Johan Segers

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0444-689X

KU Leuven

Publications

• Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions — Journal of the American Statistical Association 2025
• X-vine models for multivariate extremes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2025
• Tail Calibration of Probabilistic Forecasts — Journal of the American Statistical Association 2025
• Empirical tail copulas for functional data — The Annals of Statistics 2021
• AnM-estimator of spatial tail dependence — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs — The Annals of Statistics 2014 (name-matched, not ORCID-linked)
• Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation — The Annals of Statistics 2014
• An M-estimator for tail dependence in arbitrary dimensions — The Annals of Statistics 2012
• Non-parametric Bayesian inference on bivariate extremes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2011
• Discussion on the paper by Heffernan and Tawn — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2004
• Inference for clusters of extreme values — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2003