2026 Johan Segers: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	39	2155	1902	28	27	165	7942

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

2155

1902

165

7942

Overview

Johan Segers is affiliated with Université Catholique de Louvain in Belgium. Their research primarily spans the fields of Mathematics and Economics, Econometrics and Finance, with particular focus on Statistics and Probability, Finance, and Artificial Intelligence among other subfields.

The scientist's work covers a range of topics including:

Statistical Methods and Inference
Financial Risk and Volatility Modeling
Hydrology and Drought Analysis
Bayesian Methods and Mixture Models
Markov Chains and Monte Carlo Methods
Intensive Care Unit Cognitive Disorders
Mathematical Approximation and Integration

Segers has published extensively, with notable papers including:

"Max-Stable Models for Multivariate Extremes", 2022, arXiv (Cornell University)
"Early neuromuscular electrical stimulation reduces the loss of muscle mass in critically ill patients - A within subject randomized controlled trial", 2020, Journal of Critical Care
"Measuring dependence between random vectors via optimal transport", 2021, Journal of Multivariate Analysis
"Skeletal Muscle Myokine Expression in Critical Illness, Association With Outcome and Impact of Therapeutic Interventions", 2023, Journal of the Endocrine Society
"One- versus multi-component regular variation and extremes of Markov trees", 2020, Advances in Applied Probability

The frequent co-authors collaborating with Johan Segers are:

François Portier
Anna Kiriliouk
Rémi Leluc
Stefka Asenova
Stéphane Lhaut

Academic contributions have appeared predominantly in these publication venues:

arXiv (Cornell University)
Extremes
Journal of the American Statistical Association
Bernoulli
Advances in Applied Probability

Best Publications

Statistics of Extremes: Theory and Applications

Jan Beirlant;Yuri Goegebeur;Johan Segers;JozefL Teugels

2605
Citations
Inference for clusters of extreme values

Christopher A. T. Ferro;Johan Segers

558
Citations
Interobserver agreement of medical research council sum-score and handgrip strength in the intensive care unit

Greet Hermans;Beatrickx Clerckx;Tine Vanhullebusch;Johan Segers

379
Citations
Extreme-value copulas

Gordon Gudendorf;Johan Segers

296
Citations
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

Johan Segers

280
Citations
Regularly varying multivariate time series

Bojan Basrak;Johan Segers

251
Citations
Assessment of limb muscle strength in critically ill patients: a systematic review.

Goele Vanpee;Greet Hermans;Johan Segers;Rik Gosselink

197
Citations
RANK-BASED INFERENCE FOR BIVARIATE EXTREME-VALUE COPULAS

Christian Genest;Johan Segers

172
Citations
Tails of multivariate Archimedean copulas

Arthur Charpentier;Johan Segers

158
Citations
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

John H. J. Einmahl;Johan Segers

127
Citations
An M-Estimator For Tail Dependence In Arbitrary Dimensions

John H. J. Einmahl;Andrea Krajina;Johan Segers

110
Citations
MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES

Johan Segers

92
Citations
The empirical beta copula

Johan Segers;Masaaki Sibuya;Hideatsu Tsukahara

91
Citations
A functional limit theorem for dependent sequences with infinite variance stable limits

Bojan Basrak;Danijel Krizmanić;Johan Segers

89
Citations
Tails of random sums of a heavy-tailed number of light-tailed terms

Christian Y. Robert;Johan Segers

76
Citations
Nonparametric estimation of multivariate extreme-value copulas

Gordon Gudendorf;Johan Segers

74
Citations
A sliding blocks estimator for the extremal index

Christian Y. Robert;Johan Segers;Christopher A.T. Ferro

74
Citations
Detecting changes in cross-sectional dependence in multivariate time series

Axel Bücher;Ivan Kojadinovic;Tom Rohmer;Johan Segers

72
Citations
Large-sample tests of extreme-value dependence for multivariate copulas

Ivan Kojadinovic;Johan Segers;Jun Yan

67
Citations
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Anna Kiriliouk;Holger Rootzén;Johan Segers;Jennifer Lynne Wadsworth

67
Citations
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

Arthur Charpentier;Johan Segers

66
Citations
On the maximum likelihood estimator for the generalized extreme-value distribution

Axel Bücher;Johan Segers

58
Citations

Frequent Co-Authors

Jan Beirlant KU Leuven

Rik Gosselink KU Leuven

Holger Rootzén Chalmers University of Technology

Christian Genest McGill University

Greet Van den Berghe KU Leuven

Michel Denuit Université Catholique de Louvain

Wim Schoutens KU Leuven

Richard A. Davis Columbia University

Marc G. Genton King Abdullah University of Science and Technology

Marc Hallin Université Libre de Bruxelles

External Links

Personal website of Johan Segers Google Scholar page

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