| Peaks over thresholds modeling with multivariate generalized Pareto distributions A Kiriliouk, H Rootzén, J Segers, JL Wadsworth Technometrics 61 (1), 123-135, 2019 | 92 | 2019 |
| 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 | 63 | 2016 |
| Heat and emergency room admissions in the Netherlands JAF van Loenhout, TD Delbiso, A Kiriliouk, JM Rodriguez-Llanes, ... BMC Public Health 18, 1-9, 2018 | 58 | 2018 |
| A continuous updating weighted least squares estimator of tail dependence in high dimensions JHJ Einmahl, A Kiriliouk, J Segers Extremes 21, 205-233, 2018 | 54 | 2018 |
| Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory A Kiriliouk, P Naveau | 23 | 2020 |
| 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 | 18 | 2018 |
| On some resampling procedures with the empirical beta copula A Kiriliouk, J Segers, H Tsukahara Manuscript, 2019 | 13* | 2019 |
| Max-factor individual risk models with application to credit portfolios M Denuit, A Kiriliouk, J Segers Insurance: Mathematics and Economics 62, 162-172, 2015 | 12 | 2015 |
| Nonparametric estimation of extremal dependence A Kiriliouk, J Segers, M Warchoł Extreme Value Modelling and Risk Analysis: Methods and Applications, Eds D …, 2015 | 12 | 2015 |
| Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients A Kiriliouk, C Zhou arXiv preprint arXiv:2210.12618, 2022 | 10 | 2022 |
| X-vine models for multivariate extremes A Kiriliouk, J Lee, J Segers Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2024 | 6 | 2024 |
| Hypothesis testing for tail dependence parameters on the boundary of the parameter space A Kiriliouk Econometrics and Statistics 16, 121-135, 2020 | 6* | 2020 |
| Multivariate generalized Pareto distributions along extreme directions A Mourahib, A Kiriliouk, J Segers Extremes, 1-34, 2024 | 3 | 2024 |
| Tail Risk Analysis for Financial Time Series A Kiriliouk, C Zhou arXiv preprint arXiv:2409.18643, 2024 | 1 | 2024 |
| Supplement to “Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory.” A Kiriliouk, P Naveau DOI, 2020 | 1 | 2020 |
| 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 | 1 | 2016 |
Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be