johan Segers
  • 1405.7721 #2 · backfill · confidence 0.70 Johan Segers
  • 1405.2105 #1 · backfill · confidence 0.70 Johan Segers
  • 1403.1975 #4 · backfill · confidence 0.70 Johan Segers
  • 1311.3060 #2 · backfill · confidence 0.70 Johan Segers
  • 1306.6658 #1 · backfill · confidence 0.70 Johan Segers
  • 1305.6408 #2 · backfill · confidence 0.70 Johan Segers
  • 1304.7637 #2 · backfill · confidence 0.70 Johan Segers
  • 1304.1384 #1 · backfill · confidence 0.70 Johan Segers
  • 1208.3571 #1 · backfill · confidence 0.70 Johan Segers
  • 1206.2557 #4 · backfill · confidence 0.70 Johan Segers
  • 1204.3524 #3 · backfill · confidence 0.70 Johan Segers
  • 1204.0332 #1 · backfill · confidence 0.70 Johan Segers
  • 1201.5133 #2 · backfill · confidence 0.70 Johan Segers
  • 1112.0905 #3 · backfill · confidence 0.70 Johan Segers
  • 1107.4381 #4 · backfill · confidence 0.70 Johan Segers
  • 1107.2410 #2 · backfill · confidence 0.70 Johan Segers
  • 1105.2220 #2 · backfill · confidence 0.70 Johan Segers
  • 1012.2133 #1 · backfill · confidence 0.70 Johan Segers
  • 1001.3262 #2 · backfill · confidence 0.70 Johan Segers
  • 1001.1345 #3 · backfill · confidence 0.70 Johan Segers
  • 0912.3516 #2 · backfill · confidence 0.70 Johan Segers
  • 0911.3270 #3 · backfill · confidence 0.70 Johan Segers
  • 0911.1015 #2 · backfill · confidence 0.70 Johan Segers
  • 0910.2367 #3 · backfill · confidence 0.70 Johan Segers
  • 0910.0845 #2 · backfill · confidence 0.70 Johan Segers
  • 0903.3330 #2 · backfill · confidence 0.70 Johan Segers
  • 0901.1521 #2 · backfill · confidence 0.70 Johan Segers
  • 0901.1518 #3 · backfill · confidence 0.70 Johan Segers
  • 0901.1468 #2 · backfill · confidence 0.70 Johan Segers
  • 0812.4233 #2 · backfill · confidence 0.70 Johan Segers
  • 0812.3485 #2 · backfill · confidence 0.70 Johan Segers
  • 0710.2039 #3 · backfill · confidence 0.70 Johan Segers
  • 0707.4098 #2 · backfill · confidence 0.70 Johan Segers
  • 0707.3989 #2 · backfill · confidence 0.70 Johan Segers

Frequent Coauthors