Johan Segers

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Jan BeirlantKU LeuvenVerified email at wis.kuleuven.be
Yuri GoegebeurUniversity of Southern DenmarkVerified email at imada.sdu.dk
Axel BücherHeinrich-Heine-Universität Düsseldorf, GermanyVerified email at hhu.de
Anna KirilioukUniversité de NamurVerified email at unamur.be
Christopher FerroUniversity of ExeterVerified email at exeter.ac.uk
Arthur CharpentierUniversité du Québec à MontréalVerified email at uqam.ca
Michal WarcholVerified email at uclouvain.be
Bojan BasrakProfessor, University of Zagreb, Faculty of Science, Department of MathematicsVerified email at math.hr
holger rootzenProfessor, Mathematical Statistics, ChalmersVerified email at chalmers.se
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
Holger DreesProfessor für Mathematik, Universität HamburgVerified email at math.uni-hamburg.de
Ivan KojadinovicProfessor of Statistics, University of Pau, FranceVerified email at univ-pau.fr
Jenny WadsworthLancaster UniversityVerified email at lancaster.ac.uk
Anne SabourinUniversité Paris Cité, CNRS, MAP5, F-75006 Paris, FranceVerified email at u-paris.fr
Gilles MordantUniversität GöttingenVerified email at uclouvain.be
Armelle GuillouProfessor in statistics, Strasbourg UniversityVerified email at math.unistra.fr
Danijel KrizmanićAssistant Professor, University of Rijeka, Department of MathematicsVerified email at math.uniri.hr
Stanislav VolgushevUniversity of TorontoVerified email at utstat.toronto.edu
Francois PerronProfessor in probability and statistics, Université de MontréalVerified email at dms.umontreal.ca
Hans MannerUniversity of GrazVerified email at uni-graz.at

Johan Segers

ISBA, LIDAM, Université catholique de Louvain

Verified email at uclouvain.be - Homepage

mathematical statistics applied probability


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Statistics of extremes: theory and applications J Beirlant, Y Goegebeur, J Segers, JL Teugels John Wiley & Sons, 2006	2857	2006
A conditional approach for multivariate extreme values (with discussion) JE Heffernan, JA Tawn Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004	749	2004
Inference for clusters of extreme values CAT Ferro, J Segers Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2003	514	2003
Extreme-value copulas G Gudendorf, J Segers Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010	291	2010
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions J Segers	262	2012
Regularly varying multivariate time series B Basrak, J Segers Stochastic processes and their applications 119 (4), 1055-1080, 2009	222	2009
Rank-based inference for bivariate extreme-value copulas C Genest, J Segers	169	2009
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	151	2009
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	150	2009
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution JHJ Einmahl, J Segers The Annals of Statistics, 2953-2989, 2009	113	2009
An M-estimator for tail dependence in arbitrary dimensions JHJ Einmahl, A Krajina, J Segers	106	2012
Max-stable models for multivariate extremes J Segers arXiv preprint arXiv:1204.0332, 2012	91	2012
Botulinum toxin potentiates cancer radiotherapy and chemotherapy. R Ansiaux, C Baudelet, GO Cron, J Segers, C Dessy, P Martinive, ... Clinical cancer research: an official journal of the American Association …, 2006	80	2006
On the maximum likelihood estimator for the generalized extreme-value distribution A Bücher, J Segers Extremes 20, 839-872, 2017	75	2017
Nonparametric estimation of multivariate extreme-value copulas G Gudendorf, J Segers Journal of Statistical Planning and Inference 142 (12), 3073-3085, 2012	72	2012
Nonparametric estimation of multivariate extreme-value copulas G Gudendorf, J Segers Journal of Statistical Planning and Inference 142 (12), 3073-3085, 2012	72	2012
Tails of random sums of a heavy-tailed number of light-tailed terms CY Robert, J Segers Insurance: Mathematics and Economics 43 (1), 85-92, 2008	70	2008
A sliding blocks estimator for the extremal index CY Robert, J Segers, CAT Ferro	68	2009
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	68	2007
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	68	2007

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