242 citations · 778 across the 62 of their papers we have counts for
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math.ST2019
Control variate selection for Monte Carlo integration
Rémi Leluc, François Portier, Johan Segers
Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regre…
math.ST2019
Resampling Procedures with Empirical Beta Copulas
Anna Kiriliouk, Johan Segers, Hideatsu Tsukahara
The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is…
math.PR2019
One- versus multi-component regular variation and extremes of Markov trees
Johan Segers
A Markov tree is a random vector indexed by the nodes of a tree whose distribution is determined by the distributions of pairs of neighbouring variables and a list of conditional i…