John Einmahl
Names
first:  John 
last:  Einmahl 
Affiliations

Universiteit van Tilburg
→ School of Economics and Management
→ CentER Graduate School for Economics and Business
 website
 location: Tilburg, Netherlands
Research profile
author of:

Guest editorial
by John Einmahl & Axel Munk 
Specification tests in nonparametric regression
by Einmahl, John H. J. & Van Keilegom, Ingrid 
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. 
Records in Athletics Through ExtremeValue Theory
by Einmahl, John H. J. & Magnus, Jan R. 
Asymptotics for the Hirsch Index
by JAN BEIRLANT & JOHN H. J. EINMAHL 
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
by Einmahl, John H. J. & Li, Jun & Liu, Regina Y. 
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 
Superefficient estimation of the marginals by exploiting knowledge on the copula
by Einmahl, John H. J. & van den Akker, Ramon 
Ultimate 100‐m world records through extreme‐value theory
by John H. J. Einmahl & Sander G. W. R. Smeets 
Testing for bivariate spherical symmetry
by John Einmahl & Maria Gantner 
Estimating Extreme Bivariate Quantile Regions
by Einmahl, J. H. J. & de Haan, L. F. M. & Krajina, A. 
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. 
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
by Einmahl, J. H. J. & de Haan, L. F. M. & Li, D. 
Tests for Independence in Nonparametric Regression
by Einmahl, J. H. J. & van Keilegom, I. 
Asymptotically DistributionFree GoodnessofFit Testing for Tail Copulas
by Can, S. U. & Einmahl, J. H. J. & Khmaladze, E. V. & Laeven, R. J. A. 
The Shorth Plot
by Einmahl, J. H. J. & Gantner, M. & Sawitzki, G. 
Statistics of Heteroscedastic Extremes
by Einmahl, J. H. J. & de Haan, L. F. M. & Zhou, C. 
Generalized ProbabilityProbability Plots
by Mushkudiani, N. A. & Einmahl, J. H. J. 
Asymptotics for the Hirsch Index
by Beirlant, J. & Einmahl, J. H. J. 
An MEstimator for Tail Dependence in Arbitrary Dimensions
by Einmahl, J. H. J. & Krajina, A. & Segers, J. 
An Mestimator of Spatial Tail Dependence
by Einmahl, J. H. J. & Kiriliouk, A. & Krajina, A. & Segers, J. 
On the Choice of Prior in Bayesian Model Averaging
by Einmahl, J. H. J. & Magnus, J. R. & Kumar, K. 
Empirical Likelihood based on Hypothesis Testing
by Einmahl, J. H. J. & McKeague, I. W. 
Goodnessoffit Tests in Nonparametric Regression
by Einmahl, J. H. J. & van Keilegom, I. 
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
by Einmahl, J. H. J. & Li, J. & Liu, R. Y. 
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
by Einmahl, J. H. J. & van den Akker, R. 
Records in Athletics through ExtremeValue Theory
by Einmahl, J. H. J. & Magnus, J. R. 
Statistics of Extremes under Random Censoring
by Einmahl, J. H. J. & FilsVilletard, A. & Guillou, A. 
A Method of Moments Estimator of Tail Dependence
by Einmahl, J. H. J. & Krajina, A. & Segers, J. J. J. 
The HalfHalf Plot
by Einmahl, J. H. J. & Gantner, M. 
General Weak Laws of Large Numbers for Bootstrap Sample Means
by Einmahl, J. H. J. & Rosalsky, A. 
Asymptotic Normality of Extreme Value Estimators on C[0,1]
by Einmahl, J. H. J. & Lin, T. 
GoodnessofFit Tests in Nonparametric Regression
by Einmahl, J. H. J. & van Keilegom, I. 
Testing for Bivariate Spherical Symmetry
by Einmahl, J. H. J. & Gantner, M. 
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
by Einmahl, J. H. J. & Khmaladze, E. V. 
Ultimate 100m World Records Through ExtremeValue Theory
by Einmahl, J. H. J. & Smeets, S. G. W. R. 
Estimation of Extreme DepthBased Quantile Regions
by He, Y. & Einmahl, J. H. J. 
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
by Einmahl, J. H. J. & Segers, J. J. J. 
Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme
by Cai, J. & Einmahl, J. H. J. & de Haan, L. F. M. & Zhou, C. 
Visualizing Multiple Quantile Plots
by Boon, M. & Einmahl, J. H. J. & McKeague, I. W. 
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. 
Maximum empirical likelihood estimation of the spectral measure of an extremevalue distribution
by Einmahl, J. H. J. & Segers, J. J. J. 
On the strong limiting behavior of local functionals of empirical processes based upon censored data
by Einmahl, J. H. J. & Deheuvels, P. 
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. & de Haan, L. F. M. & Piterbarg, V. I. 
Poisson and Gaussian approximation of weighted local empirical processes
by Einmahl, J. H. J. 
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. 
Multivariate empirical processes
by Einmahl, J. H. J. 
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition
by Einmahl, J. H. J. & de Haan, L. F. M. & Li, D. 
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 approximation of an integral by a sum of random variables
by Einmahl, J. H. J. & van Zuijlen, M. C. A. 
GlivenkoCantellitype theorems for weighted empirical distribution functions based on uniform spacings
by Einmahl, J. H. J. & van Zuijlen, M. C. A. 
Limit theorems for a general weighted process under random censoring
by Einmahl, J. H. J. & Koning, A. J. 
Visualizing multiple quantile plots
by Boon, M. & Einmahl, J. H. J. & McKeague, I. W. 
Limit theorems for tail processes with application to intermediate quantile estimation
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. 
Laws of the iterated logarithm in the tails for weighted uniform empirical processes
by Einmahl, J. H. J. & Mason, D. M. 
Limit theorems for the negative parts of weighted multivariate empirical processes with application
by Einmahl, J. H. J. 
Generalized quantile processes
by Einmahl, J. H. J. & Mason, D. M. 
Processus empiriques multidimensionnels : Apercu de quelques resultats recents
by Einmahl, J. H. J. & Mason, D. M. & Ruymgaart, F. H. 
The Shorth Plot
by Einmahl, J. H. J. & Gantner, M. & Sawitzki, G. 
General weak laws of large numbers for Bootstrap sample means
by Einmahl, J. H. J. & Rosalsky, A. 
The halfhalf plot
by Einmahl, J. H. J. & Gantner, M. 
Smallest nonparametric tolerance regions
by Di Bucchianico, A. & Einmahl, J. H. J. & Mushkudiani, N. A. 
Functional limit laws for the increments of KaplanMeier productlimit processes and applications
by Einmahl, J. H. J. & Deheuvels, P. 
Extension to higher dimensions of the JaeschkeEicker result on the standardized empirical process
by Einmahl, J. H. J. 
VaR stress for highly nonlinear portfolios
by Einmahl, J. H. J. & Foppen, W. & Laseroms, O. & de Vries, C. G. 
Estimation of extreme risk regions under multivariate regular variation
by Cai, J. & Einmahl, J. H. J. & de Haan, L. F. M. 
Empirical likelihood based hypothesis testing
by Einmahl, J. H. J. & McKeague, I. W. 
Some results for empirical processes of locally dependent arrays
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Specification tests in nonparametric regression
by Einmahl, J. H. J. & van Keilegom, I. 
Estimating a multidimensional extremevalue distribution
by Einmahl, J. H. J. & de Haan, L. & Xin, H. 
Van observatie tot extrapolatie : Gefundeerde methoden voor de analyse van extreme gebeurtenissen
by Einmahl, J. H. J. & Segers, J. J. J. 
Some properties of weighted compound multivariate empirical processes
by Einmahl, J. H. J. & Ruymgaart, F. H. 
BahadurKiefer theorems for uniform spacings processes
by Einmahl, J. H. J. & Beirlant, J. & Deheuvels, P. & Mason, D. M. 
Bounds for weighted multivariate empirical distribution functions
by Einmahl, J. H. J. & Mason, D. M. 
Testing for bivariate spherical symmetry
by Einmahl, J. H. J. & Gantner, M. 
BahadurKiefer theorems for the productlimit process
by Einmahl, J. H. J. & Beirlant, J. 
A BahadurKiefer theorem beyond the largest observation
by Einmahl, J. H. J. 
The empirical distribution function as a tail estimator
by Einmahl, J. H. J. 
Confidence tubes for multiple quantile plots via empirical likelihood
by Einmahl, J. H. J. & McKeague, I. W. 
Tail processes under heavy random censorship with applications
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Strong bounds for weighted empirical distribution functions based on uniform spacings
by Einmahl, J. H. J. & van Zuijlen, M. C. A. 
Confidence bands for the quantile function under random censoring
by Einmahl, J. H. J. 
The twosample problem in Rm and measurevalued martingales
by Einmahl, J. H. J. & Khmaladze, E. V. 
Tests for independence in nonparametric regression
by Einmahl, J. H. J. & van Keilegom, I. 
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 moment estimator for the index of an extremevalue distribution
by Einmahl, J. H. J. & Dekkers, A. L. M. & de Haan, L. 
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. 
A method of moments estimator of tail dependence
by Einmahl, J. H. J. & Krajina, A. & Segers, J. J. J. 
A strong approximation of the shortt process
by Einmahl, J. H. J. & Geilen, M. 
A characterization of weak convergence of weighted multivariate empirical processes
by Einmahl, J. H. J. & Ruymgaart, F. H. & Wellner, J. A. 
A strong law for the oscillation modulus of the multivariate empirical process
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Asymptotic confidence intervals for the length of the shortt under random censoring
by Einmahl, J. H. J. & Beirlant, 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. 
The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process
by Einmahl, J. H. J. 
An Mestimator for tail dependence in arbitrary dimensions
by Einmahl, J. H. J. & Krajina, A. & Segers, J. 
A general form of the law of the iterated logarithm for the weighted multivariate empirical process
by Einmahl, J. H. J. 
Strong limit theorems for weighted quantile processes
by Einmahl, J. H. & Mason, D. M. 
A GlivenkoCantelli theorem for the empirical distribution function of uniform mstep spacings
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. 
Estimating the spectral measure of an extreme value distribution
by J. Einmahl, . H. & de Haan, L. & Sinha, A. 
The almost sure behaviour of the oscillation modulus of the multivariate empirical process
by Einmahl, J. H. J. & Ruymgaart, F. H. 
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
by Einmahl, J. H. J. & Li, Jun & Liu, Regina 
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
by Einmahl, John & Kiriliouk, A. & Segers, J. J. J. 
Limits to Human Life Span Through Extreme Value Theory
by Einmahl, Jesson & Einmahl, John & de Haan, L. F. M. 
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case
by Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John 
Asymptotically DistributionFree GoodnessofFit Testing for Copulas
by Can, S. U. & Einmahl, John & Laeven, R. J. A. 
Improved Estimation of the Extreme Value Index Using Related Variables
by Ahmed, Hanan & Einmahl, John 
Testing the Multivariate Regular Variation Model
by Einmahl, John & Yang, Fan & Zhou, Chen 
Empirical Tail Copulas for Functional Data
by Einmahl, John & Segers, Johan 
Spatial Dependence and SpaceTime Trend in Extreme Events
by Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C. 
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
by Berthet, Philippe & Einmahl, John 
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
by Einmahl, J. H. J. & Segers, J. J. J. 
On the approximation of an integral by a sum of random variables
by John H. J. Einmahl & Martien C. A. Van Zuijlen 
Limits to Human Life Span Through Extreme Value Theory
by Einmahl, Jesson & Einmahl, John & de Haan, L. F. M. 
General Weak Laws of Large Numbers for Bootstrap Sample Means
by Einmahl, J. H. J. & Rosalsky, A. 
Limits to Human Life Span Through Extreme Value Theory
by Jesson J. Einmahl & John H. J. Einmahl & Laurens de Haan 
The HalfHalf Plot
by Einmahl, J. H. J. & Gantner, M. 
Goodnessoffit testing for copulas: A distributionfree approach
by Can, S. U. & Einmahl, John & Laeven, R. J. A. 
Improved Estimation of the Extreme Value Index Using Related Variables
by Ahmed, Hanan & Einmahl, John 
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
by Einmahl, J. H. J. & de Haan, L. F. M. & Li, D. 
Generalized ProbabilityProbability Plots
by Mushkudiani, N. A. & Einmahl, J. H. J. 
Goodnessoffit Tests in Nonparametric Regression
by Einmahl, J. H. J. & van Keilegom, I. 
GoodnessofFit Tests in Nonparametric Regression
by Einmahl, J. H. J. & van Keilegom, I. 
Recent PH.D. Theses in The Netherlands
by J. H. J. EINMAHL 
Records in Athletics through ExtremeValue Theory
by Einmahl, J. H. J. & Magnus, J. R. 
Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme
by Cai, J. & Einmahl, J. H. J. & de Haan, L. F. M. & Zhou, C. 
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
by Einmahl, J. H. J. & Li, J. & Liu, R. Y. 
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case
by Jan Beirlant & Andrzej Kijko & Tom Reynkens & John H. J. Einmahl 
Estimation of Extreme DepthBased Quantile Regions
by He, Y. & Einmahl, J. H. J. 
Visualizing Multiple Quantile Plots
by Boon, M. & Einmahl, J. H. J. & McKeague, I. W. 
On the standarized empirical process
by J. H. J. Einmahl 
Estimating Extreme Bivariate Quantile Regions
by Einmahl, J. H. J. & de Haan, L. F. M. & Krajina, A. 
Estimation of extreme depthbased quantile regions
by Yi He & John H. J. Einmahl 
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case
by Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John 
On the Choice of Prior in Bayesian Model Averaging
by Einmahl, J. H. J. & Magnus, J. R. & Kumar, K. 
Statistics of Extremes under Random Censoring
by Einmahl, J. H. J. & FilsVilletard, A. & Guillou, A. 
Estimation of the marginal expected shortfall: the mean when a related variable is extreme
by JuanJuan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou 
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
by Berthet, Philippe & Einmahl, John 
Spatial Dependence and SpaceTime Trend in Extreme Events
by Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C. 
Empirical Tail Copulas for Functional Data
by Einmahl, John & Segers, Johan 
Empirical Likelihood based on Hypothesis Testing
by Einmahl, J. H. J. & McKeague, I. W. 
The Shorth Plot
by Einmahl, J. H. J. & Gantner, M. & Sawitzki, G. 
The empirical distribution function as a tail estimator
by J. H. J. Einmahl 
Empirical tail copulas for functional data
by Einmahl, John & Segers, Johan 
A continuous updating weighted least squares estimator of tail dependence in high dimensions
by Einmahl, John & Kiriliouk, Anna & Segers, Johan 
Statistics of heteroscedastic extremes
by John H. J. Einmahl & Laurens Haan & Chen Zhou 
Statistics of Heteroscedastic Extremes
by Einmahl, J. H. J. & de Haan, L. F. M. & Zhou, C. 
Asymptotics for the Hirsch Index
by Beirlant, J. & Einmahl, J. H. J. 
Asymptotically DistributionFree GoodnessofFit Testing for Tail Copulas
by Can, S. U. & Einmahl, J. H. J. & Khmaladze, E. V. & Laeven, R. J. A. 
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
by Einmahl, J. H. J. & Khmaladze, E. V. 
Testing for Bivariate Spherical Symmetry
by Einmahl, J. H. J. & Gantner, M. 
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
by Einmahl, J. H. J. & Li, Jun & Liu, Regina 
Asymptotic confidence intervals for the length of the shortt under random censoring
by J. Beirlant & J. H. J. Einmahl 
Tests for Independence in Nonparametric Regression
by Einmahl, J. H. J. & van Keilegom, I. 
Asymptotically DistributionFree GoodnessofFit Testing for Copulas
by Can, S. U. & Einmahl, John & Laeven, R. J. A. 
A continuous updating weighted least squares estimator of tail dependence in high dimensions
by Einmahl, John H. J. & Kiriliouk, Anna & Segers, Johan 
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
by Einmahl, J. H. J. & van den Akker, R. 
Asymptotic Normality of Extreme Value Estimators on C[0,1]
by Einmahl, J. H. J. & Lin, T. 
Testing the Multivariate Regular Variation Model
by Einmahl, John & Yang, Fan & Zhou, Chen 
An MEstimator For Tail Dependence In Arbitrary Dimensions
by EINMAHL, John H. J. & KRAJINA, Andrea & Segers, Johan 
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
by Einmahl, John & Kiriliouk, A. & Segers, J. J. J. 
An MEstimator for Tail Dependence in Arbitrary Dimensions
by Einmahl, J. H. J. & Krajina, A. & Segers, J. 
A Method of Moments Estimator of Tail Dependence
by Einmahl, J. H. J. & Krajina, A. & Segers, J. J. J. 
An Mestimator of spatial tail dependence
by Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan 
A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS
by Einmahl J. H. J. & Ruymgaart F. H. 
An Mestimator of Spatial Tail Dependence
by Einmahl, J. H. J. & Kiriliouk, A. & Krajina, A. & Segers, J. 
An Mestimator of spatial tail dependence
by Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan 
An Mestimator for tail dependence in arbitrary dimensions
by Einmahl, John H. J. & Krajina, Andrea & Segers, Johan 
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. 
Ultimate 100m World Records Through ExtremeValue Theory
by Einmahl, J. H. J. & Smeets, S. G. W. R. 
An Mestimator of spatial tail dependence
by John H. J. Einmahl & Anna Kiriliouk & Andrea Krajina & Johan Segers 
Unified Extreme Value Estimation for Heterogeneous Data
by Einmahl, John & He, Y. 
Extreme Value Statistics in SemiSupervised Models
by Ahmed, Hanan & Einmahl, John & Zhou, Chen