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A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan - 2016
Persistent link: https://www.econbiz.de/10011427965
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Max-factor individual risk models with application to credit portfolios
Denuit, Michel; Kiriliouk, Anna; Segers, Johan - In: Insurance / Mathematics & economics 62 (2015), pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
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Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003736683
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Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution
Einmahl, John H. J. (contributor); Segers, Johan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003736689
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An M-estimator of spatial tail dependence
Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; … - 2014
Persistent link: https://www.econbiz.de/10010395535
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Assessing confidence intervals for the tail index by edgeworth expansions for the Hill estimator
Haeusler, Erich (contributor); Segers, Johan (contributor) - 2005
Persistent link: https://www.econbiz.de/10003239200
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Rare events, temporal dependence, and the extremal index
Segers, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003290422
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Projection estimates of constrained functional parameters
Fils-Villetard, Amélie (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003179393
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Unbiased tail estimation by an extension of the generalized pareto distribution
Beirlant, Jan (contributor); Joossens, Elisabeth (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179406
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Non-parametric inference for bivariate extreme-value copulas
Segers, Johan (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002453243