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researcher

A. Kiriliouk

15 papers hereh-index 10365 citations23 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author8
  • middle author6

Across the 15 of 15 papers where every author was matched, so the position is known.

fields
  • stat.ME11
  • math.ST2
  • q-fin.RM1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20142026
most citedNonparametric estimation of extremal dependence

5 citations · 6 across the 12 of their papers we have counts for

collaborators
Showing 2019 · math.STShow all

1 paper · 2 filters

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.