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Author ID: segers.johan Recent zbMATH articles by "Segers, Johan"
Published as: Segers, Johan; Segers, J.
Homepage: https://uclouvain.be/fr/repertoires/johan.segers
External Links: MGP
Documents Indexed: 81 Publications since 2000, including 1 Book
Co-Authors: 70 Co-Authors with 65 Joint Publications
1,414 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

69 Publications have been cited 1,410 times in 900 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
287
2004
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066
Segers, Johan
97
2012
Regularly varying multivariate time series. Zbl 1161.60319
Basrak, Bojan; Segers, Johan
83
2009
Inference for clusters of extreme values. Zbl 1065.62091
Ferro, Christopher A. T.; Segers, Johan
64
2003
Tails of multivariate Archimedean copulas. Zbl 1165.62038
Charpentier, Arthur; Segers, Johan
61
2009
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
58
2009
Nonparametric estimation of multivariate extreme-value copulas. Zbl 1349.62207
Gudendorf, Gordon; Segers, Johan
49
2012
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. Zbl 1173.62042
Einmahl, John H. J.; Segers, Johan
38
2009
A functional limit theorem for dependent sequences with infinite variance stable limits. Zbl 1295.60041
Basrak, Bojan; Krizmanić, Danijel; Segers, Johan
37
2012
An M-estimator for tail dependence in arbitrary dimensions. Zbl 1257.62058
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan
31
2012
Tails of random sums of a heavy-tailed number of light-tailed terms. Zbl 1154.60032
Robert, Christian Y.; Segers, Johan
27
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
24
2010
Projection estimators of Pickands dependence functions. Zbl 1153.62044
Fils-Villetard, Amélie; Guillou, Armelle; Segers, Johan
24
2008
MAX-stable models for multivariate extremes. Zbl 1297.62121
Segers, Johan
22
2012
Nonparametric estimation of an extreme-value copula in arbitrary dimensions. Zbl 1352.62048
Gudendorf, Gordon; Segers, Johan
18
2011
Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333
Kojadinovic, Ivan; Segers, Johan; Yan, Jun
18
2011
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
18
2009
A sliding blocks estimator for the extremal index. Zbl 1326.60075
Robert, Christian Y.; Segers, Johan; Ferro, Christopher A. T.
18
2009
Tails of correlation mixtures of elliptical copulas. Zbl 1232.62080
Manner, Hans; Segers, Johan
16
2011
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
16
2014
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
16
2010
A method of moments estimator of tail dependence. Zbl 1155.62017
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan
15
2008
Markov tail chains. Zbl 1308.60067
Janssen, A.; Segers, J.
15
2014
Statistics for tail processes of Markov chains. Zbl 1327.62322
Drees, Holger; Segers, Johan; Warchoł, Michał
15
2015
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
15
2014
Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087
Segers, Johan; Zhao, Yuwei; Meinguet, Thomas
15
2017
A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan
14
2018
The empirical beta copula. Zbl 1360.62237
Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu
13
2017
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
12
2014
Functionals of clusters of extremes. Zbl 1043.60043
Segers, Johan
12
2003
Convergence of Archimedean copulas. Zbl 1139.62303
Charpentier, Arthur; Segers, Johan
12
2008
Measuring association and dependence between random vectors. Zbl 1278.62090
Grothe, Oliver; Schnieders, Julius; Segers, Johan
11
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.
10
2017
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
10
2017
Multivariate peaks over thresholds models. Zbl 1390.62083
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
10
2018
On the weak convergence of the empirical conditional copula under a simplifying assumption. Zbl 1401.62082
Portier, François; Segers, Johan
10
2018
An \(M\)-estimator of spatial tail dependence. Zbl 1411.62125
Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan
10
2016
Nonparametric estimation of the tree structure of a nested Archimedean copula. Zbl 06983899
Segers, Johan; Uyttendaele, Nathan
9
2014
Approximate distributions of clusters of extremes. Zbl 1095.62063
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
Residual estimators. Zbl 0977.62056
Segers, Johan
9
2001
Testing the Gumbel hypothesis by Galton’s ratio. Zbl 0979.62031
Segers, Johan; Teugels, Jef
9
2000
Non-parametric Bayesian inference on bivariate extremes. Zbl 1411.62126
Guillotte, Simon; Perron, François; Segers, Johan
9
2011
Generalized Pickands estimators for the extreme value index. Zbl 1089.62053
Segers, Johan
8
2005
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354
Bücher, Axel; Segers, Johan
8
2018
A Euclidean likelihood estimator for bivariate tail dependence. Zbl 1347.62075
de Carvalho, Miguel; Oumow, Boris; Segers, Johan; Warchoł, Michał
8
2013
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
Multivariate generalized Pareto distributions: parametrizations, representations, and properties. Zbl 1397.62173
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
7
2018
“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
Inference on the tail process with application to financial time series modeling. Zbl 1452.62759
Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał
6
2018
Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator. Zbl 1111.62045
Haeusler, Erich; Segers, Johan
5
2007
Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226
Chiapino, Maël; Sabourin, Anne; Segers, Johan
5
2019
Comments on: Inference in multivariate Archimedean copula models. Zbl 1367.62168
Segers, Johan
4
2011
Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303
Bücher, Axel; Segers, Johan
4
2018
An estimator of the stable tail dependence function based on the empirical beta copula. Zbl 1410.62073
Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh
4
2018
Nonparametric estimation of pair-copula constructions with the empirical pair-copula. Zbl 06984141
Hobæk Haff, Ingrid; Segers, Johan
3
2015
Generalised regular variation of arbitrary order. Zbl 1243.26002
Omey, Edward; Segers, Johan
3
2010
Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110
Denuit, Michel; Kiriliouk, Anna; Segers, Johan
3
2015
Weak convergence of the weighted empirical beta copula process. Zbl 1404.62049
Berghaus, Betina; Segers, Johan
3
2018
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
3
2019
Hybrid copula estimators. Zbl 1311.62076
Segers, Johan
2
2015
Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379
Hallin, Marc; Mordant, Gilles; Segers, Johan
2
2021
One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086
Segers, Johan
2
2020
Nonparametric inference for max-stable dependence. Zbl 1330.86031
Segers, Johan
1
2012
Marginal standardization of upper semicontinuous processes with application to MAX-stable processes. Zbl 1400.60076
Sabourin, Anne; Segers, Johan
1
2017
Maxima and near-maxima of a Gaussian random assignment field. Zbl 1482.60069
Mordant, Gilles; Segers, Johan
1
2021
Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379
Hallin, Marc; Mordant, Gilles; Segers, Johan
2
2021
Maxima and near-maxima of a Gaussian random assignment field. Zbl 1482.60069
Mordant, Gilles; Segers, Johan
1
2021
One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086
Segers, Johan
2
2020
Identifying groups of variables with the potential of being large simultaneously. Zbl 1420.62226
Chiapino, Maël; Sabourin, Anne; Segers, Johan
5
2019
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
3
2019
A continuous updating weighted least squares estimator of tail dependence in high dimensions. Zbl 1402.62088
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan
14
2018
Multivariate peaks over thresholds models. Zbl 1390.62083
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
10
2018
On the weak convergence of the empirical conditional copula under a simplifying assumption. Zbl 1401.62082
Portier, François; Segers, Johan
10
2018
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354
Bücher, Axel; Segers, Johan
8
2018
Multivariate generalized Pareto distributions: parametrizations, representations, and properties. Zbl 1397.62173
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.
7
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
6
2018
Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303
Bücher, Axel; Segers, Johan
4
2018
An estimator of the stable tail dependence function based on the empirical beta copula. Zbl 1410.62073
Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh
4
2018
Weak convergence of the weighted empirical beta copula process. Zbl 1404.62049
Berghaus, Betina; Segers, Johan
3
2018
Polar decomposition of regularly varying time series in star-shaped metric spaces. Zbl 1387.60087
Segers, Johan; Zhao, Yuwei; Meinguet, Thomas
15
2017
The empirical beta copula. Zbl 1360.62237
Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu
13
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.
10
2017
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
10
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
10
2016
Statistics for tail processes of Markov chains. Zbl 1327.62322
Drees, Holger; Segers, Johan; Warchoł, Michał
15
2015
Nonparametric estimation of pair-copula constructions with the empirical pair-copula. Zbl 06984141
Hobæk Haff, Ingrid; Segers, Johan
3
2015
Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110
Denuit, Michel; Kiriliouk, Anna; Segers, Johan
3
2015
Hybrid copula estimators. Zbl 1311.62076
Segers, Johan
2
2015
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
16
2014
Markov tail chains. Zbl 1308.60067
Janssen, A.; Segers, J.
15
2014
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
15
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
12
2014
Measuring association and dependence between random vectors. Zbl 1278.62090
Grothe, Oliver; Schnieders, Julius; Segers, Johan
11
2014
Nonparametric estimation of the tree structure of a nested Archimedean copula. Zbl 06983899
Segers, Johan; Uyttendaele, Nathan
9
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
8
2013
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. Zbl 1243.62066
Segers, Johan
97
2012
Nonparametric estimation of multivariate extreme-value copulas. Zbl 1349.62207
Gudendorf, Gordon; Segers, Johan
49
2012
A functional limit theorem for dependent sequences with infinite variance stable limits. Zbl 1295.60041
Basrak, Bojan; Krizmanić, Danijel; Segers, Johan
37
2012
An M-estimator for tail dependence in arbitrary dimensions. Zbl 1257.62058
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan
31
2012
MAX-stable models for multivariate extremes. Zbl 1297.62121
Segers, Johan
22
2012
Nonparametric inference for max-stable dependence. Zbl 1330.86031
Segers, Johan
1
2012
Nonparametric estimation of an extreme-value copula in arbitrary dimensions. Zbl 1352.62048
Gudendorf, Gordon; Segers, Johan
18
2011
Large-sample tests of extreme-value dependence for multivariate copulas. Zbl 1284.62333
Kojadinovic, Ivan; Segers, Johan; Yan, Jun
18
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
9
2011
Comments on: Inference in multivariate Archimedean copula models. Zbl 1367.62168
Segers, Johan
4
2011
Risk concentration and diversification: second-order properties. Zbl 1231.91174
Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan
24
2010
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
16
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
83
2009
Tails of multivariate Archimedean copulas. Zbl 1165.62038
Charpentier, Arthur; Segers, Johan
61
2009
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
58
2009
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. Zbl 1173.62042
Einmahl, John H. J.; Segers, Johan
38
2009
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
18
2009
A sliding blocks estimator for the extremal index. Zbl 1326.60075
Robert, Christian Y.; Segers, Johan; Ferro, Christopher A. T.
18
2009
Tails of random sums of a heavy-tailed number of light-tailed terms. Zbl 1154.60032
Robert, Christian Y.; Segers, Johan
27
2008
Projection estimators of Pickands dependence functions. Zbl 1153.62044
Fils-Villetard, Amélie; Guillou, Armelle; Segers, Johan
24
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
12
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
9
2005
Generalized Pickands estimators for the extreme value index. Zbl 1089.62053
Segers, Johan
8
2005
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
287
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
64
2003
Functionals of clusters of extremes. Zbl 1043.60043
Segers, Johan
12
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
9
2001
Testing the Gumbel hypothesis by Galton’s ratio. Zbl 0979.62031
Segers, Johan; Teugels, Jef
9
2000
all top 5

Cited by 1,027 Authors

50 Segers, Johan
27 Bücher, Axel
26 Guillou, Armelle
22 Goegebeur, Yuri
20 Genest, Christian
20 Hashorva, Enkelejd
19 Beirlant, Jan
17 Falk, Michael
17 Nešlehová, Johanna G.
15 Girard, Stéphane
14 Kojadinovic, Ivan
13 Drees, Holger
13 Mikosch, Thomas
13 Tawn, Jonathan A.
12 Durante, Fabrizio
12 Robert, Christian Yann
11 Basrak, Bojan
11 Davison, Anthony C.
11 Einmahl, John H. J.
11 Klüppelberg, Claudia
11 Naveau, Philippe
11 Stupfler, Gilles
10 Huser, Raphaël
10 Wintenberger, Olivier
9 Fougères, Anne-Laure
9 Gardes, Laurent
9 Gijbels, Irène
9 Leal de Carvalho Gomes, Maria Ivette
9 Krizmanić, Danijel
9 Mai, Jan-Frederik
9 Mao, Tiantian
9 Markovich, Natalia M.
9 Padoan, Simone A.
9 Soulier, Philippe
8 Bouzebda, Salim
8 Genton, Marc G.
8 Kulik, Rafał
8 Quessy, Jean-François
8 Trutschnig, Wolfgang
8 Volgushev, Stanislav
7 Albrecher, Hansjörg
7 Davis, Richard A.
7 de Wet, Tertius
7 Dombry, Clément
7 Fernández-Sánchez, Juan
7 Ferreira, Marta
7 Hu, Taizhong
7 Jaworski, Piotr
7 Omelka, Marek
7 Peng, Zuoxiang
7 Rodionov, Igor’ Vladimirovich
7 Sabourin, Anne
7 Schlather, Martin
7 Wadsworth, Jennifer L.
6 Aulbach, Stefan
6 Charpentier, Arthur
6 Embrechts, Paul
6 Ferreira, Helena
6 Fuchs, Sebastian L.
6 Hofert, Marius
6 Jakubowski, Adam
6 Janßen, Anja
6 Krupskii, Pavel
6 Ling, Chengxiu
6 Mesiar, Radko
6 Peng, Liang
6 Resnick, Sidney Ira
6 Rootzén, Holger
6 Scherer, Matthias
6 Strokorb, Kirstin
6 Yan, Jun
5 Caeiro, Frederico
5 Clémençon, Stéphan
5 Cooley, Daniel S.
5 de Haan, Laurens
5 Di Bernardino, Elena
5 Engelke, Sebastian
5 Hua, Lei
5 Joe, Harry
5 Maume-Deschamps, Véronique
5 Mercadier, Cécile
5 Oesting, Marco
5 Pap, Gyula
5 Portier, François
5 Qin, Jing
5 Rullière, Didier
5 Samorodnitsky, Gennady Pinkhosovich
5 Stephenson, Alec G.
5 Tang, Qihe
5 Veraverbeke, Noël
5 Yang, Yang
4 Bahraoui, Tarik
4 Barczy, Mátyás
4 Barro, Diakarya
4 Berghaus, Betina Hedwig
4 Bertail, Patrice
4 Cossette, Hélène
4 Das, Bikramjit
4 de Carvalho, Miguel
4 Dette, Holger
...and 927 more Authors
all top 5

Cited in 130 Serials

128 Extremes
70 Journal of Multivariate Analysis
44 Bernoulli
34 Insurance Mathematics & Economics
31 Electronic Journal of Statistics
30 Dependence Modeling
27 Communications in Statistics. Theory and Methods
25 The Annals of Statistics
23 Statistics & Probability Letters
18 Journal of Statistical Planning and Inference
18 Stochastic Processes and their Applications
17 Computational Statistics and Data Analysis
15 Test
13 Advances in Applied Probability
13 Journal of Applied Probability
12 Journal of Mathematical Analysis and Applications
12 Lithuanian Mathematical Journal
12 Journal of Econometrics
11 Annals of the Institute of Statistical Mathematics
11 The Annals of Applied Statistics
10 Journal of the American Statistical Association
9 Statistical Science
9 Communications in Statistics. Simulation and Computation
9 ASTIN Bulletin
9 Journal of Agricultural, Biological, and Environmental Statistics
8 Methodology and Computing in Applied Probability
8 Journal of Statistical Theory and Practice
8 Statistics and Computing
7 The Canadian Journal of Statistics
7 Scandinavian Journal of Statistics
7 Computational Statistics
7 Journal of Statistical Computation and Simulation
7 Journal of Nonparametric Statistics
7 Journal of Applied Statistics
7 Econometric Theory
6 Fuzzy Sets and Systems
6 Kybernetika
6 Probability Theory and Related Fields
6 Mathematical Methods of Statistics
6 Statistical Papers
6 Scandinavian Actuarial Journal
5 Quantitative Finance
5 North American Actuarial Journal
5 AStA. Advances in Statistical Analysis
5 Sankhyā. Series A
4 Metrika
4 Statistics
4 Journal of Theoretical Probability
4 Annals of Operations Research
4 The Annals of Applied Probability
4 Mathematical Problems in Engineering
4 Journal of the Korean Statistical Society
3 Journal of Statistical Physics
3 Journal of Time Series Analysis
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
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 Journal of Computational and Graphical Statistics
3 Journal of Probability and Statistics
3 European Actuarial Journal
3 Statistics & Risk Modeling
2 Theory of Probability and its Applications
2 The Annals of Probability
2 International Journal of Mathematics and Mathematical Sciences
2 Probability and Mathematical Statistics
2 European Journal of Operational Research
2 Complexity
2 Doklady Mathematics
2 Australian & New Zealand Journal of Statistics
2 Chaos
2 International Journal of Theoretical and Applied Finance
2 Stochastic Environmental Research and Risk Assessment
2 Probability in the Engineering and Informational Sciences
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Statistical Methodology
2 European Journal of Pure and Applied Mathematics
2 Mathematical Geosciences
2 Journal of Statistical Distributions and Applications
1 Communications in Mathematical Physics
1 International Journal of Solids and Structures
1 International Journal of Theoretical Physics
1 Problems of Information Transmission
1 Acta Scientiarum Mathematicarum
1 Biometrical Journal
1 Duke Mathematical Journal
1 Information Sciences
1 Journal of Mathematical Psychology
1 Mathematics and Computers in Simulation
1 Siberian Mathematical Journal
1 Chinese Annals of Mathematics. Series B
1 Physica D
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 Random Structures & Algorithms
1 Applications of Mathematics
...and 30 more Serials

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