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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
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

Publications by Year

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 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