Edit Profile (opens in new tab) Segers, Johan Co-Author Distance Author ID: segers.johan Published as: Segers, Johan; Segers, J. Homepage: https://uclouvain.be/fr/repertoires/johan.segers External Links: MGP Documents Indexed: 95 Publications since 2000, including 1 Book and 10 Additional arXiv Preprints Co-Authors: 78 Co-Authors with 78 Joint Publications 1,473 Co-Co-Authors all top 5 Co-Authors 17 single-authored 6 Bücher, Axel 6 Einmahl, John H. J. 6 Kiriliouk, Anna 5 Portier, François 3 Basrak, Bojan 3 Beirlant, Jan 3 Charpentier, Arthur 3 Ferro, Christopher A. T. 3 Gudendorf, Gordon 3 Krajina, Andrea 3 Mordant, Gilles 3 Sabourin, Anne 3 Warchoł, Michał 2 Asenova, Stefka 2 Drees, Holger 2 Genest, Christian 2 Janßen, Anja 2 Joossens, Elisabeth 2 Kojadinovic, Ivan 2 Leluc, Rémi 2 Lhaut, Stéphane 2 Meinguet, Thomas 2 Robert, Christian-Yann 2 Roberts, Gareth O. 2 Rootzén, Holger 2 Rosenthal, Jeffrey S. 2 Sousa, Bruno 2 Teugels, Jozef L. 2 Tsukahara, Hideatsu 2 Wadsworth, Jennifer L. 1 Asmussen, Søren 1 Berghaus, Betina Hedwig 1 Chiapino, Maël 1 de Carvalho, Miguel 1 de Valk, Cees 1 De Waal, Daniel 1 Degen, Matthias 1 Denuit, Michel M. 1 Fils-Villetard, Amélie 1 Genton, Marc G. 1 Goegebeur, Yuri 1 Grothe, Oliver 1 Guillotte, Simon 1 Guillou, Armelle 1 Haff, Ingrid Hobæk 1 Hallin, Marc 1 Häusler, Erich 1 Huser, Raphaël 1 Ivanovs, Jevgeņijs 1 Kinhouk, Anna 1 Krizmanić, Danijel 1 Lambrigger, Dominik D. 1 Manner, Hans 1 Marcon, Giulia 1 Mazo, Gildas 1 Mourahib, Anas 1 Muliere, Pietro 1 Naveau, Philippe 1 Omey, Edward 1 Oorschot, Jochem 1 Oumow, Boris 1 Padoan, Simone A. 1 Perron, François 1 Plassier, Vincent 1 Rohmer, Tom 1 Schnieders, Julius 1 Sibuya, Masaaki 1 Tafakori, Laleh 1 Uyttendaele, Nathan 1 van den Akker, Ramon 1 Vettori, Sabrina 1 Volgushev, Stanislav 1 Warchoi, Michal 1 Werker, Bas J. M. 1 Yan, Jun 1 Zhao, Yuwei 1 Zhou, Chen 1 Zhuman, Aigerim all top 5 Serials 14 Extremes 10 Journal of Multivariate Analysis 6 The Annals of Statistics 6 Journal of Statistical Planning and Inference 5 Insurance Mathematics & Economics 5 Statistics & Probability Letters 5 Bernoulli 4 Journal of Applied Probability 4 Electronic Journal of Statistics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Advances in Applied Probability 2 The Canadian Journal of Statistics 2 Stochastic Processes and their Applications 2 Computational Statistics and Data Analysis 1 Scandinavian Journal of Statistics 1 The Annals of Probability 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Statistical Science 1 Communications in Statistics. Theory and Methods 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Test 1 North American Actuarial Journal 1 REVSTAT 1 Journal of Computational and Graphical Statistics 1 Statistics and Computing 1 Wiley Series in Probability and Statistics all top 5 Fields 78 Statistics (62-XX) 47 Probability theory and stochastic processes (60-XX) 11 Numerical analysis (65-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Real functions (26-XX) 2 Functional analysis (46-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 77 Publications have been cited 1,793 times in 1,124 Documents Cited by ▼ Year ▼ Statistics of extremes. Theory and applications. Zbl 1070.62036 Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris 390 2004 Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066 Segers, Johan 114 2012 Regularly varying multivariate time series. Zbl 1161.60319 Basrak, Bojan; Segers, Johan 103 2009 Inference for clusters of extreme values. Zbl 1065.62091 Ferro, Christopher A. T.; Segers, Johan 80 2003 Tails of multivariate Archimedean copulas. Zbl 1165.62038 Charpentier, Arthur; Segers, Johan 70 2009 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013 Genest, Christian; Segers, Johan 69 2009 Nonparametric estimation of multivariate extreme-value copulas. Zbl 1349.62207 Gudendorf, Gordon; Segers, Johan 58 2012 A functional limit theorem for dependent sequences with infinite variance stable limits. Zbl 1295.60041 Basrak, Bojan; Krizmanić, Danijel; Segers, Johan 47 2012 Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. Zbl 1173.62042 Einmahl, John H. J.; Segers, Johan 43 2009 An M-estimator for tail dependence in arbitrary dimensions. Zbl 1257.62058 Einmahl, John H. J.; Krajina, Andrea; Segers, Johan 35 2012 Tails of random sums of a heavy-tailed number of light-tailed terms. Zbl 1154.60032 Robert, Christian Y.; Segers, Johan 29 2008 Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Zbl 1183.62086 Charpentier, Arthur; Segers, Johan 26 2007 Risk concentration and diversification: second-order properties. Zbl 1231.91174 Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan 26 2010 Projection estimators of Pickands dependence functions. Zbl 1153.62044 Fils-Villetard, Amélie; Guillou, Armelle; Segers, Johan 25 2008 MAX-stable models for multivariate extremes. Zbl 1297.62121 Segers, Johan 24 2012 Nonparametric estimation of an extreme-value copula in arbitrary dimensions. Zbl 1352.62048 Gudendorf, Gordon; Segers, Johan 24 2011 Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044 Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 23 2009 A sliding blocks estimator for the extremal index. Zbl 1326.60075 Robert, Christian Y.; Segers, Johan; Ferro, Christopher A. T. 23 2009 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056 Bücher, Axel; Segers, Johan 22 2017 Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333 Kojadinovic, Ivan; Segers, Johan; Yan, Jun 21 2011 Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451 Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan 21 2014 Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087 Segers, Johan; Zhao, Yuwei; Meinguet, Thomas 21 2017 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222 Bücher, Axel; Segers, Johan 20 2014 Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials. Zbl 1359.62191 Marcon, G.; Padoan, S. A.; Naveau, P.; Muliere, P.; Segers, J. 19 2017 Statistics for tail processes of Markov chains. Zbl 1327.62322 Drees, Holger; Segers, Johan; Warchoł, Michał 19 2015 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030 Genest, Christian; Segers, Johan 18 2010 Markov tail chains. Zbl 1308.60067 Janssen, A.; Segers, J. 18 2014 The empirical beta copula. Zbl 1360.62237 Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu 18 2017 Multivariate peaks over thresholds models. Zbl 1390.62083 Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 17 2018 Tails of correlation mixtures of elliptical copulas. Zbl 1232.62080 Manner, Hans; Segers, Johan 16 2011 On the weak convergence of the empirical conditional copula under a simplifying assumption. Zbl 1401.62082 Portier, François; Segers, Johan 15 2018 Functionals of clusters of extremes. Zbl 1043.60043 Segers, Johan 15 2003 A method of moments estimator of tail dependence. Zbl 1155.62017 Einmahl, John H. J.; Krajina, Andrea; Segers, Johan 15 2008 A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088 Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan 15 2018 Convergence of Archimedean copulas. Zbl 1139.62303 Charpentier, Arthur; Segers, Johan 14 2008 When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. Zbl 1323.60038 Bücher, Axel; Segers, Johan; Volgushev, Stanislav 14 2014 Measuring association and dependence between random vectors. Zbl 1278.62090 Grothe, Oliver; Schnieders, Julius; Segers, Johan 14 2014 Multivariate generalized Pareto distributions: parametrizations, representations, and properties. Zbl 1397.62173 Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 13 2018 Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354 Bücher, Axel; Segers, Johan 13 2018 Non-parametric Bayesian inference on bivariate extremes. Zbl 1411.62126 Guillotte, Simon; Perron, François; Segers, Johan 13 2011 An \(M\)-estimator of spatial tail dependence. Zbl 1411.62125 Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan 12 2016 Residual estimators. Zbl 0977.62056 Segers, Johan 11 2001 Testing the Gumbel hypothesis by Galton’s ratio. Zbl 0979.62031 Segers, Johan; Teugels, Jef 11 2000 Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379 Hallin, Marc; Mordant, Gilles; Segers, Johan 11 2021 Approximate distributions of clusters of extremes. Zbl 1095.62063 Segers, Johan 10 2005 A Euclidean likelihood estimator for bivariate tail dependence. Zbl 1347.62075 de Carvalho, Miguel; Oumow, Boris; Segers, Johan; Warchoł, Michał 10 2013 Inference on the tail process with application to financial time series modeling. Zbl 1452.62759 Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał 10 2018 Nonparametric estimation of the tree structure of a nested Archimedean copula. Zbl 1506.62163 Segers, Johan; Uyttendaele, Nathan 10 2014 Generalized Pickands estimators for the extreme value index. Zbl 1089.62053 Segers, Johan 9 2005 Semiparametric Gaussian copula models: geometry and efficient rank-based estimation. Zbl 1305.62115 Segers, Johan; van den Akker, Ramon; Werker, Bas J. M. 9 2014 Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303 Bücher, Axel; Segers, Johan 8 2018 Nonparametric estimation of pair-copula constructions with the empirical pair-copula. Zbl 1507.62076 Hobæk Haff, Ingrid; Segers, Johan 8 2015 Abelian and Tauberian theorems on the bias of the Hill estimator. Zbl 1035.62042 Segers, Johan 7 2002 Extremal indices, geometric ergodicity of Markov chains and MCMC. Zbl 1142.65011 Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno 7 2006 Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226 Chiapino, Maël; Sabourin, Anne; Segers, Johan 7 2019 “Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502 Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 6 2004 Rare events, temporal dependence, and the extremal index. Zbl 1103.60054 Segers, Johan 6 2006 Monte Carlo integration with a growing number of control variates. Zbl 1427.60048 Portier, François; Segers, Johan 6 2019 Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator. Zbl 1111.62045 Haeusler, Erich; Segers, Johan 5 2007 Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110 Denuit, Michel; Kiriliouk, Anna; Segers, Johan 5 2015 An estimator of the stable tail dependence function based on the empirical beta copula. Zbl 1410.62073 Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh 5 2018 Comments on: Inference in multivariate Archimedean copula models. Zbl 1367.62168 Segers, Johan 4 2011 Maxima and near-maxima of a Gaussian random assignment field. Zbl 1482.60069 Mordant, Gilles; Segers, Johan 4 2021 One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086 Segers, Johan 4 2020 Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables. Zbl 1475.62161 Asenova, Stefka; Mazo, Gildas; Segers, Johan 4 2021 Generalised regular variation of arbitrary order. Zbl 1243.26002 Omey, Edward; Segers, Johan 3 2010 Weak convergence of the weighted empirical beta copula process. Zbl 1404.62049 Berghaus, Betina; Segers, Johan 3 2018 Hybrid copula estimators. Zbl 1311.62076 Segers, Johan 3 2015 Control variate selection for Monte Carlo integration. Zbl 1475.62046 Leluc, Rémi; Portier, François; Segers, Johan 3 2021 Measuring dependence between random vectors via optimal transport. Zbl 1493.62359 Mordant, Gilles; Segers, Johan 3 2022 Nonparametric inference for max-stable dependence. Zbl 1330.86031 Segers, Johan 2 2012 Bayesian model averaging over tree-based dependence structures for multivariate extremes. Zbl 07499281 Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc G. 2 2020 Erratum to: “Regularly varying multivariate time series”. Zbl 1229.60065 Basrak, Bojan; Segers, Johan 1 2011 Nonparametric estimation of extremal dependence. Zbl 1365.62179 Kinhouk, Anna; Segers, Johan; Warchoi, Michal 1 2016 Empirical tail copulas for functional data. Zbl 1486.62140 Einmahl, John H. J.; Segers, Johan 1 2021 Marginal standardization of upper semicontinuous processes with application to MAX-stable processes. Zbl 1400.60076 Sabourin, Anne; Segers, Johan 1 2017 Uniform concentration bounds for frequencies of rare events. Zbl 1498.60077 Lhaut, Stéphane; Sabourin, Anne; Segers, Johan 1 2022 Measuring dependence between random vectors via optimal transport. Zbl 1493.62359 Mordant, Gilles; Segers, Johan 3 2022 Uniform concentration bounds for frequencies of rare events. Zbl 1498.60077 Lhaut, Stéphane; Sabourin, Anne; Segers, Johan 1 2022 Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379 Hallin, Marc; Mordant, Gilles; Segers, Johan 11 2021 Maxima and near-maxima of a Gaussian random assignment field. Zbl 1482.60069 Mordant, Gilles; Segers, Johan 4 2021 Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables. Zbl 1475.62161 Asenova, Stefka; Mazo, Gildas; Segers, Johan 4 2021 Control variate selection for Monte Carlo integration. Zbl 1475.62046 Leluc, Rémi; Portier, François; Segers, Johan 3 2021 Empirical tail copulas for functional data. Zbl 1486.62140 Einmahl, John H. J.; Segers, Johan 1 2021 One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086 Segers, Johan 4 2020 Bayesian model averaging over tree-based dependence structures for multivariate extremes. Zbl 07499281 Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc G. 2 2020 Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226 Chiapino, Maël; Sabourin, Anne; Segers, Johan 7 2019 Monte Carlo integration with a growing number of control variates. Zbl 1427.60048 Portier, François; Segers, Johan 6 2019 Multivariate peaks over thresholds models. Zbl 1390.62083 Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 17 2018 On the weak convergence of the empirical conditional copula under a simplifying assumption. Zbl 1401.62082 Portier, François; Segers, Johan 15 2018 A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088 Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan 15 2018 Multivariate generalized Pareto distributions: parametrizations, representations, and properties. Zbl 1397.62173 Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. 13 2018 Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354 Bücher, Axel; Segers, Johan 13 2018 Inference on the tail process with application to financial time series modeling. Zbl 1452.62759 Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał 10 2018 Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303 Bücher, Axel; Segers, Johan 8 2018 An estimator of the stable tail dependence function based on the empirical beta copula. Zbl 1410.62073 Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh 5 2018 Weak convergence of the weighted empirical beta copula process. Zbl 1404.62049 Berghaus, Betina; Segers, Johan 3 2018 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056 Bücher, Axel; Segers, Johan 22 2017 Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087 Segers, Johan; Zhao, Yuwei; Meinguet, Thomas 21 2017 Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials. Zbl 1359.62191 Marcon, G.; Padoan, S. A.; Naveau, P.; Muliere, P.; Segers, J. 19 2017 The empirical beta copula. Zbl 1360.62237 Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu 18 2017 Marginal standardization of upper semicontinuous processes with application to MAX-stable processes. Zbl 1400.60076 Sabourin, Anne; Segers, Johan 1 2017 An \(M\)-estimator of spatial tail dependence. Zbl 1411.62125 Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan 12 2016 Nonparametric estimation of extremal dependence. Zbl 1365.62179 Kinhouk, Anna; Segers, Johan; Warchoi, Michal 1 2016 Statistics for tail processes of Markov chains. Zbl 1327.62322 Drees, Holger; Segers, Johan; Warchoł, Michał 19 2015 Nonparametric estimation of pair-copula constructions with the empirical pair-copula. Zbl 1507.62076 Hobæk Haff, Ingrid; Segers, Johan 8 2015 Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110 Denuit, Michel; Kiriliouk, Anna; Segers, Johan 5 2015 Hybrid copula estimators. Zbl 1311.62076 Segers, Johan 3 2015 Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451 Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan 21 2014 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222 Bücher, Axel; Segers, Johan 20 2014 Markov tail chains. Zbl 1308.60067 Janssen, A.; Segers, J. 18 2014 When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. Zbl 1323.60038 Bücher, Axel; Segers, Johan; Volgushev, Stanislav 14 2014 Measuring association and dependence between random vectors. Zbl 1278.62090 Grothe, Oliver; Schnieders, Julius; Segers, Johan 14 2014 Nonparametric estimation of the tree structure of a nested Archimedean copula. Zbl 1506.62163 Segers, Johan; Uyttendaele, Nathan 10 2014 Semiparametric Gaussian copula models: geometry and efficient rank-based estimation. Zbl 1305.62115 Segers, Johan; van den Akker, Ramon; Werker, Bas J. M. 9 2014 A Euclidean likelihood estimator for bivariate tail dependence. Zbl 1347.62075 de Carvalho, Miguel; Oumow, Boris; Segers, Johan; Warchoł, Michał 10 2013 Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066 Segers, Johan 114 2012 Nonparametric estimation of multivariate extreme-value copulas. Zbl 1349.62207 Gudendorf, Gordon; Segers, Johan 58 2012 A functional limit theorem for dependent sequences with infinite variance stable limits. Zbl 1295.60041 Basrak, Bojan; Krizmanić, Danijel; Segers, Johan 47 2012 An M-estimator for tail dependence in arbitrary dimensions. Zbl 1257.62058 Einmahl, John H. J.; Krajina, Andrea; Segers, Johan 35 2012 MAX-stable models for multivariate extremes. Zbl 1297.62121 Segers, Johan 24 2012 Nonparametric inference for max-stable dependence. Zbl 1330.86031 Segers, Johan 2 2012 Nonparametric estimation of an extreme-value copula in arbitrary dimensions. Zbl 1352.62048 Gudendorf, Gordon; Segers, Johan 24 2011 Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333 Kojadinovic, Ivan; Segers, Johan; Yan, Jun 21 2011 Tails of correlation mixtures of elliptical copulas. Zbl 1232.62080 Manner, Hans; Segers, Johan 16 2011 Non-parametric Bayesian inference on bivariate extremes. Zbl 1411.62126 Guillotte, Simon; Perron, François; Segers, Johan 13 2011 Comments on: Inference in multivariate Archimedean copula models. Zbl 1367.62168 Segers, Johan 4 2011 Erratum to: “Regularly varying multivariate time series”. Zbl 1229.60065 Basrak, Bojan; Segers, Johan 1 2011 Risk concentration and diversification: second-order properties. Zbl 1231.91174 Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan 26 2010 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030 Genest, Christian; Segers, Johan 18 2010 Generalised regular variation of arbitrary order. Zbl 1243.26002 Omey, Edward; Segers, Johan 3 2010 Regularly varying multivariate time series. Zbl 1161.60319 Basrak, Bojan; Segers, Johan 103 2009 Tails of multivariate Archimedean copulas. Zbl 1165.62038 Charpentier, Arthur; Segers, Johan 70 2009 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013 Genest, Christian; Segers, Johan 69 2009 Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. Zbl 1173.62042 Einmahl, John H. J.; Segers, Johan 43 2009 Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044 Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 23 2009 A sliding blocks estimator for the extremal index. Zbl 1326.60075 Robert, Christian Y.; Segers, Johan; Ferro, Christopher A. T. 23 2009 Tails of random sums of a heavy-tailed number of light-tailed terms. Zbl 1154.60032 Robert, Christian Y.; Segers, Johan 29 2008 Projection estimators of Pickands dependence functions. Zbl 1153.62044 Fils-Villetard, Amélie; Guillou, Armelle; Segers, Johan 25 2008 A method of moments estimator of tail dependence. Zbl 1155.62017 Einmahl, John H. J.; Krajina, Andrea; Segers, Johan 15 2008 Convergence of Archimedean copulas. Zbl 1139.62303 Charpentier, Arthur; Segers, Johan 14 2008 Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Zbl 1183.62086 Charpentier, Arthur; Segers, Johan 26 2007 Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator. Zbl 1111.62045 Haeusler, Erich; Segers, Johan 5 2007 Extremal indices, geometric ergodicity of Markov chains and MCMC. Zbl 1142.65011 Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno 7 2006 Rare events, temporal dependence, and the extremal index. Zbl 1103.60054 Segers, Johan 6 2006 Approximate distributions of clusters of extremes. Zbl 1095.62063 Segers, Johan 10 2005 Generalized Pickands estimators for the extreme value index. Zbl 1089.62053 Segers, Johan 9 2005 Statistics of extremes. Theory and applications. Zbl 1070.62036 Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris 390 2004 “Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502 Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 6 2004 Inference for clusters of extreme values. Zbl 1065.62091 Ferro, Christopher A. T.; Segers, Johan 80 2003 Functionals of clusters of extremes. Zbl 1043.60043 Segers, Johan 15 2003 Abelian and Tauberian theorems on the bias of the Hill estimator. Zbl 1035.62042 Segers, Johan 7 2002 Residual estimators. Zbl 0977.62056 Segers, Johan 11 2001 Testing the Gumbel hypothesis by Galton’s ratio. Zbl 0979.62031 Segers, Johan; Teugels, Jef 11 2000 all cited Publications top 5 cited Publications all top 5 Cited by 1,287 Authors 55 Segers, Johan 34 Bücher, Axel 30 Guillou, Armelle 26 Goegebeur, Yuri 23 Beirlant, Jan 22 Genest, Christian 21 Hashorva, Enkelejd 19 Girard, Stéphane 19 Nešlehová, Johanna G. 17 Falk, Michael 17 Mikosch, Thomas 17 Tawn, Jonathan A. 16 Stupfler, Gilles 14 Drees, Holger 14 Klüppelberg, Claudia 14 Kojadinovic, Ivan 13 Einmahl, John H. J. 13 Naveau, Philippe 13 Robert, Christian-Yann 13 Wintenberger, Olivier 12 Basrak, Bojan 12 Davison, Anthony C. 12 Durante, Fabrizio 12 Huser, Raphaël 12 Krizmanić, Danijel 11 Leal de Carvalho Gomes, Maria Ivette 11 Markovich, Natalia M. 10 Gardes, Laurent 10 Gijbels, Irène 10 Kulik, Rafał 10 Padoan, Simone A. 10 Rodionov, Igor’ Vladimirovich 9 Cooley, Daniel S. 9 Davis, Richard A. 9 de Wet, Tertius 9 Ferreira, Marta 9 Fougères, Anne-Laure 9 Janßen, Anja 9 Mai, Jan-Frederik 9 Mao, Tiantian 9 Peng, Zuoxiang 9 Portier, François 9 Sabourin, Anne 9 Soulier, Philippe 9 Trutschnig, Wolfgang 9 Volgushev, Stanislav 9 Wadsworth, Jennifer L. 8 Bouzebda, Salim 8 Dombry, Clément 8 Ferreira, Helena 8 Fuchs, Sebastian L. 8 Genton, Marc G. 8 Jaworski, Piotr 8 Omelka, Marek 8 Qin, Jing 8 Quessy, Jean-François 8 Yan, Jun 7 Albrecher, Hansjörg 7 Caeiro, Frederico 7 Clémençon, Stéphan 7 de Carvalho, Miguel 7 Embrechts, Paul 7 Engelke, Sebastian 7 Fernández-Sánchez, Juan 7 Hofert, Marius 7 Hu, Taizhong 7 Krupskii, Pavel 7 Scherer, Matthias 7 Schlather, Martin 7 Strokorb, Kirstin 7 Wied, Dominik 6 Aulbach, Stefan 6 Charpentier, Arthur 6 Di Bernardino, Elena 6 Fermanian, Jean-David 6 Jakubowski, Adam 6 Joe, Harry 6 Ling, Chengxiu 6 Mesiar, Radko 6 Nadarajah, Saralees 6 Oesting, Marco 6 Peng, Liang 6 Resnick, Sidney Ira 6 Rootzén, Holger 6 Tang, Qihe 6 Veraverbeke, Noël 6 Zhang, Zhengjun 5 Barro, Diakarya 5 Bladt, Martin 5 Cossette, Hélène 5 Czado, Claudia 5 de Haan, Laurens 5 Dette, Holger 5 Dupuis, Debbie J. 5 Gomes, Dora Prata 5 Hallin, Marc 5 Hua, Lei 5 Kratz, Marie-France 5 Marceau, Étienne 5 Maume-Deschamps, Véronique ...and 1,187 more Authors all top 5 Cited in 165 Serials 147 Extremes 80 Journal of Multivariate Analysis 48 Bernoulli 40 Insurance Mathematics & Economics 38 Electronic Journal of Statistics 33 The Annals of Statistics 33 Communications in Statistics. Theory and Methods 33 Dependence Modeling 28 Statistics & Probability Letters 20 Stochastic Processes and their Applications 19 Journal of Statistical Planning and Inference 19 Computational Statistics and Data Analysis 18 The Annals of Applied Statistics 16 Journal of Econometrics 16 Statistics and Computing 15 Advances in Applied Probability 15 Journal of the American Statistical Association 15 Journal of Applied Probability 15 Test 14 Journal of Mathematical Analysis and Applications 14 Communications in Statistics. Simulation and Computation 13 Lithuanian Mathematical Journal 13 Annals of the Institute of Statistical Mathematics 11 ASTIN Bulletin 11 Journal of Agricultural, Biological, and Environmental Statistics 10 Journal of Statistical Computation and Simulation 10 Journal of Nonparametric Statistics 10 Methodology and Computing in Applied Probability 9 The Canadian Journal of Statistics 9 Scandinavian Journal of Statistics 9 Statistical Science 9 Journal of Statistical Theory and Practice 8 Statistical Papers 8 Journal of Applied Statistics 8 Scandinavian Actuarial Journal 7 Fuzzy Sets and Systems 7 Computational Statistics 7 Econometric Theory 6 Kybernetika 6 Journal of Time Series Analysis 6 Probability Theory and Related Fields 6 Mathematical Methods of Statistics 6 Quantitative Finance 6 North American Actuarial Journal 6 AStA. Advances in Statistical Analysis 5 Statistics 5 Journal of Theoretical Probability 5 The Annals of Applied Probability 5 REVSTAT 5 Journal of the Korean Statistical Society 5 Journal of Computational and Graphical Statistics 5 Sankhyā. Series A 4 Metrika 4 Annals of Operations Research 4 European Journal of Operational Research 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Mathematical Problems in Engineering 4 Doklady Mathematics 4 Journal of Probability and Statistics 4 European Actuarial Journal 4 Environmetrics 3 Journal of Statistical Physics 3 Theory of Probability and its Applications 3 International Journal of Mathematics and Mathematical Sciences 3 Electronic Journal of Probability 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Australian & New Zealand Journal of Statistics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Stochastic Environmental Research and Risk Assessment 3 Applied Stochastic Models in Business and Industry 3 Brazilian Journal of Probability and Statistics 3 Stochastic Models 3 Statistical Methods and Applications 3 Science China. Mathematics 3 Statistics & Risk Modeling 3 Statistical Theory and Related Fields 2 Physica A 2 The Annals of Probability 2 Information Sciences 2 International Statistical Review 2 Probability and Mathematical Statistics 2 Econometric Reviews 2 Indagationes Mathematicae. New Series 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Complexity 2 Studies in Nonlinear Dynamics and Econometrics 2 Chaos 2 International Journal of Theoretical and Applied Finance 2 Probability in the Engineering and Informational Sciences 2 Journal of Machine Learning Research (JMLR) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Thai Journal of Mathematics 2 Statistical Methodology 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 European Journal of Pure and Applied Mathematics 2 Mathematical Geosciences 2 Journal of Statistical Distributions and Applications 2 SIAM Journal on Mathematics of Data Science 1 The American Statistician ...and 65 more Serials all top 5 Cited in 37 Fields 944 Statistics (62-XX) 470 Probability theory and stochastic processes (60-XX) 159 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 72 Numerical analysis (65-XX) 25 Geophysics (86-XX) 16 Operations research, mathematical programming (90-XX) 15 Computer science (68-XX) 12 Combinatorics (05-XX) 8 Real functions (26-XX) 8 Dynamical systems and ergodic theory (37-XX) 6 Statistical mechanics, structure of matter (82-XX) 3 History and biography (01-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Measure and integration (28-XX) 3 Approximations and expansions (41-XX) 2 General and overarching topics; collections (00-XX) 2 Number theory (11-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Algebraic topology (55-XX) 2 Mechanics of deformable solids (74-XX) 2 Information and communication theory, circuits (94-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Geometry (51-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year