Items where Author is "Kiriliouk, Anna"
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Journal Article
Kiriliouk, Anna and Lee, Jeongjin and Segers, Johan (2024) X-vine models for multivariate extremes. Journal of the Royal Statistical Society Series B: Statistical Methodology.
Kiriliouk, Anna and Rootzén, Holger and Segers, Johan and Wadsworth, Jennifer Lynne (2019) Peaks over thresholds modelling with multivariate generalized Pareto distributions. Technometrics, 61 (1). pp. 123-135. ISSN 0040-1706