242 citations · 778 across the 62 of their papers we have counts for
78 papers
Unrestricted conditional maximum likelihood estimation for a Fréchet regression model
Marcio Reverbel, Johan Segers
Heavy-tailed response variables are routinely modeled as a function of covariates, but the asymptotic theory available for the resulting maximum likelihood estimators sidesteps cer…
An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
Stéphane Lhaut, Johan Segers
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standar…
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence
Rémi Leluc, François Portier, Johan Segers +1
A novel linear integration rule called is proposed in which nearest neighbor estimates act as control variates to speed up the convergence rate of the…
Statistical Inference for Hüsler-Reiss Graphical Models Through Matrix Completions
Manuel Hentschel, Sebastian Engelke, Johan Segers
The severity of multivariate extreme events is driven by the dependence between the largest marginal observations. The Hüsler-Reiss distribution is a versatile model for this extre…
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
Johan Segers, Stefka Asenova
Graphical models with heavy-tailed factors can be used to model extremal dependence or causality between extreme events. In a Bayesian network, variables are recursively defined in…
Graphical and uniform consistency of estimated optimal transport plans
Johan Segers
A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random pr…