Anna Kiriliouk

Available identifiers

zbMath Open kiriliouk.annaMaRDI QIDQ726121

List of research outcomes

Publication	Date of Publication	Type
Multivariate generalized Pareto distributions along extreme directions	2023-11-08	Paper
Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory	2021-08-04	Paper
Resampling Procedures with Empirical Beta Copulas	2019-05-29	Paper
An M-Estimator of Spatial Tail Dependence	2019-05-09	Paper
An estimator of the stable tail dependence function based on the empirical beta copula	2018-12-20	Paper
A continuous updating weighted least squares estimator of tail dependence in high dimensions	2018-08-03	Paper
A continuous updating weighted least squares estimator of tail dependence in high dimensions	2017-08-31	Paper
Max-factor individual risk models with application to credit portfolios	2015-05-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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