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Research interests: extreme value analysis, copula, shap-constrained inference, heavy-tailed phenomena, time series
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Article de périodique
- Gudendorf Gordon, Segers Johan, Nonparametric estimation of an extreme-value copula in arbitrary dimensions, 2011, Journal of Multivariate Analysis, 102, p. 37-47 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- Omey E., Segers Johan, Generalised regular variation of arbitrary order, 2010, Banach Center Publications, 90, p. 111-137 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- DEGEN M., LAMBRIGGERB D.D., Segers Johan, Risk concentration and diversification: second-order properties, 2010, Insurance: Mathematics and Economics, 46, p. 541-546 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub/ISrp.html
- Genest Christian, Segers Johan, On the covariance of the asymptotic empirical copula process, 2010, Journal of Multivariate Analysis, 101, p. 1837-1845 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub/ISrp.html
- Basrak Bojan, Segers Johan, Regularly varying multivariate time series, 2009, Stochastic Processes and Their Applications, 119, p. 1055-1080 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- Charpentier A., Segers Johan, Tails of multivariate Archimedean copulas, 2009, Journal of Multivariate Analysis, 100, p. 1521-1537 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- Genest Christian, Segers Johan, Rank-based inference for bivariate extreme-value copul, 2009, The Annals of Statistics, 37 (5B), p. 2990-3022 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub.html
- Robert C.Y., Segers Johan, Ferro C.A.T., A sliding blocks estimator for the extremal index, 2009, Electronic Journal of Statistics, 3, p. 993-1020 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- Einmahl J., Segers Johan, Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution, 2009, The Annals of Statistics, 37 (5B), p. 2953-2989 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub.html
- Genest Christian, Segers Johan, Rank-based inference for bivariate extreme-value copulas, 2008, The Annals of Statistics (Forthcoming)
- FILS-VILLETARD, A , GUILLOU, A , Segers Johan, Projection estimators of Pickands dependence functions, 2008, The Canadian Journal of Statistics, 36 (3), p. 369-382 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- Einmahl J., Krajina Andrea, Segers Johan, A method of moments estimator of tail dependence, 2008, Bernoulli, 14, p. 1003-1026 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub
- Charpentier A., Segers Johan, Convergence of Archimedean copulas, 2008, Statistics & Probability Letters, 78 (4), p. 412-419 (Published)
- Robert C.Y , Segers Johan, Tails of random sums of a heavy-tailed number of light-tailed terms, 2008, Insurance: Mathematics and Economics, 43 (1), p. 85-92 (Published)
Lien: http://www.stat.ucl.ac.be/ISpub/ISrp.html
- Segers Johan, Rare events, temporal dependence, and the extremal index, 2006, Journal of Applied Probability, 43 (2) (Forthcoming)
- Roberts G.O., Rosenthal J., Segers Johan, Sousa B., Extremal indices, geometric ergodicity of Markov chains, and MCMC, 2006, Extremes, 9, p. 213-229 (Published)
- Ferro C.A.T., Segers Johan, Inference for clusters of extreme values, 2003, Journal of the Royal Statistical Society, Series B (65), p. 545-556 (Published)
- Segers Johan, Functionals of clusters of extremes, 2003, Advances in Applied Probability, 35, p. 1028-1045 (Published)
- Segers Johan, Abelian and Tauberian theorems on the bias of the Hill estimator, 2002, Scandinavian Journal of Statistics, 29, p. 461-483 (Published)
Monographie
- Guillote S., Perron F., Segers Johan, Nonparametric Bayesian inference on bivariate extremes, 2010 (Circulated)
Lien: http://www.stat.ucl.ac.be/ISpub/dp/2010/DP1045.pdf
- Genest Christian, Segers Johan, On the asymptotic covariance of the empirical copula process, 2009 (Circulated)
Lien: http://www.stat.ucl.ac.be/ISpub
- Gudendorf Gordon, Segers Johan, Extreme-value copulas, 2009 (Circulated)
Lien: http://www.stat.ucl.ac.be/ISpub/dp/2009/DP0926.pdf
- Gudendorf Gordon, Segers Johan, Extreme-Value Copulas - Workshop on Copulas Theory and its Applications. Lecture Notes in Statistics - Proceedings - Durante, F., Haerdle, W., Jaworski, P. and T. Rychlik, 2009 (Circulated)
Lien: http://www.stat.ucl.ac.be/ISpub/ISrp.html
- Segers Johan, Van Den Akker R , Werker B.J.M , Improving upon the marginal empirical distribution functions when the copula is known, 2008 (Circulated)
- BEIRLANT JAN, Joossens S., Segers Johan, Peaks-over-threshold modelling: What if the generalized pareto distribution fits poorly?, 2008 (Circulated)
- Segers Johan, Multivariate regular variation of heavy-tailed Markov chains, 2007 (Circulated)
- Robert Christian, Segers Johan, Tail of random sums of a heavy-tailed number of light-tailed terms, 2007 (Circulated)
- BEIRLANT JAN, Goegebeur Y., Segers Johan, Teugels J., Statistics of extremes: theory and applications, 2004 (Published)
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- 2005-2009 Associate Editor for the Journal of the Royal Statistical Society, Series B
- 2009-... Associate Editor for Stochastic Processes and Their Applications
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Research
Research interests: extreme value analysis, copula, shap-constrained inference, heavy-tailed phenomena, time series
Editorial responsabilities
- 2005-2009 Associate Editor for the Journal of the Royal Statistical Society, Series B
- 2009-... Associate Editor for Stochastic Processes and Their Applications
Publications
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