John Einmahl : Citation Profile


Are you John Einmahl?

Universiteit van Tilburg

12

H index

14

i10 index

451

Citations

RESEARCH PRODUCTION:

32

Articles

155

Papers

RESEARCH ACTIVITY:

   36 years (1985 - 2021). See details.
   Cites by year: 12
   Journals where John Einmahl has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 72 (13.77 %)

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   Permalink: http://citec.repec.org/pei24
   Updated: 2021-06-07    RAS profile: 2020-09-04    
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Relations with other researchers


Works with:

Zhou, Chen (5)

Laeven, Roger (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Einmahl.

Is cited by:

Van Keilegom, Ingrid (10)

STUPFLER, Gilles (8)

Simar, Leopold (8)

Krajina, Andrea (7)

Daouia, Abdelaati (7)

Zhou, Chen (6)

Schienle, Melanie (5)

Schaumburg, Julia (5)

Cerchiello, Paola (5)

Giudici, Paolo (5)

Li, Youwei (4)

Cites to:

Gabaix, Xavier (7)

Magnus, Jan (5)

Remillard, Bruno (4)

Zhou, Chen (4)

Velasco, Carlos (4)

Xiao, Zhijie (4)

Levchenko, Andrei (3)

di Giovanni, Julian (3)

Ranciere, Romain (3)

koenker, roger (2)

Dacorogna, Michel (2)

Main data


Where John Einmahl has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis8
Statistica Neerlandica6
Journal of the Royal Statistical Society Series B4
Statistics & Probability Letters3
Stochastic Processes and their Applications2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)4
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3

Recent works citing John Einmahl (2021 and 2020)


YearTitle of citing document
2020Inference on extremal dependence in a latent Markov tree model attracted to a Husler-Reiss distribution. (2020). Mazo, Gildas ; Asenova, Stefka Kirilova ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020005.

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2020TailCoR. (2020). Ley, Christophe ; Babi, Sladjana ; Veredas, David ; Ricci, Lorenzo. In: Papers. RePEc:arx:papers:2011.14817.

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2021Inference on two component mixtures under tail restrictions. (2021). Henry, Marc ; Salani, Bernard ; Jochmans, Koen. In: Papers. RePEc:arx:papers:2102.06232.

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2020Estimating Long Memory in Panel Random‐Coefficient AR(1) Data. (2020). Surgailis, Donatas ; Pilipauskait, Vytaut ; Philippe, Anne ; Leipus, Remigijus. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:520-535.

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2020Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization. (2020). STUPFLER, Gilles ; Girard, Stephane ; Gardes, Laurent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:922-949.

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2020Tests for validity of the semiparametric heteroskedastic transformation model. (2020). Pretorius, Charl ; Meintanis, Simos G ; Hukova, Marie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302506.

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2021A non-parametric test for comparing conditional ROC curves. (2021). Pardo-Fernandez, Juan Carlos ; Gonzalez-Manteiga, Wenceslao ; Fanjul-Hevia, Aris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302371.

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2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

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2021ExpectHill estimation, extreme risk and heavy tails. (2021). Stupfler, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:97-117.

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2020An extreme quantile estimator for the log-generalized Weibull-tail model. (2020). Girard, Stephane ; Gardes, Laurent ; Dutfoy, Anne ; Albert, Clement. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:137-174.

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2020Hypothesis testing for tail dependence parameters on the boundary of the parameter space. (2020). Kiriliouk, Anna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:121-135.

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2020Digital technology diffusion: A matter of capabilities, incentives or both?. (2020). Andrews, Dan ; Nicoletti, Giuseppe ; von Rueden, Christina. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301446.

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2020Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (2020). Resnick, Sidney I ; Lehtomaa, Jaakko . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:262-277.

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2020Modelling life tables with advanced ages: An extreme value theory approach. (2020). Ning, XU ; Maller, Ross ; Huang, Fei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:95-115.

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2020Center-outward quantiles and the measurement of multivariate risk. (2020). Kamper, F ; Hallin, M ; del Barrio, E ; Buitendag, S ; Beirlant, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:79-100.

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2021Estimating an extreme Bayesian network via scalings. (2021). Krali, Mario ; Kluppelberg, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302530.

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2020Regularly varying random fields. (2020). Samorodnitsky, Gennady ; Wu, Lifan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:7:p:4470-4492.

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2020Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions. (2020). Zeldea, Cristina. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:3:p:52-:d:396470.

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2021The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange. (2021). Mentel, Grzegorz ; Majewska, Agnieszka ; Tarczyska-Uniewska, Magorzata ; Majewski, Sebastian ; Tarczyski, Waldemar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1536-:d:514552.

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2021An Optimal Tail Selection in Risk Measurement. (2021). Echaust, Krzysztof ; Just, Magorzata. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:70-:d:533421.

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2020A nonparametric estimator for the conditional tail index of Pareto-type distributions. (2020). Huang, Wei ; Wei, BO ; Ma, Yaolan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:1:d:10.1007_s00184-019-00723-8.

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2021Probabilistic assessment of earthquake hazard in the Andaman–Nicobar–Sumatra region. (2021). Sandhu, Manisha ; R. B. S. Yadav, ; Abhishek, ; Mishra, Minakshi. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:105:y:2021:i:1:d:10.1007_s11069-020-04311-2.

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2021Local Robust Estimation of Pareto-Type Tails with Random Right Censoring. (2021). Guillou, Armelle ; Goegebeur, Yuri ; Dierckx, Goedele. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00169-0.

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2021The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections. (2021). Stupfler, Gilles ; Falk, Michael. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00184-1.

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2021Tail dependence and smoothness of time series. (2021). Ferreira, Marta. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:1:d:10.1007_s11749-020-00709-z.

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2020Testing the Dismal Theorem. (2020). Tol, Richard ; Anthoff, David. In: Working Paper Series. RePEc:sus:susewp:1920.

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2020Unified Extreme Value Estimation for Heterogeneous Data. (2020). He, Y ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:dfe6c38c-823b-4394-b4fd-ad1924403551.

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2021Simultaneous autoregressive models for spatial extremes. (2021). Thibaud, Emeric ; Cooley, Daniel S ; Fix, Miranda J. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:2:n:e2656.

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2021Modeling short?ranged dependence in block extrema with application to polar temperature data. (2021). Huang, Whitney K ; Russell, Brook T. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:3:n:e2661.

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2021Spatial hierarchical modeling of threshold exceedances using rate mixtures. (2021). Opitz, Thomas ; Huser, Raphael ; Yadav, Rishikesh. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:3:n:e2662.

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2021Modeling nonstationary extremes of storm severity: Comparing parametric and semiparametric inference. (2021). Jonathan, Philip ; Neves, Claudia ; Konzen, Evandro . In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:4:n:e2667.

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2021A value?at?risk computation based on heavy?tailed distribution for dynamic conditional score models. (2021). Gammoudi, Imed ; Nani, Asma ; el Ghourabi, Mohamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2790-2799.

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Works by John Einmahl:


YearTitleTypeCited
2011An M-Estimator For Tail Dependence In Arbitrary Dimensions In: LIDAM Discussion Papers ISBA.
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2012An M-estimator for tail dependence in arbitrary dimensions.(2012) In: LIDAM Reprints ISBA.
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2011An M-Estimator for Tail Dependence in Arbitrary Dimensions.(2011) In: Discussion Paper.
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2011An M-Estimator for Tail Dependence in Arbitrary Dimensions.(2011) In: Other publications TiSEM.
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2012An M-estimator for tail dependence in arbitrary dimensions.(2012) In: Other publications TiSEM.
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2014An M-estimator of spatial tail dependence In: LIDAM Discussion Papers ISBA.
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2016An M-estimator of spatial tail dependence.(2016) In: LIDAM Reprints ISBA.
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2016An M-estimator of spatial tail dependence.(2016) In: Journal of the Royal Statistical Society Series B.
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2014An M-estimator of Spatial Tail Dependence.(2014) In: Discussion Paper.
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2014An M-estimator of Spatial Tail Dependence.(2014) In: Other publications TiSEM.
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2016A continuous updating weighted least squares estimator of tail dependence in high dimensions In: LIDAM Discussion Papers ISBA.
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2018A continuous updating weighted least squares estimator of tail dependence in high dimensions.(2018) In: LIDAM Reprints ISBA.
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2016A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions.(2016) In: Discussion Paper.
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2016A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions.(2016) In: Other publications TiSEM.
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2020Empirical tail copulas for functional data In: LIDAM Discussion Papers ISBA.
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2020Empirical Tail Copulas for Functional Data.(2020) In: Discussion Paper.
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2020Empirical Tail Copulas for Functional Data.(2020) In: Other publications TiSEM.
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2008Records in Athletics Through Extreme-Value Theory In: Journal of the American Statistical Association.
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2006Records in Athletics through Extreme-Value Theory.(2006) In: Discussion Paper.
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2006Records in Athletics through Extreme-Value Theory.(2006) In: Other publications TiSEM.
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2009Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks In: Journal of the American Statistical Association.
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2015Estimation of the marginal expected shortfall: the mean when a related variable is extreme In: Journal of the Royal Statistical Society Series B.
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2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Discussion Paper.
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2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Other publications TiSEM.
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2016Statistics of heteroscedastic extremes In: Journal of the Royal Statistical Society Series B.
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2014Statistics of Heteroscedastic Extremes.(2014) In: Discussion Paper.
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2014Statistics of Heteroscedastic Extremes.(2014) In: Other publications TiSEM.
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2017Estimation of extreme depth-based quantile regions In: Journal of the Royal Statistical Society Series B.
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2014Estimation of Extreme Depth-Based Quantile Regions.(2014) In: Discussion Paper.
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2014Estimation of Extreme Depth-Based Quantile Regions.(2014) In: Other publications TiSEM.
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2010Asymptotics for the Hirsch Index In: Scandinavian Journal of Statistics.
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2007Asymptotics for the Hirsch Index.(2007) In: Discussion Paper.
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2007Asymptotics for the Hirsch Index.(2007) In: Other publications TiSEM.
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1987Recent PH.D. Theses in The Netherlands In: Statistica Neerlandica.
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1989On the standarized empirical process In: Statistica Neerlandica.
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1989On the standarized empirical process.(1989) In: Other publications TiSEM.
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1990The empirical distribution function as a tail estimator In: Statistica Neerlandica.
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1990The empirical distribution function as a tail estimator.(1990) In: Other publications TiSEM.
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1995Asymptotic confidence intervals for the length of the shortt under random censoring In: Statistica Neerlandica.
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1995Asymptotic confidence intervals for the length of the shortt under random censoring.(1995) In: Other publications TiSEM.
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2002Guest editorial In: Statistica Neerlandica.
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2011Ultimate 100‐m world records through extreme‐value theory In: Statistica Neerlandica.
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2009Ultimate 100m World Records Through Extreme-Value Theory.(2009) In: Discussion Paper.
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2009Ultimate 100m World Records Through Extreme-Value Theory.(2009) In: Other publications TiSEM.
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1985A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS In: Statistics & Risk Modeling.
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1985A strong law for the oscillation modulus of the multivariate empirical process.(1985) In: Other publications TiSEM.
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2008Specification tests in nonparametric regression In: Journal of Econometrics.
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2008Specification tests in nonparametric regression.(2008) In: Other publications TiSEM.
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2011Superefficient estimation of the marginals by exploiting knowledge on the copula In: Journal of Multivariate Analysis.
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2010Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula.(2010) In: Discussion Paper.
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2010Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula.(2010) In: Other publications TiSEM.
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1987The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes In: Journal of Multivariate Analysis.
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1987The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes.(1987) In: Other publications TiSEM.
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1988The almost sure behavior of maximal and minimal multivariate kn-spacings In: Journal of Multivariate Analysis.
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1988The almost sure behavior of maximal and minimal multivariate k_n -spacings.(1988) In: Other publications TiSEM.
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1989Limit theorems for the negative parts of weighted multivariate empirical processes with application In: Journal of Multivariate Analysis.
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1989Limit theorems for the negative parts of weighted multivariate empirical processes with application.(1989) In: Other publications TiSEM.
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1990Bahadur-Kiefer theorems for the product-limit process In: Journal of Multivariate Analysis.
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1990Bahadur-Kiefer theorems for the product-limit process.(1990) In: Other publications TiSEM.
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1992Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions In: Journal of Multivariate Analysis.
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1992Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions.(1992) In: Other publications TiSEM.
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1993Estimating a Multidimensional Extreme-Value Distribution In: Journal of Multivariate Analysis.
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1993Estimating a multidimensional extreme-value distribution.(1993) In: Other publications TiSEM.
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1995A Bahadur-Kiefer Theorem beyond the Largest Observation In: Journal of Multivariate Analysis.
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1995A Bahadur-Kiefer theorem beyond the largest observation.(1995) In: Other publications TiSEM.
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1997Poisson and Gaussian approximation of weighted local empirical processes In: Stochastic Processes and their Applications.
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1997Poisson and Gaussian approximation of weighted local empirical processes.(1997) In: Other publications TiSEM.
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1997Estimating the spectral measure of an extreme value distribution In: Stochastic Processes and their Applications.
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1997Estimating the spectral measure of an extreme value distribution.(1997) In: Other publications TiSEM.
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1992Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings In: Statistics & Probability Letters.
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1992Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings.(1992) In: Other publications TiSEM.
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1987A general form of the law of the iterated logarithm for the weighted multivariate empirical process In: Statistics & Probability Letters.
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1987A general form of the law of the iterated logarithm for the weighted multivariate empirical process.(1987) In: Other publications TiSEM.
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1987The almost sure behavior of the oscillation modulus of the multivariate empirical process In: Statistics & Probability Letters.
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1987The almost sure behaviour of the oscillation modulus of the multivariate empirical process.(1987) In: Other publications TiSEM.
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1998On the approximation of an integral by a sum of random variables In: International Journal of Stochastic Analysis.
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1998On the approximation of an integral by a sum of random variables.(1998) In: Other publications TiSEM.
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2019Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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2017Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case.(2017) In: Discussion Paper.
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2017Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case.(2017) In: Other publications TiSEM.
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2012Testing for bivariate spherical symmetry In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2010Testing for Bivariate Spherical Symmetry.(2010) In: Discussion Paper.
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2010Testing for Bivariate Spherical Symmetry.(2010) In: Other publications TiSEM.
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2012Testing for bivariate spherical symmetry.(2012) In: Other publications TiSEM.
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2019Limits to Human Life Span Through Extreme Value Theory In: Journal of the American Statistical Association.
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2017Limits to Human Life Span Through Extreme Value Theory.(2017) In: Discussion Paper.
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2017Limits to Human Life Span Through Extreme Value Theory.(2017) In: Other publications TiSEM.
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2009Estimating Extreme Bivariate Quantile Regions In: Discussion Paper.
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2009Estimating Extreme Bivariate Quantile Regions.(2009) In: Other publications TiSEM.
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2004Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach In: Discussion Paper.
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2004Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach.(2004) In: Other publications TiSEM.
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2004Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition In: Discussion Paper.
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2004Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition.(2004) In: Other publications TiSEM.
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2006Tests for Independence in Nonparametric Regression In: Discussion Paper.
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2006Tests for Independence in Nonparametric Regression.(2006) In: Other publications TiSEM.
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2008Tests for independence in nonparametric regression.(2008) In: Other publications TiSEM.
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2014Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas In: Discussion Paper.
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2014Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas.(2014) In: Other publications TiSEM.
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