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John Einmahl

Personal Details

First Name:John
Middle Name:
Last Name:Einmahl
Suffix:
RePEc Short-ID:pei24
[This author has chosen not to make the email address public]

Affiliation

CentER Graduate School for Economics and Business
School of Economics and Management
Universiteit van Tilburg

Tilburg, Netherlands
https://www.tilburguniversity.edu/research/economics-and-management/graduate-school
RePEc:edi:cekubnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. He, Yi & Einmahl, John, 2024. "Extreme Value Inference for General Heterogeneous Data," Discussion Paper 2024-014, Tilburg University, Center for Economic Research.
  2. Einmahl, John & Peng, Liang, 2024. "Variance-Reduced Risk Inference in Semi-Supervised Settings," Discussion Paper 2024-024, Tilburg University, Center for Economic Research.
  3. Einmahl, John & Zhou, C., 2024. "Tail Copula Estimation for Heteroscedastic Extremes," Discussion Paper 2024-003, Tilburg University, Center for Economic Research.
  4. Einmahl, John & Krajina, Andrea, 2023. "Empirical Likelihood Based Testing for Multivariate Regular Variation," Discussion Paper 2023-001, Tilburg University, Center for Economic Research.
  5. Ahmed, Hanan & Einmahl, John & Zhou, Chen, 2021. "Extreme Value Statistics in Semi-Supervised Models," Discussion Paper 2021-007, Tilburg University, Center for Economic Research.
  6. Can, S.U. & Einmahl, John & Laeven, Roger, 2021. "Two-Sample Testing for Tail Copulas with an Application to Equity Indices," Discussion Paper 2021-017, Tilburg University, Center for Economic Research.
  7. Peng, Liang & Einmahl, John, 2021. "Improved regression inference using a second overlapping regression model," Discussion Paper 2021-029, Tilburg University, Center for Economic Research.
  8. Berthet, Philippe & Einmahl, John, 2020. "Cube Root Weak Convergence of Empirical Estimators of a Density Level Set," Discussion Paper 2020-015, Tilburg University, Center for Economic Research.
  9. Einmahl, John & Segers, Johan, 2020. "Empirical tail copulas for functional data," LIDAM Discussion Papers ISBA 2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  10. Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper 2020-009, Tilburg University, Center for Economic Research.
  11. Can, S.U. & Einmahl, John & Laeven, R.J.A., 2020. "Goodness-of-fit testing for copulas: A distribution-free approach," Other publications TiSEM 211b2be9-b46e-41e2-9b95-1, Tilburg University, School of Economics and Management.
  12. Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Discussion Paper 2020-025, Tilburg University, Center for Economic Research.
  13. Einmahl, John & Yang, Fan & Zhou, Chen, 2018. "Testing the Multivariate Regular Variation Model," Discussion Paper 2018-044, Tilburg University, Center for Economic Research.
  14. Ahmed, Hanan & Einmahl, John, 2018. "Improved Estimation of the Extreme Value Index Using Related Variables," Discussion Paper 2018-025, Tilburg University, Center for Economic Research.
  15. Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017. "Limits to Human Life Span Through Extreme Value Theory," Discussion Paper 2017-051, Tilburg University, Center for Economic Research.
  16. Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017. "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Discussion Paper 2017-052, Tilburg University, Center for Economic Research.
  17. Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017. "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Discussion Paper 2017-050, Tilburg University, Center for Economic Research.
  18. Einmahl, John & Kiriliouk, Anna & Segers, Johan, 2016. "A continuous updating weighted least squares estimator of tail dependence in high dimensions," LIDAM Discussion Papers ISBA 2016002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  19. Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015. "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Discussion Paper 2015-020, Tilburg University, Center for Economic Research.
  20. Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2014. "An M-estimator of spatial tail dependence," LIDAM Discussion Papers ISBA 2014008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  21. Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A., 2014. "Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas," Discussion Paper 2014-041, Tilburg University, Center for Economic Research.
  22. Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2014. "Statistics of Heteroscedastic Extremes," Discussion Paper 2014-015, Tilburg University, Center for Economic Research.
  23. He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper 2014-035, Tilburg University, Center for Economic Research.
  24. Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Discussion Paper 2012-080, Tilburg University, Center for Economic Research.
  25. Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Discussion Paper 2011-085, Tilburg University, Center for Economic Research.
  26. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper 2011-003, Tilburg University, Center for Economic Research.
  27. Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M., 2011. "Estimation of extreme risk regions under multivariate regular variation," Other publications TiSEM b7a72a8d-f9bc-4129-ae9b-a, Tilburg University, School of Economics and Management.
  28. EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  29. Einmahl, J.H.J. & Gantner, M., 2010. "Testing for Bivariate Spherical Symmetry," Discussion Paper 2010-71, Tilburg University, Center for Economic Research.
  30. Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Discussion Paper 2010-120, Tilburg University, Center for Economic Research.
  31. Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Discussion Paper 2009-77, Tilburg University, Center for Economic Research.
  32. Einmahl, J.H.J. & de Haan, L.F.M. & Krajina, A., 2009. "Estimating Extreme Bivariate Quantile Regions," Discussion Paper 2009-29, Tilburg University, Center for Economic Research.
  33. Einmahl, J.H.J. & Smeets, S.G.W.R., 2009. "Ultimate 100m World Records Through Extreme-Value Theory," Discussion Paper 2009-57, Tilburg University, Center for Economic Research.
  34. Einmahl, J.H.J. & van Keilegom, I., 2008. "Specification tests in nonparametric regression," Other publications TiSEM 2c94c2d8-8305-4fb1-b47f-7, Tilburg University, School of Economics and Management.
  35. Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research.
  36. Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Discussion Paper 2008-24, Tilburg University, Center for Economic Research.
  37. Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research.
  38. Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Discussion Paper 2007-86, Tilburg University, Center for Economic Research.
  39. Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Discussion Paper 2007-66, Tilburg University, Center for Economic Research.
  40. Einmahl, J.H.J. & Li, J. & Liu, R.Y., 2006. "Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators," Discussion Paper 2006-104, Tilburg University, Center for Economic Research.
  41. Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
  42. Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A., 2006. "Statistics of Extremes under Random Censoring," Discussion Paper 2006-62, Tilburg University, Center for Economic Research.
  43. Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
  44. Einmahl, J.H.J. & de Haan, L.F.M. & Li, D., 2006. "Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition," Other publications TiSEM 18b65ac3-ba79-4bff-ad53-2, Tilburg University, School of Economics and Management.
  45. Einmahl, J.H.J. & Segers, J.J.J., 2005. "Van observatie tot extrapolatie : Gefundeerde methoden voor de analyse van extreme gebeurtenissen," Other publications TiSEM 723cfd54-91fb-49b7-9647-0, Tilburg University, School of Economics and Management.
  46. Einmahl, J.H.J. & Foppen, W. & Laseroms, O. & de Vries, C.G., 2005. "VaR stress for highly non-linear portfolios," Other publications TiSEM 5181b877-7819-4330-97d6-0, Tilburg University, School of Economics and Management.
  47. Einmahl, J.H.J. & de Haan, L.F.M. & Li, D., 2004. "Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition," Discussion Paper 2004-71, Tilburg University, Center for Economic Research.
  48. Mushkudiani, N.A. & Einmahl, J.H.J., 2004. "Generalized Probability-Probability Plots," Discussion Paper 2004-84, Tilburg University, Center for Economic Research.
  49. Einmahl, J.H.J. & Omolo, B.O. & Puri, M.L. & Ruymgaart, F.H., 2004. "Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach," Discussion Paper 2004-15, Tilburg University, Center for Economic Research.
  50. Einmahl, J.H.J. & Rosalsky, A., 2004. "General Weak Laws of Large Numbers for Bootstrap Sample Means," Discussion Paper 2004-112, Tilburg University, Center for Economic Research.
  51. Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
  52. Einmahl, J.H.J. & Lin, T., 2003. "Asymptotic Normality of Extreme Value Estimators on C[0,1]," Discussion Paper 2003-132, Tilburg University, Center for Economic Research.
  53. Einmahl, J.H.J. & McKeague, I.W., 2002. "Empirical Likelihood based on Hypothesis Testing," Discussion Paper 2002-92, Tilburg University, Center for Economic Research.
  54. Einmahl, J.H.J. & Khmaladze, E.V., 2001. "The two-sample problem in Rm and measure-valued martingales," Other publications TiSEM 05e25f02-c6e7-4e9c-b42b-f, Tilburg University, School of Economics and Management.
  55. Einmahl, J.H.J. & Rosalsky, A., 2001. "The functional law of the iterated logarithm for the empirical process based on sample means," Other publications TiSEM be70766d-ab95-4d16-9b5f-8, Tilburg University, School of Economics and Management.
  56. Di Bucchianico, A. & Einmahl, J.H.J. & Mushkudiani, N.A., 2001. "Smallest nonparametric tolerance regions," Other publications TiSEM 436f9be2-d0ad-49af-b6df-9, Tilburg University, School of Economics and Management.
  57. Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Other publications TiSEM c3485b9b-a0bd-456f-9baa-0, Tilburg University, School of Economics and Management.
  58. Einmahl, J.H.J. & Geilen, M., 2000. "A strong approximation of the shortt process," Other publications TiSEM 42777c6d-018a-43cd-8684-5, Tilburg University, School of Economics and Management.
  59. Einmahl, J.H.J. & Deheuvels, P., 2000. "Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications," Other publications TiSEM ac9bbdc0-62f8-4b48-9a84-1, Tilburg University, School of Economics and Management.
  60. Einmahl, J.H.J. & Ruymgaart, F.H., 2000. "Some results for empirical processes of locally dependent arrays," Other publications TiSEM 49f9fb4f-3cd4-4586-a367-c, Tilburg University, School of Economics and Management.
  61. Einmahl, J.H.J. & McKeague, I.W., 1999. "Confidence tubes for multiple quantile plots via empirical likelihood," Other publications TiSEM b64493f8-1c01-40fd-b16d-7, Tilburg University, School of Economics and Management.
  62. Einmahl, J.H.J. & van Zuijlen, M.C.A., 1998. "On the approximation of an integral by a sum of random variables," Other publications TiSEM bb3b2299-2b28-4162-9585-7, Tilburg University, School of Economics and Management.
  63. Einmahl, J.H.J., 1997. "Poisson and Gaussian approximation of weighted local empirical processes," Other publications TiSEM 07d934b9-2bd4-474a-bf32-f, Tilburg University, School of Economics and Management.
  64. J Einmahl, .H. & de Haan, L. & Sinha, A., 1997. "Estimating the spectral measure of an extreme value distribution," Other publications TiSEM ac22e123-1e5d-448a-981e-a, Tilburg University, School of Economics and Management.
  65. Einmahl, J.H.J. & Beirlant, J., 1996. "Maximal type test statistics based on conditional processes," Other publications TiSEM d031d073-2eea-4770-9bee-a, Tilburg University, School of Economics and Management.
  66. Einmahl, J.H.J., 1996. "Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process," Other publications TiSEM e4026f4e-14f7-4c80-9f72-2, Tilburg University, School of Economics and Management.
  67. Einmahl, J.H.J., 1996. "A short and elementary proof of the main Bahadur-Kiefer theorem," Other publications TiSEM bd980f38-c118-4174-9816-8, Tilburg University, School of Economics and Management.
  68. Einmahl, J.H.J. & Deheuvels, P, 1996. "On the strong limiting behavior of local functionals of empirical processes based upon censored data," Other publications TiSEM eac4a4cd-81ee-4107-8c70-a, Tilburg University, School of Economics and Management.
  69. Einmahl, J.H.J., 1995. "A Bahadur-Kiefer theorem beyond the largest observation," Other publications TiSEM a2291534-8ffd-435c-a68c-0, Tilburg University, School of Economics and Management.
  70. Einmahl, J.H.J. & Ruymgaart, F.H., 1995. "Tail processes under heavy random censorship with applications," Other publications TiSEM a77f6162-4e20-4e5f-8250-9, Tilburg University, School of Economics and Management.
  71. Einmahl, J.H.J. & Beirlant, J., 1995. "Asymptotic confidence intervals for the length of the shortt under random censoring," Other publications TiSEM 9772fa7d-a855-4695-b5d4-b, Tilburg University, School of Economics and Management.
  72. Einmahl, J.H.J., 1993. "Confidence bands for the quantile function under random censoring," Other publications TiSEM 2ee33cce-f072-40da-b13c-4, Tilburg University, School of Economics and Management.
  73. Einmahl, J.H.J. & de Haan, L. & Xin, H., 1993. "Estimating a multidimensional extreme-value distribution," Other publications TiSEM 2816eb0c-8f15-4111-94f5-6, Tilburg University, School of Economics and Management.
  74. Einmahl, J. H.J. & Mason, D.M., 1992. "Generalized quantile processes," Other publications TiSEM b2a76bac-045d-457f-869f-d, Tilburg University, School of Economics and Management.
  75. Einmahl, J.H.J. & Deheuvels, P., 1992. "Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions," Other publications TiSEM e277ba55-6fd6-41a1-a9fb-2, Tilburg University, School of Economics and Management.
  76. Einmahl, J.H.J., 1992. "Limit theorems for tail processes with application to intermediate quantile estimation," Other publications TiSEM 063e51b0-445d-4764-96a2-4, Tilburg University, School of Economics and Management.
  77. Einmahl, J.H.J. & van Zuijlen, M.C.A., 1992. "Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings," Other publications TiSEM 72b2e44b-acbc-47d1-90e2-9, Tilburg University, School of Economics and Management.
  78. Einmahl, J.H.J. & Beirlant, J. & Deheuvels, P. & Mason, D.M., 1992. "Bahadur-Kiefer theorems for uniform spacings processes," Other publications TiSEM 435fdbf0-02d3-4d8b-a085-8, Tilburg University, School of Economics and Management.
  79. Einmahl, J. H.J., 1992. "The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process," Other publications TiSEM 5520438c-0aea-424b-b2c4-2, Tilburg University, School of Economics and Management.
  80. Einmahl, J.H.J. & Koning, A.J., 1992. "Limit theorems for a general weighted process under random censoring," Other publications TiSEM ab26769f-cec3-4b07-9e8a-9, Tilburg University, School of Economics and Management.
  81. Einmahl, J.H.J., 1990. "The empirical distribution function as a tail estimator," Other publications TiSEM 08014dbd-2d84-43e5-ad47-7, Tilburg University, School of Economics and Management.
  82. Einmahl, J.H.J. & Beirlant, J., 1990. "Bahadur-Kiefer theorems for the product-limit process," Other publications TiSEM b5786a00-9c90-43f7-b986-a, Tilburg University, School of Economics and Management.
  83. Einmahl, J.H.J., 1989. "On the standarized empirical process," Other publications TiSEM bc3a10d9-ee54-40ff-b001-4, Tilburg University, School of Economics and Management.
  84. Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
  85. Einmahl, J.H.J. & Mason, D.M., 1989. "A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes," Other publications TiSEM 713d6089-11e0-421b-86cb-1, Tilburg University, School of Economics and Management.
  86. Einmahl, J.H.J., 1989. "Limit theorems for the negative parts of weighted multivariate empirical processes with application," Other publications TiSEM d54f2928-e48e-40bb-8959-5, Tilburg University, School of Economics and Management.
  87. Einmahl, J.H.J. & van Zuijlen, M.C.A., 1988. "Strong bounds for weighted empirical distribution functions based on uniform spacings," Other publications TiSEM 21059503-7dec-4f2c-a621-6, Tilburg University, School of Economics and Management.
  88. Einmahl, J.H.J. & Mason, D.M., 1988. "Laws of the iterated logarithm in the tails for weighted uniform empirical processes," Other publications TiSEM d5a5a8d5-c060-4344-9675-2, Tilburg University, School of Economics and Management.
  89. Einmahl, J.H.J. & Ruymgaart, F.H. & Wellner, J.A., 1988. "A characterization of weak convergence of weighted multivariate empirical processes," Other publications TiSEM fc379b36-ff34-4e35-bb90-6, Tilburg University, School of Economics and Management.
  90. Einmahl, J.H.J. & Haeusler, E. & Mason, D.M., 1988. "On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics," Other publications TiSEM df0f63ff-d20e-4578-86ae-8, Tilburg University, School of Economics and Management.
  91. Einmahl, J. H. & Mason, D. M., 1988. "Strong limit theorems for weighted quantile processes," Other publications TiSEM 4bbe972d-b641-42a4-b2b8-0, Tilburg University, School of Economics and Management.
  92. Einmahl, J.H.J. & Deheuvels, P. & Mason, D.M. & Ruymgaart, F.H., 1988. "The almost sure behavior of maximal and minimal multivariate k_n -spacings," Other publications TiSEM 8867b285-2eab-4ec2-aec0-5, Tilburg University, School of Economics and Management.
  93. Einmahl, J.H.J. & Mason, D.M. & Ruymgaart, F.H., 1988. "Processus empiriques multidimensionnels : Apercu de quelques resultats recents," Other publications TiSEM 8d83d82d-5896-4b0d-85ab-1, Tilburg University, School of Economics and Management.
  94. Einmahl, J.H.J., 1987. "A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings," Other publications TiSEM 74e22219-08d5-453a-9473-7, Tilburg University, School of Economics and Management.
  95. Einmahl, J.H.J., 1987. "Multivariate empirical processes," Other publications TiSEM 4d74fa6b-5281-48ea-aa4d-5, Tilburg University, School of Economics and Management.
  96. Einmahl, J.H.J., 1987. "A general form of the law of the iterated logarithm for the weighted multivariate empirical process," Other publications TiSEM 42bd5c0c-ad96-4f1b-9872-1, Tilburg University, School of Economics and Management.
  97. Einmahl, J.H.J. & Ruymgaart, F.H., 1987. "The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes," Other publications TiSEM 92e6de7f-301a-4444-9671-6, Tilburg University, School of Economics and Management.
  98. Einmahl, J.H.J. & Ruymgaart, F.H., 1987. "The almost sure behaviour of the oscillation modulus of the multivariate empirical process," Other publications TiSEM 94429b0f-0175-452f-b41b-f, Tilburg University, School of Economics and Management.
  99. Einmahl, J.H.J. & Ruymgaart, F.H., 1986. "Some properties of weighted compound multivariate empirical processes," Other publications TiSEM 86b49217-1cfc-42d0-8b3d-4, Tilburg University, School of Economics and Management.
  100. Einmahl, J.H.J., 1985. "On the Kolmogorov-Smirnov statistic of certain dependent random variables," Other publications TiSEM f95c7475-92b4-4d50-b585-d, Tilburg University, School of Economics and Management.
  101. Einmahl, J.H.J. & Mason, D.M., 1985. "Bounds for weighted multivariate empirical distribution functions," Other publications TiSEM 4a583237-c93b-4a57-8b7c-a, Tilburg University, School of Economics and Management.
  102. Einmahl, J.H.J. & Ruymgaart, F.H., 1985. "A strong law for the oscillation modulus of the multivariate empirical process," Other publications TiSEM d196d8fd-9643-4a39-b7e3-a, Tilburg University, School of Economics and Management.

Articles

  1. Jan Beirlant & Andrzej Kijko & Tom Reynkens & John H. J. Einmahl, 2019. "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, vol. 98(3), pages 1091-1113, September.
  2. Jesson J. Einmahl & John H. J. Einmahl & Laurens de Haan, 2019. "Limits to Human Life Span Through Extreme Value Theory," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1075-1080, July.
  3. Yi He & John H. J. Einmahl, 2017. "Estimation of extreme depth-based quantile regions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 449-461, March.
  4. John H. J. Einmahl & Anna Kiriliouk & Andrea Krajina & Johan Segers, 2016. "An M-estimator of spatial tail dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 275-298, January.
  5. John H. J. Einmahl & Laurens Haan & Chen Zhou, 2016. "Statistics of heteroscedastic extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 31-51, January.
  6. Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015. "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, vol. 77(2), pages 417-442, March.
  7. John Einmahl & Maria Gantner, 2012. "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, vol. 21(1), pages 54-73, March.
  8. Einmahl, John H.J. & van den Akker, Ramon, 2011. "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1315-1319, October.
  9. John H. J. Einmahl & Sander G. W. R. Smeets, 2011. "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 32-42, February.
  10. Jan Beirlant & John H. J. Einmahl, 2010. "Asymptotics for the Hirsch Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 355-364, September.
  11. Einmahl, John H. J. & Li, Jun & Liu, Regina Y., 2009. "Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 982-992.
  12. Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
  13. Einmahl, John H.J. & Van Keilegom, Ingrid, 2008. "Specification tests in nonparametric regression," Journal of Econometrics, Elsevier, vol. 143(1), pages 88-102, March.
  14. John Einmahl & Axel Munk, 2002. "Guest editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(2), pages 129-131, May.
  15. John H. J. Einmahl & Martien C. A. Van Zuijlen, 1998. "On the approximation of an integral by a sum of random variables," International Journal of Stochastic Analysis, Hindawi, vol. 11, pages 1-8, January.
  16. Einmahl, John H. J., 1997. "Poisson and Gaussian approximation of weighted local empirical processes," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 31-58, October.
  17. Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar, 1997. "Estimating the spectral measure of an extreme value distribution," Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 143-171, October.
  18. J. Beirlant & J. H. J. Einmahl, 1995. "Asymptotic confidence intervals for the length of the shortt under random censoring," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(1), pages 1-8, March.
  19. Einmahl, J. H. J., 1995. "A Bahadur-Kiefer Theorem beyond the Largest Observation," Journal of Multivariate Analysis, Elsevier, vol. 55(1), pages 29-38, October.
  20. Einmahl, J. H. J. & Dehaan, L. & Huang, X., 1993. "Estimating a Multidimensional Extreme-Value Distribution," Journal of Multivariate Analysis, Elsevier, vol. 47(1), pages 35-47, October.
  21. Einmahl, John H. J. & van Zuijlen, Martien C. A., 1992. "Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 411-419, April.
  22. Deheuvels, Paul & Einmahl, John H. J., 1992. "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, vol. 43(2), pages 200-217, November.
  23. J.H.J. Einmahl, 1990. "The empirical distribution function as a tail estimator," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 44(2), pages 79-82, June.
  24. Beirlant, Jan & Einmahl, John H. J., 1990. "Bahadur-Kiefer theorems for the product-limit process," Journal of Multivariate Analysis, Elsevier, vol. 35(2), pages 276-294, November.
  25. J.H.J. Einmahl, 1989. "On the standarized empirical process," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 43(3), pages 175-179, September.
  26. Einmahl, John H. J., 1989. "Limit theorems for the negative parts of weighted multivariate empirical processes with application," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 199-218, May.
  27. Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H., 1988. "The almost sure behavior of maximal and minimal multivariate kn-spacings," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 155-176, January.
  28. Einmahl, J. H. J. & Ruymgaart, F. H., 1987. "The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 263-273, April.
  29. J.H.J. Einmahl, 1987. "Recent PH.D. Theses in The Netherlands," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 41(1), pages 65-67, March.
  30. Einmahl, J. H. J. & Ruymgaart, F. H., 1987. "The almost sure behavior of the oscillation modulus of the multivariate empirical process," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 87-96, November.
  31. Einmahl, John H. J., 1987. "A general form of the law of the iterated logarithm for the weighted multivariate empirical process," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 181-185, April.
  32. Einmahl J.H.J. & Ruymgaart F.H., 1985. "A Strong Law For The Oscillation Modulus Of The Multivariate Empirical Process," Statistics & Risk Modeling, De Gruyter, vol. 3(3-4), pages 357-362, April.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (17) 2014-12-29 2014-12-29 2015-01-03 2015-01-09 2015-04-19 2016-01-29 2018-01-08 2018-07-30 2018-11-19 2020-02-17 2020-04-06 2020-04-20 2020-11-30 2020-12-14 2021-03-15 2023-01-30 2024-03-04. Author is listed
  2. NEP-RMG: Risk Management (13) 2014-12-29 2014-12-29 2015-01-09 2018-01-08 2018-01-08 2018-07-30 2020-02-17 2020-04-06 2020-08-31 2020-12-14 2021-03-15 2021-07-19 2024-03-04. Author is listed
  3. NEP-ORE: Operations Research (5) 2014-12-29 2015-01-03 2016-01-29 2020-04-06 2021-11-08. Author is listed
  4. NEP-URE: Urban and Real Estate Economics (2) 2015-01-03 2020-12-07
  5. NEP-HEA: Health Economics (1) 2018-01-08

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