68 citations · 68 across the 3 of their papers we have counts for
3 papers
stat.ML2025
Simulation of Multivariate Extremes: a Wasserstein-Aitchison GAN approach
Stéphane Lhaut, Holger Rootzén, Johan Segers
Economically responsible mitigation of multivariate extreme risks-such as extreme rainfall over large areas, large simultaneous variations in many stock prices, or widespread break…
math.ST2024
Testing parametric models for the angular measure for bivariate extremes
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…
math.ST2011★ 68 cited
An M-estimator for tail dependence in arbitrary dimensions
John H. J. Einmahl, Andrea Krajina, Johan Segers
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric mo…