242 citations · 778 across the 62 of their papers we have counts for
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math.ST2017
Inference for heavy tailed stationary time series based on sliding blocks
Axel Bücher, Johan Segers
The block maxima method in extreme value theory consists of fitting an extreme value distribution to a sample of block maxima extracted from a time series. Traditionally, the maxim…
math.ST2017
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-st…
math.ST2017
Weak convergence of the weighted empirical beta copula process
Betina Berghaus, Johan Segers
The empirical copula has proved to be useful in the construction and understanding of many statistical procedures related to dependence within random vectors. The empirical beta co…