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Anna Kiriliouk · Study

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Anna Kiriliouk

3 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0003-2977-0140

h-index3

i103

Citations157

Works here3

15

17

18

Most cited in this library

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions2018 · 77 citations
AnM-Estimator of Spatial Tail Dependence2015 · 42 citations
A continuous updating weighted least squares estimator of tail dependence in high dimensions2017 · 38 citations

Works

3 shown

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Technometrics·2018·4 authors·Open access

77citations

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Extremes·2017·3 authors·Open access

38citations

AnM-Estimator of Spatial Tail Dependence

Journal of the Royal Statistical Society Series B (Statistical Methodology)·2015·4 authors·Open access

42citations