John Einmahl
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Einmahl |
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Universiteit van Tilburg
/ School of Economics and Management
/ CentER Graduate School for Economics and Business
Research profile
author of:
- An M-Estimator For Tail Dependence In Arbitrary Dimensions
LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2011)
by EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan
(ReDIF-paper, aiz:louvad:2011005) - An M-estimator of spatial tail dependence
LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014)
by Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan
(ReDIF-paper, aiz:louvad:2014008) - A continuous updating weighted least squares estimator of tail dependence in high dimensions
LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2016)
by Einmahl, John & Kiriliouk, Anna & Segers, Johan
(ReDIF-paper, aiz:louvad:2016002) - Empirical tail copulas for functional data
LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2020)
by Einmahl, John & Segers, Johan
(ReDIF-paper, aiz:louvad:2020004) - An M-estimator for tail dependence in arbitrary dimensions
LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2012)
by Einmahl, John H. J. & Krajina, Andrea & Segers, Johan
(ReDIF-paper, aiz:louvar:2012035) - An M-estimator of spatial tail dependence
LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2016)
by Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan
(ReDIF-paper, aiz:louvar:2016004) - A continuous updating weighted least squares estimator of tail dependence in high dimensions
LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2018)
by Einmahl, John H. J. & Kiriliouk, Anna & Segers, Johan
(ReDIF-paper, aiz:louvar:2018019) - Records in Athletics Through Extreme-Value Theory
Journal of the American Statistical Association, American Statistical Association (2008)
by Einmahl, John H. J. & Magnus, Jan R.
(ReDIF-article, bes:jnlasa:v:103:i:484:y:2008:p:1382-1391) - Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
Journal of the American Statistical Association, American Statistical Association (2009)
by Einmahl, John H. J. & Li, Jun & Liu, Regina Y.
(ReDIF-article, bes:jnlasa:v:104:i:487:y:2009:p:982-992) - Estimation of the marginal expected shortfall: the mean when a related variable is extreme
Journal of the Royal Statistical Society Series B, Royal Statistical Society (2015)
by Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou
(ReDIF-article, bla:jorssb:v:77:y:2015:i:2:p:417-442) - An M-estimator of spatial tail dependence
Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016)
by John H. J. Einmahl & Anna Kiriliouk & Andrea Krajina & Johan Segers
(ReDIF-article, bla:jorssb:v:78:y:2016:i:1:p:275-298) - Statistics of heteroscedastic extremes
Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016)
by John H. J. Einmahl & Laurens Haan & Chen Zhou
(ReDIF-article, bla:jorssb:v:78:y:2016:i:1:p:31-51) - Estimation of extreme depth-based quantile regions
Journal of the Royal Statistical Society Series B, Royal Statistical Society (2017)
by Yi He & John H. J. Einmahl
(ReDIF-article, bla:jorssb:v:79:y:2017:i:2:p:449-461) - Asymptotics for the Hirsch Index
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association (2010)
by Jan Beirlant & John H. J. Einmahl
(ReDIF-article, bla:scjsta:v:37:y:2010:i:3:p:355-364) - Recent PH.D. Theses in The Netherlands
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1987)
by J.H.J. Einmahl
(ReDIF-article, bla:stanee:v:41:y:1987:i:1:p:65-67) - On the standarized empirical process
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1989)
by J.H.J. Einmahl
(ReDIF-article, bla:stanee:v:43:y:1989:i:3:p:175-179) - The empirical distribution function as a tail estimator
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1990)
by J.H.J. Einmahl
(ReDIF-article, bla:stanee:v:44:y:1990:i:2:p:79-82) - Asymptotic confidence intervals for the length of the shortt under random censoring
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1995)
by J. Beirlant & J. H. J. Einmahl
(ReDIF-article, bla:stanee:v:49:y:1995:i:1:p:1-8) - Guest editorial
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2002)
by John Einmahl & Axel Munk
(ReDIF-article, bla:stanee:v:56:y:2002:i:2:p:129-131) - Ultimate 100‐m world records through extreme‐value theory
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2011)
by John H. J. Einmahl & Sander G. W. R. Smeets
(ReDIF-article, bla:stanee:v:65:y:2011:i:1:p:32-42) - A Strong Law For The Oscillation Modulus Of The Multivariate Empirical Process
Statistics & Risk Modeling, De Gruyter (1985)
by Einmahl J.H.J. & Ruymgaart F.H.
(ReDIF-article, bpj:strimo:v:3:y:1985:i:3-4:p:357-362:n:11) - Specification tests in nonparametric regression
Journal of Econometrics, Elsevier (2008)
by Einmahl, John H.J. & Van Keilegom, Ingrid
(ReDIF-article, eee:econom:v:143:y:2008:i:1:p:88-102) - Superefficient estimation of the marginals by exploiting knowledge on the copula
Journal of Multivariate Analysis, Elsevier (2011)
by Einmahl, John H.J. & van den Akker, Ramon
(ReDIF-article, eee:jmvana:v:102:y:2011:i:9:p:1315-1319) - The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes
Journal of Multivariate Analysis, Elsevier (1987)
by Einmahl, J. H. J. & Ruymgaart, F. H.
(ReDIF-article, eee:jmvana:v:21:y:1987:i:2:p:263-273) - The almost sure behavior of maximal and minimal multivariate kn-spacings
Journal of Multivariate Analysis, Elsevier (1988)
by Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H.
(ReDIF-article, eee:jmvana:v:24:y:1988:i:1:p:155-176) - Limit theorems for the negative parts of weighted multivariate empirical processes with application
Journal of Multivariate Analysis, Elsevier (1989)
by Einmahl, John H. J.
(ReDIF-article, eee:jmvana:v:29:y:1989:i:2:p:199-218) - Bahadur-Kiefer theorems for the product-limit process
Journal of Multivariate Analysis, Elsevier (1990)
by Beirlant, Jan & Einmahl, John H. J.
(ReDIF-article, eee:jmvana:v:35:y:1990:i:2:p:276-294) - Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
Journal of Multivariate Analysis, Elsevier (1992)
by Deheuvels, Paul & Einmahl, John H. J.
(ReDIF-article, eee:jmvana:v:43:y:1992:i:2:p:200-217) - Estimating a Multidimensional Extreme-Value Distribution
Journal of Multivariate Analysis, Elsevier (1993)
by Einmahl, J. H. J. & Dehaan, L. & Huang, X.
(ReDIF-article, eee:jmvana:v:47:y:1993:i:1:p:35-47) - A Bahadur-Kiefer Theorem beyond the Largest Observation
Journal of Multivariate Analysis, Elsevier (1995)
by Einmahl, J. H. J.
(ReDIF-article, eee:jmvana:v:55:y:1995:i:1:p:29-38) - Poisson and Gaussian approximation of weighted local empirical processes
Stochastic Processes and their Applications, Elsevier (1997)
by Einmahl, John H. J.
(ReDIF-article, eee:spapps:v:70:y:1997:i:1:p:31-58) - Estimating the spectral measure of an extreme value distribution
Stochastic Processes and their Applications, Elsevier (1997)
by Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar
(ReDIF-article, eee:spapps:v:70:y:1997:i:2:p:143-171) - Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
Statistics & Probability Letters, Elsevier (1992)
by Einmahl, John H. J. & van Zuijlen, Martien C. A.
(ReDIF-article, eee:stapro:v:13:y:1992:i:5:p:411-419) - A general form of the law of the iterated logarithm for the weighted multivariate empirical process
Statistics & Probability Letters, Elsevier (1987)
by Einmahl, John H. J.
(ReDIF-article, eee:stapro:v:5:y:1987:i:3:p:181-185) - The almost sure behavior of the oscillation modulus of the multivariate empirical process
Statistics & Probability Letters, Elsevier (1987)
by Einmahl, J. H. J. & Ruymgaart, F. H.
(ReDIF-article, eee:stapro:v:6:y:1987:i:2:p:87-96) - On the approximation of an integral by a sum of random variables
International Journal of Stochastic Analysis, Hindawi (1998)
by John H. J. Einmahl & Martien C. A. Van Zuijlen
(ReDIF-article, hin:jnijsa:670648) - Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case
Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards (2019)
by Jan Beirlant & Andrzej Kijko & Tom Reynkens & John H. J. Einmahl
(ReDIF-article, spr:nathaz:v:98:y:2019:i:3:d:10.1007_s11069-017-3162-2) - Testing for bivariate spherical symmetry
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa (2012)
by John Einmahl & Maria Gantner
(ReDIF-article, spr:testjl:v:21:y:2012:i:1:p:54-73) - Limits to Human Life Span Through Extreme Value Theory
Journal of the American Statistical Association, Taylor & Francis Journals (2019)
by Jesson J. Einmahl & John H. J. Einmahl & Laurens de Haan
(ReDIF-article, taf:jnlasa:v:114:y:2019:i:527:p:1075-1080) - Estimating Extreme Bivariate Quantile Regions
Discussion Paper, Tilburg University, Center for Economic Research (2009)
by Einmahl, J.H.J. & de Haan, L.F.M. & Krajina, A.
(ReDIF-paper, tiu:tiucen:007ce0a9-dd94-4301-ad62-15b77c236431) - Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach
Discussion Paper, Tilburg University, Center for Economic Research (2004)
by Einmahl, J.H.J. & Omolo, B.O. & Puri, M.L. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiucen:02499731-5f16-45c1-ab5f-012a1a16f341) - Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
Discussion Paper, Tilburg University, Center for Economic Research (2004)
by Einmahl, J.H.J. & de Haan, L.F.M. & Li, D.
(ReDIF-paper, tiu:tiucen:0b2c1bfa-d609-494a-8929-8091049de1a7) - Tests for Independence in Nonparametric Regression
Discussion Paper, Tilburg University, Center for Economic Research (2006)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiucen:0c6f2c43-aa7d-45c1-9d43-74f41665c2f2) - Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas
Discussion Paper, Tilburg University, Center for Economic Research (2014)
by Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A.
(ReDIF-paper, tiu:tiucen:0ec969ab-46e6-4228-b44d-40d52aaf3aab) - The Shorth Plot
Discussion Paper, Tilburg University, Center for Economic Research (2008)
by Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.
(ReDIF-paper, tiu:tiucen:10b5cfb5-c502-46dc-8e51-5481cf47f6d9) - Statistics of Heteroscedastic Extremes
Discussion Paper, Tilburg University, Center for Economic Research (2014)
by Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C.
(ReDIF-paper, tiu:tiucen:19952ae4-25ff-4e1b-8627-d21d7a62375b) - Generalized Probability-Probability Plots
Discussion Paper, Tilburg University, Center for Economic Research (2004)
by Mushkudiani, N.A. & Einmahl, J.H.J.
(ReDIF-paper, tiu:tiucen:1f85f7ad-3af4-4af2-aa8b-2fbec77a3338) - Empirical Likelihood Based Testing for Multivariate Regular Variation
Discussion Paper, Tilburg University, Center for Economic Research (2023)
by Einmahl, John & Krajina, Andrea
(ReDIF-paper, tiu:tiucen:261583f5-c571-48c6-8cea-945ba6542026) - Asymptotics for the Hirsch Index
Discussion Paper, Tilburg University, Center for Economic Research (2007)
by Beirlant, J. & Einmahl, J.H.J.
(ReDIF-paper, tiu:tiucen:2670b5ef-bb04-4ce8-82b2-722695b18b6a) - An M-Estimator for Tail Dependence in Arbitrary Dimensions
Discussion Paper, Tilburg University, Center for Economic Research (2011)
by Einmahl, J.H.J. & Krajina, A. & Segers, J.
(ReDIF-paper, tiu:tiucen:27508aa0-9825-4d9e-b1f4-17c43bff953e) - An M-estimator of Spatial Tail Dependence
Discussion Paper, Tilburg University, Center for Economic Research (2014)
by Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J.
(ReDIF-paper, tiu:tiucen:2d5c1a3b-a5f6-4329-8df2-f7d0bb2f1243) - On the Choice of Prior in Bayesian Model Averaging
Discussion Paper, Tilburg University, Center for Economic Research (2011)
by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
(ReDIF-paper, tiu:tiucen:3ca603c9-5336-4ecb-9521-6792bbff3ce7) - Empirical Likelihood based on Hypothesis Testing
Discussion Paper, Tilburg University, Center for Economic Research (2002)
by Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiucen:402576fa-8c0e-45e2-a394-8f6bf1b6e830) - Goodness-of-fit Tests in Nonparametric Regression
Discussion Paper, Tilburg University, Center for Economic Research (2004)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiucen:44e08f75-b35d-424e-b33e-0ee49749267f) - Limits to Human Life Span Through Extreme Value Theory
Discussion Paper, Tilburg University, Center for Economic Research (2017)
by Einmahl, Jesson & Einmahl, John & de Haan, L.F.M.
(ReDIF-paper, tiu:tiucen:46b8d3f3-34c3-4936-90ee-8dc4e7086ce6) - Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
Discussion Paper, Tilburg University, Center for Economic Research (2006)
by Einmahl, J.H.J. & Li, J. & Liu, R.Y.
(ReDIF-paper, tiu:tiucen:4e0aab6a-b885-4a21-a898-2991026da5c5) - Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
Discussion Paper, Tilburg University, Center for Economic Research (2010)
by Einmahl, J.H.J. & van den Akker, R.
(ReDIF-paper, tiu:tiucen:5cc7cb98-6ae3-4e8e-8566-cd73531db86b) - Records in Athletics through Extreme-Value Theory
Discussion Paper, Tilburg University, Center for Economic Research (2006)
by Einmahl, J.H.J. & Magnus, J.R.
(ReDIF-paper, tiu:tiucen:5cedc3d8-e623-46d5-a550-51c2eae15b1c) - Extreme Value Inference for General Heterogeneous Data
Discussion Paper, Tilburg University, Center for Economic Research (2024)
by He, Yi & Einmahl, John
(ReDIF-paper, tiu:tiucen:5d01cb7e-d528-406d-8c24-c004b13014bb) - Statistics of Extremes under Random Censoring
Discussion Paper, Tilburg University, Center for Economic Research (2006)
by Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A.
(ReDIF-paper, tiu:tiucen:62d47475-e6e9-43d6-9461-5558e3639d2c) - Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Discussion Paper, Tilburg University, Center for Economic Research (2021)
by Can, S.U. & Einmahl, John & Laeven, Roger
(ReDIF-paper, tiu:tiucen:65a9e694-665d-4671-aaf1-4e2093fcec17) - Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case
Discussion Paper, Tilburg University, Center for Economic Research (2017)
by Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John
(ReDIF-paper, tiu:tiucen:65e5595c-7ec1-4723-bf0e-8e12ed266ee5) - Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
Discussion Paper, Tilburg University, Center for Economic Research (2020)
by Berthet, Philippe & Einmahl, John
(ReDIF-paper, tiu:tiucen:69103be2-c944-4ca1-b9e1-20def90671c5) - Tail Copula Estimation for Heteroscedastic Extremes
Discussion Paper, Tilburg University, Center for Economic Research (2024)
by Einmahl, John & Zhou, C.
(ReDIF-paper, tiu:tiucen:6bcb09c5-8b19-48b8-9320-b80e0d9db36b) - A Method of Moments Estimator of Tail Dependence
Discussion Paper, Tilburg University, Center for Economic Research (2007)
by Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J.
(ReDIF-paper, tiu:tiucen:6ee60ab8-3c01-4bd9-aa5e-72de67da0f50) - Improved Estimation of the Extreme Value Index Using Related Variables
Discussion Paper, Tilburg University, Center for Economic Research (2018)
by Ahmed, Hanan & Einmahl, John
(ReDIF-paper, tiu:tiucen:78738894-06ad-409e-ba03-531c3308e118) - The Half-Half Plot
Discussion Paper, Tilburg University, Center for Economic Research (2009)
by Einmahl, J.H.J. & Gantner, M.
(ReDIF-paper, tiu:tiucen:88c03da5-f408-4cd8-a7f9-06827e1e6160) - General Weak Laws of Large Numbers for Bootstrap Sample Means
Discussion Paper, Tilburg University, Center for Economic Research (2004)
by Einmahl, J.H.J. & Rosalsky, A.
(ReDIF-paper, tiu:tiucen:8ccbe78d-31bd-4641-b50b-c492f2b1b528) - Asymptotic Normality of Extreme Value Estimators on C[0,1]
Discussion Paper, Tilburg University, Center for Economic Research (2003)
by Einmahl, J.H.J. & Lin, T.
(ReDIF-paper, tiu:tiucen:9565e7d8-72fd-4de8-8643-b18367b70d68) - Variance-Reduced Risk Inference in Semi-Supervised Settings
Discussion Paper, Tilburg University, Center for Economic Research (2024)
by Einmahl, John & Peng, Liang
(ReDIF-paper, tiu:tiucen:970231c1-c8e0-4f52-a0a4-fe7b74063c2d) - Goodness-of-Fit Tests in Nonparametric Regression
Discussion Paper, Tilburg University, Center for Economic Research (2006)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiucen:a2f56bed-a5de-445c-bf6b-97555c814a3c) - A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
Discussion Paper, Tilburg University, Center for Economic Research (2016)
by Einmahl, John & Kiriliouk, A. & Segers, J.J.J.
(ReDIF-paper, tiu:tiucen:a3e7350b-4773-4bd8-9c3c-6bc485b83f4d) - Extreme Value Statistics in Semi-Supervised Models
Discussion Paper, Tilburg University, Center for Economic Research (2021)
by Ahmed, Hanan & Einmahl, John & Zhou, Chen
(ReDIF-paper, tiu:tiucen:ad83a546-fb09-408e-80cc-b4b2db763d37) - Spatial Dependence and Space-Time Trend in Extreme Events
Discussion Paper, Tilburg University, Center for Economic Research (2020)
by Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C.
(ReDIF-paper, tiu:tiucen:ae5818cd-f071-4275-9577-d7b816807429) - Testing for Bivariate Spherical Symmetry
Discussion Paper, Tilburg University, Center for Economic Research (2010)
by Einmahl, J.H.J. & Gantner, M.
(ReDIF-paper, tiu:tiucen:b50b8093-4f4c-4afa-af04-3c477087aca7) - Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Discussion Paper, Tilburg University, Center for Economic Research (2015)
by Einmahl, J.H.J. & Li, Jun & Liu, Regina
(ReDIF-paper, tiu:tiucen:bcd9783a-e07e-4da2-bc47-bb96d816c0d8) - Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
Discussion Paper, Tilburg University, Center for Economic Research (2007)
by Einmahl, J.H.J. & Khmaladze, E.V.
(ReDIF-paper, tiu:tiucen:c4c26f2d-99d3-473f-9900-e25d035212f6) - Improved regression inference using a second overlapping regression model
Discussion Paper, Tilburg University, Center for Economic Research (2021)
by Peng, Liang & Einmahl, John
(ReDIF-paper, tiu:tiucen:c529c2b9-0eee-440e-b015-8a13a43d363d) - Ultimate 100m World Records Through Extreme-Value Theory
Discussion Paper, Tilburg University, Center for Economic Research (2009)
by Einmahl, J.H.J. & Smeets, S.G.W.R.
(ReDIF-paper, tiu:tiucen:d16c8bbc-772e-42e1-8d8e-3147e8dbcd93) - Estimation of Extreme Depth-Based Quantile Regions
Discussion Paper, Tilburg University, Center for Economic Research (2014)
by He, Y. & Einmahl, J.H.J.
(ReDIF-paper, tiu:tiucen:d6529c8a-8865-4c03-a064-a63fd5097ffd) - Testing the Multivariate Regular Variation Model
Discussion Paper, Tilburg University, Center for Economic Research (2018)
by Einmahl, John & Yang, Fan & Zhou, Chen
(ReDIF-paper, tiu:tiucen:dd3c4dd0-7181-40f3-af44-f9f1eb224ff1) - Unified Extreme Value Estimation for Heterogeneous Data
Discussion Paper, Tilburg University, Center for Economic Research (2020)
by Einmahl, John & He, Y.
(ReDIF-paper, tiu:tiucen:dfe6c38c-823b-4394-b4fd-ad1924403551) - Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
Discussion Paper, Tilburg University, Center for Economic Research (2008)
by Einmahl, J.H.J. & Segers, J.J.J.
(ReDIF-paper, tiu:tiucen:e9340b9a-fe69-4e77-8594-88794967cb15) - Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme
Discussion Paper, Tilburg University, Center for Economic Research (2012)
by Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C.
(ReDIF-paper, tiu:tiucen:e96e039f-cb6b-4cd5-805b-5611a64257f5) - Empirical Tail Copulas for Functional Data
Discussion Paper, Tilburg University, Center for Economic Research (2020)
by Einmahl, John & Segers, Johan
(ReDIF-paper, tiu:tiucen:edc722e6-cc70-4221-87a2-8493156e1ab3) - Visualizing Multiple Quantile Plots
Discussion Paper, Tilburg University, Center for Economic Research (2011)
by Boon, M. & Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiucen:ef2fd92d-b063-4efe-b8b9-31ba8ed79272) - Extreme Value Inference for General Heterogeneous Data
Discussion Paper, Tilburg University, Center for Economic Research (2022)
by Einmahl, John & He, Y.
(ReDIF-paper, tiu:tiucen:fd8dd91c-086f-40e6-ac29-3785bd0b56cd) - Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas
Discussion Paper, Tilburg University, Center for Economic Research (2017)
by Can, S.U. & Einmahl, John & Laeven, R.J.A.
(ReDIF-paper, tiu:tiucen:feb9a064-2a9f-47d6-a02b-7e5bfeeb9a63) - The half-half plot
Other publications TiSEM, Tilburg University, School of Economics and Management (2012)
by Einmahl, J.H.J. & Gantner, M.
(ReDIF-paper, tiu:tiutis:00018d48-5993-467c-a585-92dcede31ef3) - Estimating Extreme Bivariate Quantile Regions
Other publications TiSEM, Tilburg University, School of Economics and Management (2009)
by Einmahl, J.H.J. & de Haan, L.F.M. & Krajina, A.
(ReDIF-paper, tiu:tiutis:007ce0a9-dd94-4301-ad62-15b77c236431) - Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach
Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
by Einmahl, J.H.J. & Omolo, B.O. & Puri, M.L. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:02499731-5f16-45c1-ab5f-012a1a16f341) - The two-sample problem in Rm and measure-valued martingales
Other publications TiSEM, Tilburg University, School of Economics and Management (2001)
by Einmahl, J.H.J. & Khmaladze, E.V.
(ReDIF-paper, tiu:tiutis:05e25f02-c6e7-4e9c-b42b-f35bbde08f55) - Limit theorems for tail processes with application to intermediate quantile estimation
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:063e51b0-445d-4764-96a2-4f128bdb3d76) - Poisson and Gaussian approximation of weighted local empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:07d934b9-2bd4-474a-bf32-f8702b6e346c) - The empirical distribution function as a tail estimator
Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:08014dbd-2d84-43e5-ad47-7b3fe45ac5e4) - Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
by Einmahl, J.H.J. & de Haan, L.F.M. & Li, D.
(ReDIF-paper, tiu:tiutis:0b2c1bfa-d609-494a-8929-8091049de1a7) - The Shorth Plot
Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
by Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.
(ReDIF-paper, tiu:tiutis:0bb67ddc-0dd1-4c13-9916-5a83a9ead2f4) - Tests for Independence in Nonparametric Regression
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiutis:0c6f2c43-aa7d-45c1-9d43-74f41665c2f2) - Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas
Other publications TiSEM, Tilburg University, School of Economics and Management (2014)
by Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A.
(ReDIF-paper, tiu:tiutis:0ec969ab-46e6-4228-b44d-40d52aaf3aab) - The Shorth Plot
Other publications TiSEM, Tilburg University, School of Economics and Management (2008)
by Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.
(ReDIF-paper, tiu:tiutis:10b5cfb5-c502-46dc-8e51-5481cf47f6d9) - Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & de Haan, L.F.M. & Li, D.
(ReDIF-paper, tiu:tiutis:18b65ac3-ba79-4bff-ad53-2b2f1833eb1a) - Statistics of Heteroscedastic Extremes
Other publications TiSEM, Tilburg University, School of Economics and Management (2014)
by Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C.
(ReDIF-paper, tiu:tiutis:19952ae4-25ff-4e1b-8627-d21d7a62375b) - Generalized Probability-Probability Plots
Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
by Mushkudiani, N.A. & Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:1f85f7ad-3af4-4af2-aa8b-2fbec77a3338) - Strong bounds for weighted empirical distribution functions based on uniform spacings
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J.H.J. & van Zuijlen, M.C.A.
(ReDIF-paper, tiu:tiutis:21059503-7dec-4f2c-a621-68e7be7204b1) - Goodness-of-fit testing for copulas: A distribution-free approach
Other publications TiSEM, Tilburg University, School of Economics and Management (2020)
by Can, S.U. & Einmahl, John & Laeven, R.J.A.
(ReDIF-paper, tiu:tiutis:211b2be9-b46e-41e2-9b95-18fa92cfda8c) - Asymptotics for the Hirsch Index
Other publications TiSEM, Tilburg University, School of Economics and Management (2007)
by Beirlant, J. & Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:2670b5ef-bb04-4ce8-82b2-722695b18b6a) - An M-Estimator for Tail Dependence in Arbitrary Dimensions
Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
by Einmahl, J.H.J. & Krajina, A. & Segers, J.
(ReDIF-paper, tiu:tiutis:27508aa0-9825-4d9e-b1f4-17c43bff953e) - Estimating a multidimensional extreme-value distribution
Other publications TiSEM, Tilburg University, School of Economics and Management (1993)
by Einmahl, J.H.J. & de Haan, L. & Xin, H.
(ReDIF-paper, tiu:tiutis:2816eb0c-8f15-4111-94f5-6a1d2d946e8c) - Specification tests in nonparametric regression
Other publications TiSEM, Tilburg University, School of Economics and Management (2008)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiutis:2c94c2d8-8305-4fb1-b47f-71c96f06737a) - An M-estimator of Spatial Tail Dependence
Other publications TiSEM, Tilburg University, School of Economics and Management (2014)
by Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J.
(ReDIF-paper, tiu:tiutis:2d5c1a3b-a5f6-4329-8df2-f7d0bb2f1243) - Empirical likelihood based hypothesis testing
Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
by Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiutis:2ddb34d8-8ae7-46e3-8004-c7a06ce1eeb4) - Confidence bands for the quantile function under random censoring
Other publications TiSEM, Tilburg University, School of Economics and Management (1993)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:2ee33cce-f072-40da-b13c-440661383953) - Visualizing multiple quantile plots
Other publications TiSEM, Tilburg University, School of Economics and Management (2013)
by Boon, M. & Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiutis:2fa144ec-4d06-40af-8a61-8bc44d43d48e) - On the Choice of Prior in Bayesian Model Averaging
Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
(ReDIF-paper, tiu:tiutis:3ca603c9-5336-4ecb-9521-6792bbff3ce7) - Empirical Likelihood based on Hypothesis Testing
Other publications TiSEM, Tilburg University, School of Economics and Management (2002)
by Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiutis:402576fa-8c0e-45e2-a394-8f6bf1b6e830) - A strong approximation of the shortt process
Other publications TiSEM, Tilburg University, School of Economics and Management (2000)
by Einmahl, J.H.J. & Geilen, M.
(ReDIF-paper, tiu:tiutis:42777c6d-018a-43cd-8684-513902c3aef4) - Asymptotic normality of extreme value estimators on C[0,1]
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & Lin, T.
(ReDIF-paper, tiu:tiutis:42acb0aa-ff83-4499-8f20-dae495c63dc9) - A general form of the law of the iterated logarithm for the weighted multivariate empirical process
Other publications TiSEM, Tilburg University, School of Economics and Management (1987)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:42bd5c0c-ad96-4f1b-9872-1588abf69c40) - Tests for independence in nonparametric regression
Other publications TiSEM, Tilburg University, School of Economics and Management (2008)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiutis:4356c520-d1d5-4156-b5b7-071a5ebcd574) - Bahadur-Kiefer theorems for uniform spacings processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J.H.J. & Beirlant, J. & Deheuvels, P. & Mason, D.M.
(ReDIF-paper, tiu:tiutis:435fdbf0-02d3-4d8b-a085-88f48c2edfbc) - Smallest nonparametric tolerance regions
Other publications TiSEM, Tilburg University, School of Economics and Management (2001)
by Di Bucchianico, A. & Einmahl, J.H.J. & Mushkudiani, N.A.
(ReDIF-paper, tiu:tiutis:436f9be2-d0ad-49af-b6df-99889634d2d0) - A method of moments estimator of tail dependence
Other publications TiSEM, Tilburg University, School of Economics and Management (2008)
by Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J.
(ReDIF-paper, tiu:tiutis:448fd556-b3e0-4fb0-bcb7-86b12ed7d479) - Goodness-of-fit Tests in Nonparametric Regression
Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiutis:44e08f75-b35d-424e-b33e-0ee49749267f) - Limits to Human Life Span Through Extreme Value Theory
Other publications TiSEM, Tilburg University, School of Economics and Management (2017)
by Einmahl, Jesson & Einmahl, John & de Haan, L.F.M.
(ReDIF-paper, tiu:tiutis:46b8d3f3-34c3-4936-90ee-8dc4e7086ce6) - Some results for empirical processes of locally dependent arrays
Other publications TiSEM, Tilburg University, School of Economics and Management (2000)
by Einmahl, J.H.J. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:49f9fb4f-3cd4-4586-a367-ca86514c30b9) - Bounds for weighted multivariate empirical distribution functions
Other publications TiSEM, Tilburg University, School of Economics and Management (1985)
by Einmahl, J.H.J. & Mason, D.M.
(ReDIF-paper, tiu:tiutis:4a583237-c93b-4a57-8b7c-a7e0261b4788) - Strong limit theorems for weighted quantile processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J. H. & Mason, D. M.
(ReDIF-paper, tiu:tiutis:4bbe972d-b641-42a4-b2b8-06096c85e85f) - Multivariate empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1987)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:4d74fa6b-5281-48ea-aa4d-5cc3d8f4ac8a) - Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & Li, J. & Liu, R.Y.
(ReDIF-paper, tiu:tiutis:4e0aab6a-b885-4a21-a898-2991026da5c5) - VaR stress for highly non-linear portfolios
Other publications TiSEM, Tilburg University, School of Economics and Management (2005)
by Einmahl, J.H.J. & Foppen, W. & Laseroms, O. & de Vries, C.G.
(ReDIF-paper, tiu:tiutis:5181b877-7819-4330-97d6-085ebf977492) - The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J. H.J.
(ReDIF-paper, tiu:tiutis:5520438c-0aea-424b-b2c4-29f44fe4ad78) - Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
by Einmahl, J.H.J. & van den Akker, R.
(ReDIF-paper, tiu:tiutis:5cc7cb98-6ae3-4e8e-8566-cd73531db86b) - Records in Athletics through Extreme-Value Theory
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & Magnus, J.R.
(ReDIF-paper, tiu:tiutis:5cedc3d8-e623-46d5-a550-51c2eae15b1c) - Statistics of Extremes under Random Censoring
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A.
(ReDIF-paper, tiu:tiutis:62d47475-e6e9-43d6-9461-5558e3639d2c) - Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case
Other publications TiSEM, Tilburg University, School of Economics and Management (2017)
by Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John
(ReDIF-paper, tiu:tiutis:65e5595c-7ec1-4723-bf0e-8e12ed266ee5) - Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
Other publications TiSEM, Tilburg University, School of Economics and Management (2020)
by Berthet, Philippe & Einmahl, John
(ReDIF-paper, tiu:tiutis:69103be2-c944-4ca1-b9e1-20def90671c5) - A Method of Moments Estimator of Tail Dependence
Other publications TiSEM, Tilburg University, School of Economics and Management (2007)
by Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J.
(ReDIF-paper, tiu:tiutis:6ee60ab8-3c01-4bd9-aa5e-72de67da0f50) - A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1989)
by Einmahl, J.H.J. & Mason, D.M.
(ReDIF-paper, tiu:tiutis:713d6089-11e0-421b-86cb-118627940200) - Van observatie tot extrapolatie : Gefundeerde methoden voor de analyse van extreme gebeurtenissen
Other publications TiSEM, Tilburg University, School of Economics and Management (2005)
by Einmahl, J.H.J. & Segers, J.J.J.
(ReDIF-paper, tiu:tiutis:723cfd54-91fb-49b7-9647-0ba210d9a323) - Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J.H.J. & van Zuijlen, M.C.A.
(ReDIF-paper, tiu:tiutis:72b2e44b-acbc-47d1-90e2-95dfa0523b44) - A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings
Other publications TiSEM, Tilburg University, School of Economics and Management (1987)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:74e22219-08d5-453a-9473-7c5df383f2c3) - Improved Estimation of the Extreme Value Index Using Related Variables
Other publications TiSEM, Tilburg University, School of Economics and Management (2018)
by Ahmed, Hanan & Einmahl, John
(ReDIF-paper, tiu:tiutis:78738894-06ad-409e-ba03-531c3308e118) - An M-estimator for tail dependence in arbitrary dimensions
Other publications TiSEM, Tilburg University, School of Economics and Management (2012)
by Einmahl, J.H.J. & Krajina, A. & Segers, J.
(ReDIF-paper, tiu:tiutis:7d447c58-3e8f-4387-b36b-e155006d9314) - A moment estimator for the index of an extreme-value distribution
Other publications TiSEM, Tilburg University, School of Economics and Management (1989)
by Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L.
(ReDIF-paper, tiu:tiutis:81970cb3-5b7a-4cad-9bf6-2f900a6a1518) - Some properties of weighted compound multivariate empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1986)
by Einmahl, J.H.J. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:86b49217-1cfc-42d0-8b3d-49593289a5b0) - The almost sure behavior of maximal and minimal multivariate k_n -spacings
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J.H.J. & Deheuvels, P. & Mason, D.M. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:8867b285-2eab-4ec2-aec0-578d9318667a) - The Half-Half Plot
Other publications TiSEM, Tilburg University, School of Economics and Management (2009)
by Einmahl, J.H.J. & Gantner, M.
(ReDIF-paper, tiu:tiutis:88c03da5-f408-4cd8-a7f9-06827e1e6160) - General weak laws of large numbers for Bootstrap sample means
Other publications TiSEM, Tilburg University, School of Economics and Management (2005)
by Einmahl, J.H.J. & Rosalsky, A.
(ReDIF-paper, tiu:tiutis:8b68606c-7dc0-4d8e-9397-9b160b532372) - General Weak Laws of Large Numbers for Bootstrap Sample Means
Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
by Einmahl, J.H.J. & Rosalsky, A.
(ReDIF-paper, tiu:tiutis:8ccbe78d-31bd-4641-b50b-c492f2b1b528) - Processus empiriques multidimensionnels : Apercu de quelques resultats recents
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J.H.J. & Mason, D.M. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:8d83d82d-5896-4b0d-85ab-1af82c1385de) - The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1987)
by Einmahl, J.H.J. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:92e6de7f-301a-4444-9671-6f3ab3cb6cae) - The almost sure behaviour of the oscillation modulus of the multivariate empirical process
Other publications TiSEM, Tilburg University, School of Economics and Management (1987)
by Einmahl, J.H.J. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:94429b0f-0175-452f-b41b-f7312803f9e9) - Asymptotic Normality of Extreme Value Estimators on C[0,1]
Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
by Einmahl, J.H.J. & Lin, T.
(ReDIF-paper, tiu:tiutis:9565e7d8-72fd-4de8-8643-b18367b70d68) - Asymptotic confidence intervals for the length of the shortt under random censoring
Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
by Einmahl, J.H.J. & Beirlant, J.
(ReDIF-paper, tiu:tiutis:9772fa7d-a855-4695-b5d4-b2c1a3061659) - A Bahadur-Kiefer theorem beyond the largest observation
Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:a2291534-8ffd-435c-a68c-02e455f04492) - Goodness-of-Fit Tests in Nonparametric Regression
Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
by Einmahl, J.H.J. & van Keilegom, I.
(ReDIF-paper, tiu:tiutis:a2f56bed-a5de-445c-bf6b-97555c814a3c) - A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
Other publications TiSEM, Tilburg University, School of Economics and Management (2016)
by Einmahl, John & Kiriliouk, A. & Segers, J.J.J.
(ReDIF-paper, tiu:tiutis:a3e7350b-4773-4bd8-9c3c-6bc485b83f4d) - Tail processes under heavy random censorship with applications
Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
by Einmahl, J.H.J. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:a77f6162-4e20-4e5f-8250-9d92b0aa1a9b) - Limit theorems for a general weighted process under random censoring
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J.H.J. & Koning, A.J.
(ReDIF-paper, tiu:tiutis:ab26769f-cec3-4b07-9e8a-97be6e94ce15) - Estimating the spectral measure of an extreme value distribution
Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
by J Einmahl, .H. & de Haan, L. & Sinha, A.
(ReDIF-paper, tiu:tiutis:ac22e123-1e5d-448a-981e-a2a9ceaa9d9a) - Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
Other publications TiSEM, Tilburg University, School of Economics and Management (2000)
by Einmahl, J.H.J. & Deheuvels, P.
(ReDIF-paper, tiu:tiutis:ac9bbdc0-62f8-4b48-9a84-13b4bfed2ced) - Spatial Dependence and Space-Time Trend in Extreme Events
Other publications TiSEM, Tilburg University, School of Economics and Management (2020)
by Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C.
(ReDIF-paper, tiu:tiutis:ae5818cd-f071-4275-9577-d7b816807429) - Generalized quantile processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J. H.J. & Mason, D.M.
(ReDIF-paper, tiu:tiutis:b2a76bac-045d-457f-869f-d49fc4c1e944) - Testing for Bivariate Spherical Symmetry
Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
by Einmahl, J.H.J. & Gantner, M.
(ReDIF-paper, tiu:tiutis:b50b8093-4f4c-4afa-af04-3c477087aca7) - Bahadur-Kiefer theorems for the product-limit process
Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
by Einmahl, J.H.J. & Beirlant, J.
(ReDIF-paper, tiu:tiutis:b5786a00-9c90-43f7-b986-a40a5e7f54a9) - Confidence tubes for multiple quantile plots via empirical likelihood
Other publications TiSEM, Tilburg University, School of Economics and Management (1999)
by Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiutis:b64493f8-1c01-40fd-b16d-7d402048d759) - Estimation of extreme risk regions under multivariate regular variation
Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
by Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M.
(ReDIF-paper, tiu:tiutis:b7a72a8d-f9bc-4129-ae9b-a97a27515ecf) - On the approximation of an integral by a sum of random variables
Other publications TiSEM, Tilburg University, School of Economics and Management (1998)
by Einmahl, J.H.J. & van Zuijlen, M.C.A.
(ReDIF-paper, tiu:tiutis:bb3b2299-2b28-4162-9585-74ac42252eea) - On the standarized empirical process
Other publications TiSEM, Tilburg University, School of Economics and Management (1989)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:bc3a10d9-ee54-40ff-b001-4be42102f176) - Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Other publications TiSEM, Tilburg University, School of Economics and Management (2015)
by Einmahl, J.H.J. & Li, Jun & Liu, Regina
(ReDIF-paper, tiu:tiutis:bcd9783a-e07e-4da2-bc47-bb96d816c0d8) - A short and elementary proof of the main Bahadur-Kiefer theorem
Other publications TiSEM, Tilburg University, School of Economics and Management (1996)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:bd980f38-c118-4174-9816-8d4d7b9f5371) - The functional law of the iterated logarithm for the empirical process based on sample means
Other publications TiSEM, Tilburg University, School of Economics and Management (2001)
by Einmahl, J.H.J. & Rosalsky, A.
(ReDIF-paper, tiu:tiutis:be70766d-ab95-4d16-9b5f-8cc47576111b) - Nonparametric estimation of the spectral measure of an extreme value distribution
Other publications TiSEM, Tilburg University, School of Economics and Management (2001)
by Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I.
(ReDIF-paper, tiu:tiutis:c3485b9b-a0bd-456f-9baa-0682bef762eb) - Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
Other publications TiSEM, Tilburg University, School of Economics and Management (2007)
by Einmahl, J.H.J. & Khmaladze, E.V.
(ReDIF-paper, tiu:tiutis:c4c26f2d-99d3-473f-9900-e25d035212f6) - Maximal type test statistics based on conditional processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1996)
by Einmahl, J.H.J. & Beirlant, J.
(ReDIF-paper, tiu:tiutis:d031d073-2eea-4770-9bee-a0d1bbc6edcc) - Ultimate 100m World Records Through Extreme-Value Theory
Other publications TiSEM, Tilburg University, School of Economics and Management (2009)
by Einmahl, J.H.J. & Smeets, S.G.W.R.
(ReDIF-paper, tiu:tiutis:d16c8bbc-772e-42e1-8d8e-3147e8dbcd93) - A strong law for the oscillation modulus of the multivariate empirical process
Other publications TiSEM, Tilburg University, School of Economics and Management (1985)
by Einmahl, J.H.J. & Ruymgaart, F.H.
(ReDIF-paper, tiu:tiutis:d196d8fd-9643-4a39-b7e3-ab5e4ebe700a) - Limit theorems for the negative parts of weighted multivariate empirical processes with application
Other publications TiSEM, Tilburg University, School of Economics and Management (1989)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:d54f2928-e48e-40bb-8959-57b3666a8893) - Laws of the iterated logarithm in the tails for weighted uniform empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J.H.J. & Mason, D.M.
(ReDIF-paper, tiu:tiutis:d5a5a8d5-c060-4344-9675-2ffd5064b514) - Estimation of Extreme Depth-Based Quantile Regions
Other publications TiSEM, Tilburg University, School of Economics and Management (2014)
by He, Y. & Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:d6529c8a-8865-4c03-a064-a63fd5097ffd) - Testing the Multivariate Regular Variation Model
Other publications TiSEM, Tilburg University, School of Economics and Management (2018)
by Einmahl, John & Yang, Fan & Zhou, Chen
(ReDIF-paper, tiu:tiutis:dd3c4dd0-7181-40f3-af44-f9f1eb224ff1) - On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J.H.J. & Haeusler, E. & Mason, D.M.
(ReDIF-paper, tiu:tiutis:df0f63ff-d20e-4578-86ae-8343e9956772) - Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
Other publications TiSEM, Tilburg University, School of Economics and Management (1992)
by Einmahl, J.H.J. & Deheuvels, P.
(ReDIF-paper, tiu:tiutis:e277ba55-6fd6-41a1-a9fb-2525cd3db9f1) - Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process
Other publications TiSEM, Tilburg University, School of Economics and Management (1996)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:e4026f4e-14f7-4c80-9f72-221c68f71bb7) - Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
Other publications TiSEM, Tilburg University, School of Economics and Management (2008)
by Einmahl, J.H.J. & Segers, J.J.J.
(ReDIF-paper, tiu:tiutis:e9340b9a-fe69-4e77-8594-88794967cb15) - Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme
Other publications TiSEM, Tilburg University, School of Economics and Management (2012)
by Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C.
(ReDIF-paper, tiu:tiutis:e96e039f-cb6b-4cd5-805b-5611a64257f5) - On the strong limiting behavior of local functionals of empirical processes based upon censored data
Other publications TiSEM, Tilburg University, School of Economics and Management (1996)
by Einmahl, J.H.J. & Deheuvels, P
(ReDIF-paper, tiu:tiutis:eac4a4cd-81ee-4107-8c70-a6568c0fcef8) - Empirical Tail Copulas for Functional Data
Other publications TiSEM, Tilburg University, School of Economics and Management (2020)
by Einmahl, John & Segers, Johan
(ReDIF-paper, tiu:tiutis:edc722e6-cc70-4221-87a2-8493156e1ab3) - Visualizing Multiple Quantile Plots
Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
by Boon, M. & Einmahl, J.H.J. & McKeague, I.W.
(ReDIF-paper, tiu:tiutis:ef2fd92d-b063-4efe-b8b9-31ba8ed79272) - Testing for bivariate spherical symmetry
Other publications TiSEM, Tilburg University, School of Economics and Management (2012)
by Einmahl, J.H.J. & Gantner, M.
(ReDIF-paper, tiu:tiutis:f02b446f-b69b-45bb-b39d-2a89c474111b) - On the Kolmogorov-Smirnov statistic of certain dependent random variables
Other publications TiSEM, Tilburg University, School of Economics and Management (1985)
by Einmahl, J.H.J.
(ReDIF-paper, tiu:tiutis:f95c7475-92b4-4d50-b585-dd0292dba22b) - A characterization of weak convergence of weighted multivariate empirical processes
Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
by Einmahl, J.H.J. & Ruymgaart, F.H. & Wellner, J.A.
(ReDIF-paper, tiu:tiutis:fc379b36-ff34-4e35-bb90-6b76f19346fd) - Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas
Other publications TiSEM, Tilburg University, School of Economics and Management (2017)
by Can, S.U. & Einmahl, John & Laeven, R.J.A.
(ReDIF-paper, tiu:tiutis:feb9a064-2a9f-47d6-a02b-7e5bfeeb9a63) - Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
Other publications TiSEM, Tilburg University, School of Economics and Management (2009)
by Einmahl, J.H.J. & Segers, J.J.J.
(ReDIF-paper, tiu:tiutis:ffef2e15-c4a8-471f-b730-13c2f37f86c1)