The following pages link to Johan Segers (Q218767):
Displayed 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Item:Q218767 (redirect page) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Item:Q218767 (redirect page) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Item:Q218767 (redirect page) (← links)
- Semiparametric Gaussian copula models: geometry and efficient rank-based estimation (Q480976) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- The empirical beta copula (Q511991) (← links)
- Erratum to: ``Regularly varying multivariate time series'' (Q544496) (← links)
- Item:Q218767 (redirect page) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC (Q650738) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator (Q880481) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- On the covariance of the asymptotic empirical copula process (Q979237) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- On the longest gap between power-rate arrivals (Q1715533) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Comments on ``Human life is unlimited -- but short'' by H. Rootzén and D. Zholud (Q1792619) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Measuring dependence between random vectors via optimal transport (Q2078573) (← links)
- Uniform concentration bounds for frequencies of rare events (Q2170254) (← links)