3 papers
stat.AP2019
Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
Anna Kiriliouk, Philippe Naveau
Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes…
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…
stat.ME2017
An estimator of the stable tail dependence function based on the empirical beta copula
Anna Kiriliouk, Johan Segers, Laleh Tafakori
The replacement of indicator functions by integrated beta kernels in the definition of the empirical stable tail dependence function is shown to produce a smoothed version of the l…