Johan Segers

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Concentration bounds for the empirical angular measure with statistical learning applications Bernoulli	2024-11-12	Paper
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions Technometrics	2024-10-18	Paper
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments Advances in Applied Probability	2024-05-29	Paper
Multivariate generalized Pareto distributions along extreme directions	2023-11-08	Paper
Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions Extremes	2023-08-22	Paper
Tail inference using extreme U-statistics Electronic Journal of Statistics	2023-05-31	Paper
Tail inference using extreme U-statistics Electronic Journal of Statistics	2023-05-31	Paper
An asymptotic expansion of the empirical angular measure for bivariate extremal dependence	2023-05-26	Paper
Risk bounds when learning infinitely many response functions by ordinary linear regression Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2023-02-28	Paper
Uniform concentration bounds for frequencies of rare events Statistics & Probability Letters	2022-08-30	Paper
Graphical and uniform consistency of estimated optimal transport plans	2022-08-04	Paper
Modelling multivariate extreme value distributions via Markov trees	2022-07-29	Paper
Invariance properties of limiting point processes and applications to clusters of extremes	2022-07-22	Paper
Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes Journal of Computational and Graphical Statistics	2022-03-28	Paper
Measuring dependence between random vectors via optimal transport Journal of Multivariate Analysis	2022-03-01	Paper
Control variate selection for Monte Carlo integration Statistics and Computing	2021-12-09	Paper
Empirical tail copulas for functional data The Annals of Statistics	2021-12-03	Paper
Empirical tail copulas for functional data The Annals of Statistics	2021-12-03	Paper
Maxima and near-maxima of a Gaussian random assignment field Statistics & Probability Letters	2021-11-12	Paper
Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables Extremes	2021-09-29	Paper
Multivariate goodness-of-fit tests based on Wasserstein distance Electronic Journal of Statistics	2021-08-09	Paper
One- versus multi-component regular variation and extremes of Markov trees Advances in Applied Probability	2021-08-04	Paper
Risk bounds when learning infinitely many response functions by ordinary linear regression (available as arXiv preprint)	2020-06-16	Paper
Monte Carlo integration with a growing number of control variates Journal of Applied Probability	2019-12-17	Paper
Identifying groups of variables with the potential of being large simultaneously Extremes	2019-07-04	Paper
Resampling Procedures with Empirical Beta Copulas	2019-05-29	Paper
An \(M\)-estimator of spatial tail dependence Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-05-09	Paper
Non-parametric Bayesian inference on bivariate extremes Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-04-30	Paper
On the longest gap between power-rate arrivals Bernoulli	2019-01-28	Paper
On the longest gap between power-rate arrivals Bernoulli	2019-01-28	Paper
An estimator of the stable tail dependence function based on the empirical beta copula Extremes	2018-12-20	Paper
Tails of optimal transport plans for regularly varying probability measures	2018-11-29	Paper
Nonparametric estimation of pair-copula constructions with the empirical pair-copula Computational Statistics and Data Analysis	2018-11-23	Paper
Nonparametric estimation of the tree structure of a nested Archimedean copula Computational Statistics and Data Analysis	2018-11-23	Paper
Comments on ``Human life is unlimited -- but short by H. Rootzén and D. Zholud Extremes	2018-10-12	Paper
Marginal standardization of upper semicontinuous processes with application to MAX-stable processes Journal of Applied Probability	2018-09-26	Paper
A continuous updating weighted least squares estimator of tail dependence in high dimensions Extremes	2018-08-03	Paper
On the weak convergence of the empirical conditional copula under a simplifying assumption Journal of Multivariate Analysis	2018-05-17	Paper
Weak convergence of the weighted empirical beta copula process Journal of Multivariate Analysis	2018-05-17	Paper
Inference for heavy tailed stationary time series based on sliding blocks Electronic Journal of Statistics	2018-04-25	Paper
Inference for heavy tailed stationary time series based on sliding blocks Electronic Journal of Statistics	2018-04-25	Paper
Multivariate peaks over thresholds models Extremes	2018-04-16	Paper
Multivariate generalized Pareto distributions: parametrizations, representations, and properties Journal of Multivariate Analysis	2018-04-12	Paper
Multivariate generalized Pareto distributions: parametrizations, representations, and properties Journal of Multivariate Analysis	2018-04-12	Paper
On the maximum likelihood estimator for the generalized extreme-value distribution Extremes	2018-01-31	Paper
Polar decomposition of regularly varying time series in star-shaped metric spaces Extremes	2018-01-26	Paper
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series Bernoulli	2017-09-21	Paper
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series Bernoulli	2017-09-21	Paper
A continuous updating weighted least squares estimator of tail dependence in high dimensions Extremes	2017-08-31	Paper
Nonparametric estimation of extremal dependence (available as arXiv preprint)	2017-07-04	Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials Journal of Statistical Planning and Inference	2017-04-01	Paper
The empirical beta copula Journal of Multivariate Analysis	2017-02-23	Paper
The empirical beta copula Journal of Multivariate Analysis	2017-02-23	Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials Journal of Statistical Planning and Inference	2017-01-19	Paper
Nonparametric inference for max-stable dependence Statistical Science	2016-02-16	Paper
Nonparametric inference for max-stable dependence Statistical Science	2016-02-16	Paper
Statistics for tail processes of Markov chains Extremes	2015-09-24	Paper
scientific article; zbMATH DE number 6441112 (Why is no real title available?)	2015-05-29	Paper
Max-factor individual risk models with application to credit portfolios Insurance Mathematics & Economics	2015-05-26	Paper
Hybrid copula estimators Journal of Statistical Planning and Inference	2015-05-15	Paper
Extreme value copula estimation based on block maxima of a multivariate stationary time series Extremes	2015-01-23	Paper
Semiparametric Gaussian copula models: geometry and efficient rank-based estimation The Annals of Statistics	2014-12-12	Paper
Detecting changes in cross-sectional dependence in multivariate time series Journal of Multivariate Analysis	2014-11-01	Paper
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs The Annals of Statistics	2014-10-17	Paper
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs The Annals of Statistics	2014-10-17	Paper
MAX-stable models for multivariate extremes REVSTAT	2014-10-13	Paper
MAX-stable models for multivariate extremes REVSTAT	2014-10-13	Paper
Detecting changes in cross-sectional dependence in multivariate time series Journal of Multivariate Analysis	2014-10-08	Paper
Measuring association and dependence between random vectors Journal of Multivariate Analysis	2014-01-13	Paper
A Euclidean Likelihood Estimator for Bivariate Tail Dependence Communications in Statistics: Theory and Methods	2013-06-13	Paper
A sliding blocks estimator for the extremal index Electronic Journal of Statistics	2013-05-27	Paper
A sliding blocks estimator for the extremal index Electronic Journal of Statistics	2013-05-27	Paper
An M-estimator for tail dependence in arbitrary dimensions The Annals of Statistics	2012-12-10	Paper
An M-estimator for tail dependence in arbitrary dimensions The Annals of Statistics	2012-12-10	Paper
A functional limit theorem for dependent sequences with infinite variance stable limits The Annals of Probability	2012-11-29	Paper
A functional limit theorem for dependent sequences with infinite variance stable limits The Annals of Probability	2012-11-29	Paper
Comments on: Inference in multivariate Archimedean copula models Test	2012-11-15	Paper
Nonparametric estimation of multivariate extreme-value copulas Journal of Statistical Planning and Inference	2012-09-21	Paper
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Bernoulli	2012-08-09	Paper
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Bernoulli	2012-08-09	Paper
Risk concentration and diversification: second-order properties Insurance Mathematics & Economics	2012-02-10	Paper
Large-sample tests of extreme-value dependence for multivariate copulas The Canadian Journal of Statistics	2011-12-28	Paper
Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC Extremes	2011-11-27	Paper
Tails of correlation mixtures of elliptical copulas Insurance Mathematics & Economics	2011-08-01	Paper
Erratum to: ``Regularly varying multivariate time series Stochastic Processes and their Applications	2011-06-15	Paper
Generalised regular variation of arbitrary order Banach Center Publications	2011-03-21	Paper
Nonparametric estimation of an extreme-value copula in arbitrary dimensions Journal of Multivariate Analysis	2010-11-25	Paper
On the covariance of the asymptotic empirical copula process Journal of Multivariate Analysis	2010-06-25	Paper
Regularly varying time series in Banach spaces	2010-01-19	Paper
Extreme-Value Copulas	2009-11-05	Paper
Rank-based inference for bivariate extreme-value copulas The Annals of Statistics	2009-08-19	Paper
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion The Annals of Statistics	2009-08-19	Paper
Tails of multivariate Archimedean copulas Journal of Multivariate Analysis	2009-06-09	Paper
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions Journal of Statistical Planning and Inference	2009-06-09	Paper
Regularly varying multivariate time series Stochastic Processes and their Applications	2009-05-06	Paper
A method of moments estimator of tail dependence Bernoulli	2009-03-02	Paper
Projection estimators of Pickands dependence functions The Canadian Journal of Statistics	2009-01-15	Paper
Tails of random sums of a heavy-tailed number of light-tailed terms Insurance Mathematics & Economics	2008-08-18	Paper
Convergence of Archimedean copulas Statistics & Probability Letters	2008-03-26	Paper
Extremal indices, geometric ergodicity of Markov chains and MCMC Extremes	2007-12-16	Paper
Lower tail dependence for Archimedean copulas: characterizations and pitfalls Insurance Mathematics & Economics	2007-05-23	Paper
Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator Bernoulli	2007-05-15	Paper
Multivariate regular variation of heavy-tailed Markov chains	2007-01-15	Paper
Rare events, temporal dependence, and the extremal index Journal of Applied Probability	2006-11-16	Paper
“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 North American Actuarial Journal	2006-01-06	Paper
Approximate distributions of clusters of extremes Statistics & Probability Letters	2005-11-07	Paper
Inference for Clusters of Extreme Values Journal of the Royal Statistical Society Series B: Statistical Methodology	2005-04-11	Paper
Generalized Pickands estimators for the extreme value index Journal of Statistical Planning and Inference	2005-02-09	Paper
Statistics of Extremes Wiley Series in Probability and Statistics	2004-12-14	Paper
Abelian and Tauberian Theorems on the Bias of the Hill Estimator Scandinavian Journal of Statistics	2004-03-16	Paper
Functionals of clusters of extremes Advances in Applied Probability	2004-03-07	Paper
On the normal uniform local domain of attraction for intermediate order statistics Statistics & Probability Letters	2002-04-07	Paper
Testing the Gumbel hypothesis by Galton's ratio Extremes	2002-01-30	Paper
Residual estimators Journal of Statistical Planning and Inference	2002-01-02	Paper
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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