242 citations · 778 across the 62 of their papers we have counts for
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math.ST2016
The Empirical Beta Copula
Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara
Given a sample from a multivariate distribution , the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the ori…
math.ST2016
On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Axel Bücher, Johan Segers
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite clai…