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1. • Journal article

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   Tails of multivariate Archimedean copulas

   Charpentier, Arthur Segers, Johan[UCL] (2009) Journal of Multivariate Analysis — Vol. 100, no. 7, p. 1521-1537 (2009)
2. • Journal article

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   Maximum Empirical Likelihood Estimation of the Spectral Measure of An Extreme-value Distribution

   Einmahl, John H. J. Segers, Johan[UCL] (2009) Annals of Statistics — Vol. 37, no. 5B, p. 2953-2989 (2009)
3. • Journal article

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   Rank-based Inference for Bivariate Extreme-value Copulas

   Genest, Christian Segers, Johan[UCL] (2009) Annals of Statistics — Vol. 37, no. 5B, p. 2990-3022 (2009)
4. • Journal article

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   Regularly varying multivariate time series

   Basrak, Bojan Segers, Johan[UCL] (2009) Stochastic Processes and Their Applications — Vol. 119, no. 4, p. 1055-1080 (2009)
5. • WorkingPaper

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   Rank-based inference for bivariate extreme-value copulas

   Genest, Christian Segers, Johan[UCL] (2008)
6. • WorkingPaper

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   Tails of correlation mixtures of elliptical copulas

   Manner, Hans Segers, Johan[UCL] (2009)
7. • WorkingPaper

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   Generalised regular variation of arbitrary order

   Omey, Edward Segers, Johan[UCL] (2009)
8. • Journal article

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   Discussion of " A conditional approach for multivariate extreme values" by J.E. Heffernan and J.A. Tawn

   Segers, Johan (2004) Journal of the Royal Statistical Society. Series B, Statistical methodology — Vol. 66, no.3, p. 542-543 (2004)
9. • WorkingPaper

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   Multivariate regular variation of heavy-tailed Markov Chains

   Segers, Johan[UCL] (2007)
10. • WorkingPaper

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    A method of moments estimator of tail dependence

    Einmahl, John H.J. Krajina, Andrea Segers, Johan[UCL] (2007)
11. • WorkingPaper

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    On the covariance of the asymptotic empirical copula process

    Genest, Christian Segers, Johan[UCL] (2009)
12. • WorkingPaper

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    Improving upon the marginal empirical distribution functions when the copula is known

    Segers, Johan[UCL] van den Akker, Ramon Wekker, Bas J. M. (2008)
13. • WorkingPaper

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    Second-order refined peaks-over-threshold modelling for heavy-tailed distributions

    Beirlant, Jan Joossens, Elisabeth Segers, Johan[UCL] (2008)
14. • Journal article

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    A sliding blocks estimator for the extremal index

    Robert, Christian Y. Segers, Johan[UCL] Ferro, Christopher A.T. (2009) Electronic Journal of Statistics — Vol. 3, p. 993-1020 (2009)
15. • WorkingPaper

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    Tails of random sums of a heavy-tailed number of light-tailed terms

    Robert, Christian Y. Segers, Johan[UCL] (2007)
16. • Book

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    Statistics of extremes: theory and applications

    Beirlant, Jan Goegebeur, Yuri Segers, Johan[UCL] Teugels, Jozef (2004)
17. • Speech

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    Extreme-value copulas

    Gudendorf, Gordon[UCL] Segers, Johan[UCL] (2010) Workshop on Copula Theory and Its Application — University of Warsaw
18. • Journal article

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    Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

    Segers, Johan (2006) Extremes : statistical theory and applications in science, engineering and economics — Vol. 9, no.1, p. 51-53 (2006)
19. • Journal article

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    Extremal indices, geometric ergodicity of Markov chains, and MCMC

    Roberts, Gareth O. Rosenthal, Jeffrey S. Segers, Johan[UCL] Sousa, Bruno (2006) Extremes : statistical theory and applications in science, engineering and economics — Vol. 9, no. 3-4, p. 213-229 (2006)
20. • Journal article

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    Tails of random sums of a heavy-tailed number of light-tailed terms

    Robert, Christian Y. Segers, Johan[UCL] (2008) Insurance: Mathematics and Economics — Vol. 41, no. 1, p. 85-92 (2008)
21. • Journal article

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    Projection estimators of Pickands dependence functions

    Fils-Villetard, Amelie Guillou, Armelle Segers, Johan[UCL] (2008) Canadian Journal of Statistics — Vol. 36, no. 3, p. 369-382 (2008)
22. • Journal article

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    Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

    Charpentier, Arthur Segers, Johan[UCL] (2007) Insurance: Mathematics and Economics — Vol. 40, no. 3, p. 525-532 (2007)
23. • Journal article

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    A method of moments estimator of tail dependence

    Einmahl, John H. J. Krajina, Andrea Segers, Johan[UCL] (2008) Bernoulli : a journal of mathematical statistics and probability — Vol. 14, no. 4, p. 1003-1026 (2008)
24. • WorkingPaper

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    Extremal indices, geometric ergodicity of Markov chains, and MCMC

    Roberts, Gareth O. Rosenthal, Jeffrey S. Segers, Johan[UCL] Sousa, Bruno (2006)
25. • Journal article

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    Convergence of Archimedean copulas

    Charpentier, Arthur Segers, Johan[UCL] (2008) Statistics & Probability Letters — Vol. 78, no. 4, p. 412-419 (2008)

Pages