John Einmahl
Names
first:  John 
last:  Einmahl 
Affiliations

Universiteit van Tilburg
→ CentER for Economic Research
 website
 location: Tilburg, Netherlands
Research profile
author of:

Empirical Likelihood based on Hypothesis Testing
by Einmahl, J. H. J. & McKeague, I. W. 
Guest editorial
by John Einmahl & Axel Munk 
Generalized ProbabilityProbability Plots
by Mushkudiani, N. A. & Einmahl, J. H. J. 
Goodnessoffit Tests in Nonparametric Regression
by Einmahl, J. H. J. & Keilegom, I. van 
GoodnessofFit Tests in Nonparametric Regression
by Einmahl, J. H. J. & Keilegom, I. van 
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a ChernoffSavage Approach
by Einmahl, J. H. J. & Omolo, B. O. & Puri, M. L. & Ruymgaart, F. H. 
Records in Athletics through ExtremeValue Theory
by Einmahl, J. H. J. & Magnus, J. R. 
Tests for Independence in Nonparametric Regression
by Einmahl, J. H. J. & Keilegom, I. van 
General Weak Laws of Large Numbers for Bootstrap Sample Means
by Einmahl, J. H. J. & Rosalsky, A. 
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
by Einmahl, J. H. J. & Li, J. & Liu, R. Y. 
Statistics of Extremes under Random Censoring
by Einmahl, J. H. J. & FilsVilletard, A. & Guillou, A. 
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
by Einmahl, J. H. J. & Haan, L. F. M. de & Li, D. 
A Method of Moments Estimator of Tail Dependence
by Einmahl, J. H. J. & Krajina, A. & Segers, J. J. J. 
Asymptotics for the Hirsch Index
by Beirlant, J. & Einmahl, J. H. J. 
Asymptotic Normality of Extreme Value Estimators on C[0,1]
by Einmahl, J. H. J. & Lin, T. 
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
by Einmahl, J. H. J. & Khmaladze, E. V. 
Specification tests in nonparametric regression
by Einmahl, John H. J. & Van Keilegom, Ingrid 
The Shorth Plot
by Einmahl, J. H. J. & Gantner, M. & Sawitzki, G. 
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
by Einmahl, J. H. J. & Segers, J. J. J. 
GlivenkoCantellitype theorems for weighted empirical distribution functions based on uniform spacings
by Einmahl, John H. J. & van Zuijlen, Martien C. A. 
Approximations and twosample tests based on PP and QQ plots of the KaplanMeier estimators of lifetime distributions
by Deheuvels, Paul & Einmahl, John H. J. 
The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Limit theorems for the negative parts of weighted multivariate empirical processes with application
by Einmahl, John H. J. 
The almost sure behavior of the oscillation modulus of the multivariate empirical process
by Einmahl, J. H. J. & Ruymgaart, F. H. 
A general form of the law of the iterated logarithm for the weighted multivariate empirical process
by Einmahl, John H. J. 
Estimating a Multidimensional ExtremeValue Distribution
by Einmahl, J. H. J. & Dehaan, L. & Huang, X. 
The almost sure behavior of maximal and minimal multivariate knspacings
by Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H. 
BahadurKiefer theorems for the productlimit process
by Beirlant, Jan & Einmahl, John H. J. 
A BahadurKiefer Theorem beyond the Largest Observation
by Einmahl, J. H. J. 
VaR stress tests for highly nonlinear portfolios
by John H. J. Einmahl & Walter N. Foppen & Olivier W. Laseroms & Casper G. de Vries 
Estimating Extreme Bivariate Quantile Regions
by Einmahl, J. H. J. & Haan, L. F. M. de & Krajina, A. 
Records in Athletics Through ExtremeValue Theory
by Einmahl, John H. J. & Magnus, Jan R. 
Limit theorems for a general weighted process under random censoring.
by Einmahl, J. H. J. & Koning, A. J. 
Limit theorems for the negative parts of weighted multivariate empirical processes with application.
by Einmahl, J. H. J. 
Multivariate empirical processes.
by Einmahl, J. H. J. 
On the approximation of an integral by a sum of random variables.
by Einmahl, J. H. J. & Zuijlen, M. C. A. van 
On the strong limiting behavior of local functionals of empirical processes based upon censored data.
by Einmahl, J. H. J. & Deheuvels, P. 
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition.
by Einmahl, J. H. J. & Haan, L. F. M. de & Li, D. 
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics.
by Einmahl, J. H. J. & Haeusler, E. & Mason, D. M. 
Maximal type test statistics based on conditional processes.
by Einmahl, J. H. J. & Beirlant, J. 
On the standarized empirical process.
by Einmahl, J. H. J. 
On the KolmogorovSmirnov statistic of certain dependent random variables.
by Einmahl, J. H. J. 
Nonparametric estimation of the spectral measure of an extreme value distribution.
by Einmahl, J. H. J. & Haan, L. F. M. de & Piterbarg, V. I. 
Maximum empirical likelihood estimation of the spectral measure of an extremevalue distribution.
by Einmahl, J. H. J. & Segers, J. J. J. 
Laws of the iterated logarithm in the tails for weighted uniform empirical processes.
by Einmahl, J. H. J. & Mason, D. M. 
Poisson and Gaussian approximation of weighted local empirical processes.
by Einmahl, J. H. J. 
The functional law of the iterated logarithm for the empirical process based on sample means.
by Einmahl, J. H. J. & Rosalsky, A. 
The HalfHalf Plot
by Einmahl, J. H. J. & Gantner, M. 
Processus empiriques multidimensionnels : apercu de quelques resultats recents.
by Einmahl, J. H. J. & Mason, D. M. & Ruymgaart, F. H. 
GlivenkoCantellitype theorems for weighted empirical distribution functions based on uniform spacings.
by Einmahl, J. H. J. & Zuijlen, M. C. A. van 
General weak laws of large numbers for Bootstrap sample means.
by Einmahl, J. H. J. & Rosalsky, A. 
Functional limit laws for the increments of KaplanMeier productlimit processes and applications.
by Einmahl, J. H. J. & Deheuvels, P. 
Limit theorems for tail processes with application to intermediate quantile estimation.
by Einmahl, J. H. J. 
Generalized quantile processes.
by Einmahl, J. & Mason, D. M. 
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes.
by Einmahl, J. H. J. & Ruymgaart, F. H. 
VaR stress for highly nonlinear portfolios.
by Einmahl, J. H. J. & Foppen, W. & Laseroms, O. & Vries, C. G. de 
A BahadurKiefer theorem beyond the largest observation.
by Einmahl, J. H. J. 
Some results for empirical processes of locally dependent arrays.
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Smallest nonparametric tolerance regions.
by Bucchianico, A. Di & Einmahl, J. H. J. & Mushkudiani, N. A. 
Confidence bands for the quantile function under random censoring.
by Einmahl, J. H. J. 
Estimating a multidimensional extremevalue distribution.
by Einmahl, J. H. J. & Haan, L. de & Xin, H. 
Specification tests in nonparametric regression.
by Einmahl, J. H. J. & Keilegom, I. van 
Some properties of weighted compound multivariate empirical processes.
by Einmahl, J. H. J. & Ruymgaart, F. H. 
The empirical distribution function as a tail estimator.
by Einmahl, J. H. J. 
Strong limit theorems for weighted quantile processes.
by Einmahl, J. & Mason, D. 
Estimating the spectral measure of an extreme value distribution.
by Einmahl, J. H. J. & Haan, L. de & Sinha, A. 
Extension to higher dimensions of the JaeschkeEicker result on the standardized empirical process.
by Einmahl, J. H. J. 
Empirical likelihood based hypothesis testing.
by Einmahl, J. H. J. & McKeague, I. W. 
Asymptotic confidence intervals for the length of the shortt under random censoring.
by Einmahl, J. H. J. & Beirlant, J. 
BahadurKiefer theorems for uniform spacings processes.
by Einmahl, J. H. J. & Beirlant, J. & Deheuvels, P. & Mason, D. M. 
Tests for independence in nonparametric regression.
by Einmahl, J. H. J. & Keilegom, I. van 
Bounds for weighted multivariate empirical distribution functions.
by Einmahl, J. H. J. & Mason, D. M. 
A unifying approach to functional laws of the iterated logarithm and GlivenkoCantelli theorems for weighted empirical processes.
by Einmahl, J. H. J. & Mason, D. M. 
Tail processes under heavy random censorship with applications.
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Confidence tubes for multiple quantile plots via empirical likelihood.
by Einmahl, J. H. J. & McKeague, I. W. 
A characterization of weak convergence of weighted multivariate empirical processes.
by Einmahl, J. H. J. & Ruymgaart, F. H. & Wellner, J. A. 
Ultimate 100m World Records Through ExtremeValue Theory
by Einmahl, J. H. J. & Smeets, S. G. W. R. 
Strong bounds for weighted empirical distribution functions based on uniform spacings.
by Einmahl, J. H. J. & Zuijlen, M. C. A. van 
The twosample problem in Rm and measurevalued martingales.
by Einmahl, J. H. J. & Khmaladze, E. V. 
BahadurKiefer theorems for the productlimit process.
by Einmahl, J. H. J. & Beirlant, J. 
The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process.
by Einmahl, J. 
Approximations and twosample tests based on PP and QQ plots of the KaplanMeier estimators of lifetime distributions.
by Einmahl, J. H. J. & Deheuvels, P. 
A strong approximation of the shortt process.
by Einmahl, J. H. J. & Geilen, M. 
A strong law for the oscillation modulus of the multivariate empirical process.
by Einmahl, J. H. J. & Ruymgaart, F. H. 
A short and elementary proof of the main BahadurKiefer theorem.
by Einmahl, J. H. J. 
Asymptotic normality of extreme value estimators on C[0,1].
by Einmahl, J. H. J. & Lin, T. 
A GlivenkoCantelli theorem for the empirical distribution function of uniform mstep spacings.
by Einmahl, J. H. J. 
A method of moments estimator of tail dependence.
by Einmahl, J. H. J. & Krajina, A. & Segers, J. J. J. 
A general form of the law of the iterated logarithm for the weighted multivariate empirical process.
by Einmahl, J. H. J. 
The almost sure behavior of maximal and minimal multivariate k_n spacings.
by Einmahl, J. H. J. & Deheuvels, P. & Mason, D. M. & Ruymgaart, F. H. 
The almost sure behaviour of the oscillation modulus of the multivariate empirical process.
by Einmahl, J. H. J. & Ruymgaart, F. H. 
A moment estimator for the index of an extremevalue distribution.
by Einmahl, J. & Dekkers, A. & de Haan, L. 
Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen.
by Einmahl, J. H. J. & Segers, J. J. J. 
The Shorth Plot.
by Einmahl, J. H. J. & Gantner, M. & Sawitzki, G. 
Testing for Bivariate Spherical Symmetry
by Einmahl, J. H. J. & Gantner, M. 
Asymptotics for the Hirsch Index
by JAN BEIRLANT & JOHN H. J. EINMAHL 
On the Choice of Prior in Bayesian Model Averaging
by Einmahl, J. H. J. & Magnus, J. R. & Kumar, K. 
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
by Einmahl, John H. J. & Li, Jun & Liu, Regina Y. 
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
by Einmahl, J. H. J. & Akker, R. van den 
An MEstimator for Tail Dependence in Arbitrary Dimensions
by Einmahl, J. H. J. & Krajina, A. & Segers, J. 
Poisson and Gaussian approximation of weighted local empirical processes
by Einmahl, John H. J. 
Estimating the spectral measure of an extreme value distribution
by Einmahl, John H. J. & de Haan, Laurens & Sinha, Ashoke Kumar 
Estimation of extreme risk regions under multivariate regular variation.
by Cai, J. & Einmahl, J. H. J. & Haan, L. F. M. de 
Superefficient estimation of the marginals by exploiting knowledge on the copula
by Einmahl, John H. J. & van den Akker, Ramon 
Ultimate 100m world records through extremevalue theory.
by Einmahl, J. H. J. & Smeets, S. G. W. R. 
Ultimate 100‐m world records through extreme‐value theory
by John H. J. Einmahl & Sander G. W. R. Smeets 
Visualizing Multiple Quantile Plots
by Boon, M. & Einmahl, J. H. J. & McKeague, I. W. 
Testing for bivariate spherical symmetry.
by Einmahl, J. H. J. & Gantner, M. 
Testing for bivariate spherical symmetry
by John Einmahl & Maria Gantner 
The halfhalf plot.
by Einmahl, J. H. J. & Gantner, M. 
Tests for independence in nonparametric regression. Stat. Sin.
by Einmahl, John H. J. 
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme
by Cai, J. & Einmahl, J. H. J. & Haan, L. F. M. de & Zhou, C. 
An Mestimator for tail dependence in arbitrary dimensions.
by Einmahl, J. H. J. & Krajina, A. & Segers, J. 
Visualizing multiple quantile plots.
by Boon, M. & Einmahl, J. H. J. & McKeague, I. W. 
Maximum Empirical Likelihood Estimation of the Spectral Measure of An Extremevalue Distribution. Ann. Stat.
by Einmahl, John H. J.