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Anna Kiriliouk
Anna Kiriliouk
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Year
Peaks over thresholds modeling with multivariate generalized Pareto distributions
A Kiriliouk, H Rootzén, J Segers, JL Wadsworth
Technometrics 61 (1), 123-135, 2019
582019
An M-estimator of spatial tail dependence
JHJ Einmahl, A Kiriliouk, A Krajina, J Segers
Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2016
532016
A continuous updating weighted least squares estimator of tail dependence in high dimensions
JHJ Einmahl, A Kiriliouk, J Segers
Extremes 21, 205-233, 2018
452018
Heat and emergency room admissions in the Netherlands
JAF van Loenhout, TD Delbiso, A Kiriliouk, JM Rodriguez-Llanes, ...
BMC Public Health 18 (1), 1-9, 2018
372018
An estimator of the stable tail dependence function based on the empirical beta copula
A Kiriliouk, J Segers, L Tafakori
Extremes 21, 581-600, 2018
162018
Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
A Kiriliouk, P Naveau
152020
Nonparametric estimation of extremal dependence
A Kiriliouk, J Segers, M Warchoł
Extreme Value Modelling and Risk Analysis: Methods and Applications, Eds D …, 2015
102015
Max-factor individual risk models with application to credit portfolios
M Denuit, A Kiriliouk, J Segers
Insurance: Mathematics and Economics 62, 162-172, 2015
92015
Hypothesis testing for tail dependence parameters on the boundary of the parameter space
A Kiriliouk
Econometrics and Statistics 16, 121-135, 2020
5*2020
On some resampling procedures with the empirical beta copula
A Kiriliouk, J Segers, H Tsukahara
Manuscript, 2019
5*2019
Modelling extreme-value dependence in high dimensions using threshold exceedances
A Kiriliouk
thesis,(http://annakiriliouk. weebly. com/uploads/2/6/9/8/26984751/thesis. pdf), 2016
12016
Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients
A Kiriliouk, C Zhou
arXiv preprint arXiv:2210.12618, 2022
2022
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Articles 1–12