Anna Kiriliouk

Available identifiers

zbMath Open kiriliouk.annaMaRDI QIDQ726121

List of research outcomes

Publication	Date of Publication	Type
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions	2024-10-18	Paper
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

This page was built for person: Anna Kiriliouk