Articles in scientific journals

  1. Basrak, B., Krizmanic, D. and Segers, J. (2012) “A functional limit theorem for dependent sequences with infinite variance stable limits”, The Annals of Probability  (in press), arXiv:1001.1345.
  2. De Carvalho, M., Oumow, B., Segers, J. and Warchoł, M. (2012) “A Euclidean Likelihood Estimator for Bivariate Tail Dependence”, Communications in Statistics - Theory and Methods  (in press), arXiv:1204.3524.
  3. Einmahl, J.H.J., Krajina, A. and Segers, J. (2012) “An M-estimator for tail dependence in arbitrary dimensions”, The Annals of Statistics  (in press), arXiv:1112.0905.
  4. Gudendorf, G. and Segers, J. (2012) “Nonparametric estimation of multivariate extreme-value copulas”, Journal of Statistical Planning and Inference  143, 3073–3085.
  5. Segers, J. (2012) “Asymptotics of empirical copula processes under nonrestrictive smoothness assumptions”, Bernoulli  18, 764–782.
  6. Segers, J. (2012) “Max-stable models for extremal dependence”, RevStat Statistical Journal  10, 61–82.
  7. Gudendorf, G. and Segers, J. (2011) “Nonparametric estimation of an extreme-value copula in arbitrary dimensions”, Journal of Multivariate Analysis  102, 37–47.
  8. Guillotte, S., Perron, F. and Segers, J. (2011) “Non-parametric Bayesian inference on bivariate extremes”, Journal of the Royal Statistical Society, Series B (Statistical Methodology)  73, 377–406.
  9. Kojadinovic, I., Segers, J. and Yan, J. (2011) “Large-sample tests of extreme-value dependence for multivariate copulas”, The Canadian Journal of Statistics  39, 703–720.
  10. Manner, H. and Segers, J. (2011) “Tails of correlation mixtures of elliptical copulas”, Insurance: Mathematics and Economics  48, 153–160.
  11. Degen, M., Lambrigger, D.D. and Segers, J. (2010) “Risk concentration and diversification: second-order properties”, Insurance: Mathematics and Economics  46, 541–546.
  12. Genest, C. and Segers, J. (2010) “On the asymptotic covariance of the empirical copula process”, Journal of Multivariate Analysis  101, 1837–1845.
  13. Omey, E. and Segers, J. (2010) “Generalised regular variation of arbitrary order”, Banach Center Publications  90, 111–137.
  14. Basrak, B. and Segers, J. (2009) “Regularly varying multivariate time series”, Stochastic Processes and Their Applications  119, 1055–1080.
  15. Beirlant, J., Joossens, E. and Segers, J. (2009) “Second-order refined peaks-over-threshold modelling for heavy-tailed distributions”, Journal of Statistical Planning and Inference  139, 2800–2815.
  16. Charpentier, A. and Segers, J. (2009) “Tails of multivariate Archimedean copulas”, Journal of Multivariate Analysis  100, 1521–1537.
  17. Einmahl, J.H.J. and Segers, J. (2009) “Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution”, The Annals of Statistics  37, 2953–2989.
  18. Ferro, C.A.T., Robert, C.Y. and Segers, J. (2009) “A sliding blocks estimator for the extremal index”, Electronic Journal of Statistics  3, 993–1020.
  19. Genest, C. and Segers, J. (2009) “Rank-based inference for bivariate extreme-value copulas”, The Annals of Statistics  37, 2990–3022.
  20. Charpentier, A. and Segers, J. (2008) “Convergence of Archimedean copulas”, Statistics & Probability Letters  78, 412–419.
  21. Einmahl, J.H.J., Krajina, A. and Segers, J. (2008) “A method of moments estimator of tail dependence”, Bernoulli  14, 1003–1026.
  22. Fils-Villetard, A., Guillou, A. and Segers, J. (2008) “Projection estimators of Pickands dependence functions”, The Canadian Journal of Statistics  36, 369–382.
  23. Robert, C.Y. and Segers, J. (2008) “Tails of random sums of a heavy-tailed number of light-tailed terms”, Insurance: Mathematics and Economics  43, 85–92.
  24. Charpentier, A. and Segers, J. (2007) “Lower tail dependence for Archimedean copulas: characterizations and pitfalls”, Insurance: Mathematics and Economics  40, 525–532.
  25. Haeusler, E. and Segers, J. (2007) “Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator”, Bernoulli  13, 175–194.
  26. Roberts, G.O., Rosenthal, J.S., Segers, J. and Sousa, B. (2006) “Extremal indices, geometric ergodicity of Markov chains, and MCMC”, Extremes  9, 213–229.
  27. Segers, J. (2006) “Rare events, temporal dependence, and the extremal index”, Journal of Applied Probability  43, 463–485.
  28. Segers, J. (2005) “Approximate distributions of clusters of extremes”, Statistics & Probability Letters  74, 330–336.
  29. Ferro, C.A.T. and Segers, J. (2003) “Inference for clusters of extreme values”, Journal of the Royal Statistical Society, Series B (Statistical Methodology)  65, 545–556.
  30. Segers, J. (2003) “Functionals of clusters of extremes”, Advances in Applied Probability  35, 1028–1045.
  31. Segers, J. (2002) “Abelian and Tauberian theorems on the bias of the Hill estimator”, Scandinavian Journal of Statistics  29, 461–483.
  32. Segers, J. (2001) “On the normal uniform local domain of attraction for intermediate order statistics”, Statistics & Probability Letters  53, 409–413.
  33. Segers, J. (2001) “Residual estimators”, Journal of Statistical Planning and Inference  98, 15–27.
  34. Segers, J. and Teugels, J. (2000) “Testing the Gumbel hypothesis by Galton's ratio”, Extremes  3, 291–303.

Book

  1. Beirlant, J., Goegebeur, Y., Segers, J. and Teugels, J. (2004) Statistics of Extremes: Theory and Applications, Wiley Series in Probability and Statistics, John Wiley & Sons Ltd., Chichester.

Book chapters

  1. Gudendorf, G. and Segers, J. (2010) “Extreme-value copulas”, in: Copula theory and its applications (Warsaw, 2009) (Jaworski, P., Durante, F., Härdle, W. and Rychlik, W., eds.) Lecture Notes in Statistics – Proceedings, Springer-Verlag, Berlin, 127–146.
  2. Segers, J. (2007) “Non-parametric inference for bivariate extreme-value copulas”, in: Topics in Extreme Values (Ahsanullah, M. and Kirmani, S.N.U.A., eds.) Nova Science Publishers Inc, New York, 181–203.

PhD thesis

  1. Segers, J., Extremes of a Random Sample: Limit Theorems and Applications, Katholieke Universiteit Leuven, 2001-05-09, supervisor: Jozef L. Teugels.

Contributions to articles with discussion

  1. Segers, J. (2012) “Nonparametric inference for max-stable dependence. Discussion of «Statistical modelling of spatial extremes» by Anthony C. Davison, Simone Padoan and Mathieu Ribatet”, Statistical Science  (in press), arXiv:1208.3571.
  2. Segers, J. (2011) “Diagonal sections of bivariate Archimedean copulas. Discussion of «Inference in multivariate Archimedean copula models» by Christian Genest, Johanna Neslehova, and Johanna Ziegel”, TEST  20, 281–283.
  3. Segers, J. (2006) “Discussion of «Copulas: Tales and Facts» by Thomas Mikosch”, Extremes  9, 51–53.
  4. Beirlant, J., Joossens, E. and Segers, J. (2004) “Discussion of «Generalized Pareto Fit to the Society of Actuaries' Large Claims Database» by A. Cebrián, M. Denuit and Ph. Lambert”, North American Actuarial Journal  8, 108–111.
  5. Segers, J. (2004) “Discussion of «A conditional approach for multivariate extreme values» by J.E. Heffernan and J.A. Tawn”, Journal of the Royal Statistical Society, Series B (Statistical Methodology)  66, 542–543.

Book reviews

  1. Segers, J. (2009) “Review of: Markovich, N. (2009) Nonparametric Analysis of Univariate Heavy-Tailed Data: Research and Practice”, Journal of the American Statistical Association  104, 863.
  2. Segers, J. (2001) “A subtle art. Review of: Coles, S. (2001) An Introduction to statistical modeling of extreme values”, Extremes  4, 379–381.

Science vulgarisation

  1. Beirlant, J., Schoutens, W. and Segers, J. (March 2005) “Mandelbrot's Extremism”, Wilmott Magazine, 97–103.
  2. Einmahl, J.H.J. and Segers, J. (November 2005) “Van observatie tot extrapolatie: gefundeerde methoden voor de analyse van extreme gebeurtenissen”, De Actuaris, 39–41.
  3. Segers, J. (2005) “Extreme-value copulas”, Medium Econometrische Toepassingen 13(1), 9–11.
  4. Segers, J. (2004) “Modelling Large Insurance Claims”, Defacto 18(2), 37–40.
  5. Segers, J. (2004) “Extreme-value copulas”, Nekst 13(1), 38–41.