John Einmahl : Citation Profile


Are you John Einmahl?

Universiteit van Tilburg

13

H index

17

i10 index

558

Citations

RESEARCH PRODUCTION:

32

Articles

158

Papers

RESEARCH ACTIVITY:

   37 years (1985 - 2022). See details.
   Cites by year: 15
   Journals where John Einmahl has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 78 (12.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei24
   Updated: 2022-10-01    RAS profile: 2020-09-04    
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Relations with other researchers


Works with:

Zhou, Chen (5)

Laeven, Roger (4)

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 (9)

Krajina, Andrea (8)

Simar, Leopold (8)

Zhou, Chen (7)

Daouia, Abdelaati (7)

Cerchiello, Paola (5)

Schaumburg, Julia (5)

Schienle, Melanie (5)

Henry, Marc (5)

Giudici, Paolo (5)

Cites to:

Gabaix, Xavier (7)

Xiao, Zhijie (6)

Velasco, Carlos (6)

Magnus, Jan (5)

Levchenko, Andrei (4)

di Giovanni, Julian (4)

Remillard, Bruno (4)

Zhou, Chen (4)

Van Keilegom, Ingrid (4)

Melenberg, Bertrand (3)

Ranciere, Romain (3)

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
Journal of the American Statistical Association2
Stochastic Processes and their Applications2

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 (2022 and 2021)


YearTitle of citing document
2021RETIREMENT AND HEALTH OUTCOMES IN A METAANALYTICAL FRAMEWORK. (2021). Picchio, Matteo ; Filomena, Mattia. In: Working Papers. RePEc:anc:wpaper:458.

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2021Are unobservables separable?. (2020). FLORENS, Jean-Pierre ; Babii, Andrii. In: Papers. RePEc:arx:papers:1705.01654.

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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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2022Nonparametric estimator of the tail dependence coefficient: balancing bias and variance. (2021). , Maxime ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2111.11128.

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2021Covariates Hiding in the Tails. (2021). de Vries, Casper ; Ergun, Lerby ; Bachem, Milian. In: Staff Working Papers. RePEc:bca:bocawp:21-45.

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2021Identifiability and estimation of recursive max?linear models. (2021). Lauritzen, Steffen ; Kluppelberg, Claudia ; Gissibl, Nadine. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:188-211.

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2021Maximum pseudo?likelihood estimation based on estimated residuals in copula semiparametric models. (2021). Neumeyer, Natalie ; Hudecova, Arka ; Omelka, Marek. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:4:p:1433-1473.

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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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2021Testing error heterogeneity in censored linear regression. (2021). Zhou, Yong ; Lu, Wenbin ; Fan, Caiyun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000414.

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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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2022Measuring and comparing risks of different types. (2022). Guillou, Armelle ; Chavez-Demoulin, Valerie ; Aigner, Maximilian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:1-21.

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2022Asymptotic results on marginal expected shortfalls for dependent risks. (2022). Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:146-168.

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2022Statistical inference for tail-based cumulative residual entropy. (2022). Hu, Taizhong ; Chen, YU ; Sun, Hongfang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:66-95.

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2021Tail dependence and heavy tailedness in extreme risks. (2021). Yang, Fan ; Tan, Ken Seng ; Ji, Liuyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:282-293.

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2021The economics of sharing macro-longevity risk. (2021). van Ool, Annick ; Mehlkopf, Roel ; Broeders, Dirk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:440-458.

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2021Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571.

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2022Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach. (2022). Pun, Chi Seng ; Liu, Ruicheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000164.

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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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2021Semi-parametric estimation of multivariate extreme expectiles. (2021). Mailhot, Melina ; di Bernardino, Elena ; Beck, Nicholas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000361.

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2021The economic burden of COVID-19 in the United States: Estimates and projections under an infection-based herd immunity approach. (2021). Prettner, Klaus ; Kuhn, Michael ; Chen, Simiao ; Bloom, David E. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:20:y:2021:i:c:s2212828x21000219.

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2021A multi-scale symmetry analysis of uninterrupted trends returns in daily financial indices. (2021). Hernandez-Montoya, A R ; Coronel-Brizio, H F ; Rodriguez-Martinez, C M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002545.

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2022Testing for changes in the tail behavior of Brown–Resnick Pareto processes. (2022). Robert, Christian Y. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:144:y:2022:i:c:p:312-368.

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2022A new random field on lattices. (2022). Ferreira, Marta ; Martins, Ana Paula. In: Statistics & Probability Letters. RePEc:eee:stapro:v:186:y:2022:i:c:s0167715222000669.

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2022Simultaneous confidence bands for survival functions from twice censorship. (2022). Subramanian, Sundarraman. In: Statistics & Probability Letters. RePEc:eee:stapro:v:186:y:2022:i:c:s0167715222000797.

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2022The curse of the plateau. Measuring confidence in human mortality estimates at extreme ages. (2022). Camarda, Carlo Giovanni. In: Theoretical Population Biology. RePEc:eee:thpobi:v:144:y:2022:i:c:p:24-36.

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2022The role of household modality style in first and last mile travel mode choice. (2022). Corcoran, Jonathan ; Kimpton, Anthony ; Sipe, Neil ; Prato, Carlo G ; Lu, Ying. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:158:y:2022:i:c:p:95-109.

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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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2021.

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

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2021Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models. (2021). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Girard, Stephane. In: Post-Print. RePEc:hal:journl:hal-03306230.

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2021Retirement and Health Outcomes in a Meta-Analytical Framework. (2021). Picchio, Matteo ; Filomena, Mattia. In: IZA Discussion Papers. RePEc:iza:izadps:dp14602.

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2021Derivation of train arrival timings through correlations from individual passenger farecard data. (2021). En, Hong ; Ramli, Muhamad Azfar ; Soh, Yong Sheng. In: Transportation. RePEc:kap:transp:v:48:y:2021:i:6:d:10.1007_s11116-021-10164-w.

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2022Empirical tail conditional allocation and its consistency under minimal assumptions. (2022). Zitikis, R ; Su, J ; Gribkova, N V. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:4:d:10.1007_s10463-021-00813-3.

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2021On Zipf’s law and the bias of Zipf regressions. (2021). Schluter, Christian. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01879-3.

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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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2021Halfspace depth does not characterize probability distributions. (2021). Nagy, Stanislav. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01130-x.

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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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2021On the estimation of the variability in the distribution tail. (2021). Girard, Stephane ; Gardes, Laurent. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:4:d:10.1007_s11749-021-00754-2.

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2022On the comparison of several classical estimators of the extreme value index. (2022). Gomes, Ivette M ; Caeiro, Frederico ; Cabral, Ivanilda. In: Communications in Statistics - Theory and Methods. RePEc:taf:lstaxx:v:51:y:2022:i:1:p:179-196.

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2022Extreme value statistics using related variables. (2022). Ahmed, Hanan. In: Other publications TiSEM. RePEc:tiu:tiutis:246f0f13-701c-4c0d-8e09-ed005d8b6f70.

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2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Laeven, Roger ; Einmahl, John ; Can, S U. In: Other publications TiSEM. RePEc:tiu:tiutis:65a9e694-665d-4671-aaf1-4e2093fcec17.

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2021A statistical approach for sizing an aircraft electrical generator using extreme value theory. (2021). Salvignol, Martina ; Ruiz-Gazen, Anne ; Gendre, Xavier ; Boulfani, Feriel. In: TSE Working Papers. RePEc:tse:wpaper:126233.

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2021Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case. (2021). Billio, Monica ; Dominique, Guegan ; Lorenzo, Frattarolo. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:43-61:n:3.

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2022Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring. (2022). Nadia, Kadiri ; Abbes, Rabhi ; Dounya, Mekki Sanaa ; Mehdi, Hamri Mohamed. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:26:y:2022:i:1:p:31-62:n:1.

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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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2021Tail risk interdependence. (2021). Chiu, Chingwai ; Stoja, Evarist ; Polanski, Arnold. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5499-5511.

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2021Unobserved components with stochastic volatility: Simulation?based estimation and signal extraction. (2021). Li, Mengheng ; Koopman, Siem Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:614-627.

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2021Retirement and health outcomes in a meta-analytical framework. (2021). Picchio, Matteo ; Filomena, Mattia. In: GLO Discussion Paper Series. RePEc:zbw:glodps:897.

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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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