John Einmahl : Citation Profile


Are you John Einmahl?

Universiteit van Tilburg

10

H index

11

i10 index

330

Citations

RESEARCH PRODUCTION:

20

Articles

101

Papers

RESEARCH ACTIVITY:

   32 years (1985 - 2017). See details.
   Cites by year: 10
   Journals where John Einmahl has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 37 (10.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei24
   Updated: 2018-07-14    RAS profile: 2014-12-06    
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Relations with other researchers


Works with:

Laeven, Roger (2)

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

Is cited by:

Simar, Leopold (8)

Krajina, Andrea (7)

Zhou, Chen (6)

Giudici, Paolo (5)

Daouia, Abdelaati (5)

Cerchiello, Paola (5)

Li, Youwei (4)

STUPFLER, Gilles (4)

LINTON, OLIVER (4)

Schienle, Melanie (4)

Schaumburg, Julia (3)

Cites to:

Krajina, Andrea (6)

Magnus, Jan (4)

Hallin, Marc (3)

Paindaveine, Davy (3)

Melenberg, Bertrand (2)

de Haan, Laurens (2)

Velasco, Carlos (2)

Dacorogna, Michel (2)

Remillard, Bruno (2)

Xiao, Zhijie (2)

Fama, Eugene (1)

Main data


Where John Einmahl has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis8
Statistics & Probability Letters3
Statistica Neerlandica2
Journal of the American Statistical Association2
Stochastic Processes and their Applications2

Recent works citing John Einmahl (2018 and 2017)


YearTitle of citing document
2017Risk contagion under regular variation and asymptotic tail independence. (2017). Das, Bikramjit ; Fasen, Vicky . In: Papers. RePEc:arx:papers:1603.09406.

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2017Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions. (2017). Klasen, Stephan ; Dunker, Fabian ; Krivobokova, Tatyana. In: Papers. RePEc:arx:papers:1710.09009.

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2017Multivariate Hill Estimators. (2017). Dominicy, Yves ; Veredas, David ; Ilmonen, Pauliina. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:1:p:108-142.

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2017Modelling across extremal dependence classes. (2017). Wadsworth, J L ; Elton, D M ; Davison, A C ; Tawn, J A. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:149-175.

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2017Estimation of extreme depth-based quantile regions. (2017). He, YI ; John , . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:449-461.

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2017A coverage theory for least squares. (2017). Care, Algo ; Campi, Marco C ; Garatti, Simone . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1367-1389.

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2017Tests for Structural Changes in Time Series of Counts. (2017). Hudecova, arka ; Meintanis, Simos G ; Hukova, Marie. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:843-865.

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2017The impacts of policy mix for resolving overcapacity in heavy chemical industry and operating national carbon emission trading market in China. (2017). Lu, Can ; Li, Wei ; Ding, YI ; Zhang, Yan-Wu. In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:509-524.

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2017The long and short of commodity tails and their relationship to Asian equity markets. (2017). Vo, Duc ; Powell, Robert ; Pham, Thach N ; Singh, Abhay K. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

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2018Goodness-of-fit test for nonparametric regression models: Smoothing spline ANOVA models as example. (2018). Teran, Sebastian J ; Kosorok, Michael R ; Engel, Stephanie M ; Wu, Michael C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:122:y:2018:i:c:p:135-155.

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2017Sovereign debt and systemic risk in the eurozone. (2017). Popescu, Alexandra ; Turcu, Camelia. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:275-284.

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2018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:134-149.

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2018Unifying Studies of Scarcity, Abundance, and Sufficiency. (2018). Daoud, Adel. In: Ecological Economics. RePEc:eee:ecolec:v:147:y:2018:i:c:p:208-217.

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2017Tests for conditional ellipticity in multivariate GARCH models. (2017). Francq, Christian ; Meintanis, S G ; Jimenez-Gamero, M D. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:305-319.

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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

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2017.

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2018A high quantile estimator based on the log-generalized Weibull tail limit. (2018). de Valk, Cees ; Cai, Juan-Juan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:107-128.

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2018Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167.

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2017An improved method for forecasting spare parts demand using extreme value theory. (2017). Dekker, Rommert ; Koning, Alex J ; Renjie, Rex Wang ; van Jaarsveld, Willem ; Zhu, Sha . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:1:p:169-181.

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2017The potential of power-to-heat in Swedish district heating systems. (2017). Lauenburg, Patrick ; Schweiger, Gerald ; Rantzer, Jonatan ; Ericsson, Karin . In: Energy. RePEc:eee:energy:v:137:y:2017:i:c:p:661-669.

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2017Techno-economic assessment of the by-products contribution from non-catalytic hydrothermal liquefaction of lignocellulose residues. (2017). Magdeldin, Mohamed ; Jarvinen, Mika ; Kohl, Thomas. In: Energy. RePEc:eee:energy:v:137:y:2017:i:c:p:679-695.

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2017The ageing society and emergency hospital admissions. (2017). Wittenberg, Raphael ; Hurst, Jeremy ; McCormick, Barry ; Sharpin, Luke . In: Health Policy. RePEc:eee:hepoli:v:121:y:2017:i:8:p:923-928.

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2017A limit distribution of credit portfolio losses with low default probabilities. (2017). Shi, Xiaojun ; Yuan, Zhongyi ; Tang, Qihe . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:156-167.

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2017Bayesian regularized quantile structural equation models. (2017). Feng, Xiang-Nan ; Song, Xin-Yuan ; Lu, Bin ; Wang, Yifan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:234-248.

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2017A new test of independence for bivariate observations. (2017). Bagkavos, D ; Patil, P N. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:117-133.

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2017Optimal detection of weak positive latent dependence between two sequences of multiple tests. (2017). Zhao, Sihai Dave ; Li, Hongzhe ; Cai, Tony T. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:169-184.

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2017Sparse representation of multivariate extremes with applications to anomaly detection. (2017). Sabourin, Anne ; Goix, Nicolas ; Clemenon, Stephan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:12-31.

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2018Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. (2018). Rootzen, Holger ; Wadsworth, Jennifer L ; Segers, Johan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:117-131.

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2018Risk contagion under regular variation and asymptotic tail independence. (2018). Das, Bikramjit ; Fasen-Hartmann, Vicky. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:194-215.

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2018Short-term integration costs of variable renewable energy: Wind curtailment and balancing in Britain and Germany. (2018). Joos, Michael ; Staffell, Iain. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:86:y:2018:i:c:p:45-65.

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2018Empirical likelihood based inference for conditional Pareto-type tail index. (2018). Ma, Yaolan ; Huang, Wei ; Jiang, Yuexiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:134:y:2018:i:c:p:114-121.

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2017A CO2-fund for the transport industry: The case of Norway. (2017). Pinchasik, Daniel Ruben ; Hovi, Inger Beate . In: Transport Policy. RePEc:eee:trapol:v:53:y:2017:i:c:p:186-195.

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2018Top Incomes, Heavy Tails, and Rank-Size Regressions. (2018). Schluter, Christian. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:10-:d:134492.

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2017Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0202017.

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2017Consequences of the Cognitive Digital Divide on the Consumer Market. (2017). WOJCIK, JACEK . In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:44:y:2017:p:69-80.

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2017A class of new tail index estimators. (2017). Paulauskas, Vygantas ; Vaiiulis, Marijus . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:2:d:10.1007_s10463-015-0548-3.

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2017A consistent jackknife empirical likelihood test for distribution functions. (2017). Liu, YI ; Wang, Qihua . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:2:d:10.1007_s10463-015-0550-9.

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2017Multivariate moment based extreme value index estimators. (2017). Heikkila, Matias ; Ilmonen, Pauliina ; Dominicy, Yves. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0706-y.

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2018Optimal choice of order statistics under confidence region estimation in case of large samples. (2018). Zaigraev, Alexander ; Alama-Buko, Magdalena . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:3:d:10.1007_s00184-018-0643-6.

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2017Estimation of the upper bound of seismic hazard curve by using the generalised extreme value distribution. (2017). Pavlenko, V A. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:89:y:2017:i:1:d:10.1007_s11069-017-2950-z.

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2017Divergence based robust estimation of the tail index through an exponential regression model. (2017). Ghosh, Abhik . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:2:d:10.1007_s10260-016-0364-9.

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2017Nonparametric robust regression estimation for censored data. (2017). Lemdani, Mohamed ; Said, Elias Ould. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0709-8.

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2018Test for the existence of finite moments via bootstrap. (2018). Ng, Wai Leong ; Yau, Chun Yip. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:28-48.

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2017Extreme M-quantiles as risk measures: From L1 to Lp optimization. (2017). STUPFLER, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:32050.

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2017Model Averaging OLS and 2SLS: An Application of the WALS Procedure. (2017). Clarke, Judith Anne . In: Econometrics Working Papers. RePEc:vic:vicewp:1701.

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Works by John Einmahl:


YearTitleTypeCited
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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2009Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks In: Journal of the American Statistical Association.
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article3
2010Asymptotics for the Hirsch Index In: Scandinavian Journal of Statistics.
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article7
2007Asymptotics for the Hirsch Index.(2007) In: Discussion Paper.
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2002Guest editorial In: Statistica Neerlandica.
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article0
2011Ultimate 100‐m world records through extreme‐value theory In: Statistica Neerlandica.
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article1
2009Ultimate 100m World Records Through Extreme-Value Theory.(2009) In: Discussion Paper.
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2008Specification tests in nonparametric regression In: Journal of Econometrics.
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article10
2008Specification tests in nonparametric regression.(2008) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 10
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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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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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article3
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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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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2012Testing for bivariate spherical symmetry.(2012) In: Other publications TiSEM.
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2009Estimating Extreme Bivariate Quantile Regions In: Discussion Paper.
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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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2004Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition In: Discussion Paper.
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2006Tests for Independence in Nonparametric Regression In: Discussion Paper.
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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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2008The Shorth Plot In: Discussion Paper.
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2010The Shorth Plot.(2010) In: Other publications TiSEM.
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2014Statistics of Heteroscedastic Extremes In: Discussion Paper.
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2004Generalized Probability-Probability Plots In: Discussion Paper.
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2011An M-Estimator for Tail Dependence in Arbitrary Dimensions In: Discussion Paper.
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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: Discussion Paper.
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2011On the Choice of Prior in Bayesian Model Averaging In: Discussion Paper.
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2002Empirical Likelihood based on Hypothesis Testing In: Discussion Paper.
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2004Goodness-of-fit Tests in Nonparametric Regression In: Discussion Paper.
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2006Goodness-of-Fit Tests in Nonparametric Regression.(2006) In: Discussion Paper.
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2017Limits to Human Life Span Through Extreme Value Theory In: Discussion Paper.
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2006Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators In: Discussion Paper.
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2006Statistics of Extremes under Random Censoring In: Discussion Paper.
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2017Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case In: Discussion Paper.
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2007A Method of Moments Estimator of Tail Dependence In: Discussion Paper.
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2008A method of moments estimator of tail dependence.(2008) In: Other publications TiSEM.
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2009The Half-Half Plot In: Discussion Paper.
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2012The half-half plot.(2012) In: Other publications TiSEM.
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2004General Weak Laws of Large Numbers for Bootstrap Sample Means In: Discussion Paper.
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2005General weak laws of large numbers for Bootstrap sample means.(2005) In: Other publications TiSEM.
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2003Asymptotic Normality of Extreme Value Estimators on C[0,1] In: Discussion Paper.
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2006Asymptotic normality of extreme value estimators on C[0,1].(2006) In: Other publications TiSEM.
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2016A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions In: Discussion Paper.
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2015Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics In: Discussion Paper.
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2007Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets In: Discussion Paper.
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2014Estimation of Extreme Depth-Based Quantile Regions In: Discussion Paper.
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2008Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution In: Discussion Paper.
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2009Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution.(2009) In: Other publications TiSEM.
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2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme In: Discussion Paper.
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2011Visualizing Multiple Quantile Plots In: Discussion Paper.
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2013Visualizing multiple quantile plots.(2013) In: Other publications TiSEM.
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2017Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas In: Discussion Paper.
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2001The two-sample problem in Rm and measure-valued martingales In: Other publications TiSEM.
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1992Limit theorems for tail processes with application to intermediate quantile estimation In: Other publications TiSEM.
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paper6
2011Ultimate 100m world records through extreme-value theory In: Other publications TiSEM.
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1990The empirical distribution function as a tail estimator In: Other publications TiSEM.
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2006Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition In: Other publications TiSEM.
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1988Strong bounds for weighted empirical distribution functions based on uniform spacings In: Other publications TiSEM.
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2003Empirical likelihood based hypothesis testing In: Other publications TiSEM.
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1993Confidence bands for the quantile function under random censoring In: Other publications TiSEM.
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2000A strong approximation of the shortt process In: Other publications TiSEM.
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1992Bahadur-Kiefer theorems for uniform spacings processes In: Other publications TiSEM.
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2001Smallest nonparametric tolerance regions In: Other publications TiSEM.
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2000Some results for empirical processes of locally dependent arrays In: Other publications TiSEM.
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1985Bounds for weighted multivariate empirical distribution functions In: Other publications TiSEM.
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1988Strong limit theorems for weighted quantile processes In: Other publications TiSEM.
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1987Multivariate empirical processes In: Other publications TiSEM.
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2005VaR stress for highly non-linear portfolios In: Other publications TiSEM.
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1992The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process In: Other publications TiSEM.
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1989A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes In: Other publications TiSEM.
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2005Van observatie tot extrapolatie : Gefundeerde methoden voor de analyse van extreme gebeurtenissen In: Other publications TiSEM.
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1987A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings In: Other publications TiSEM.
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1989A moment estimator for the index of an extreme-value distribution In: Other publications TiSEM.
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paper86
1986Some properties of weighted compound multivariate empirical processes In: Other publications TiSEM.
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1988Processus empiriques multidimensionnels : Apercu de quelques resultats recents In: Other publications TiSEM.
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1995Asymptotic confidence intervals for the length of the shortt under random censoring In: Other publications TiSEM.
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1995Tail processes under heavy random censorship with applications In: Other publications TiSEM.
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1992Limit theorems for a general weighted process under random censoring In: Other publications TiSEM.
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2000Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications In: Other publications TiSEM.
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1992Generalized quantile processes In: Other publications TiSEM.
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paper14
1999Confidence tubes for multiple quantile plots via empirical likelihood In: Other publications TiSEM.
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paper16
2011Estimation of extreme risk regions under multivariate regular variation In: Other publications TiSEM.
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paper3
1998On the approximation of an integral by a sum of random variables In: Other publications TiSEM.
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1989On the standarized empirical process In: Other publications TiSEM.
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1996A short and elementary proof of the main Bahadur-Kiefer theorem In: Other publications TiSEM.
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2001The functional law of the iterated logarithm for the empirical process based on sample means In: Other publications TiSEM.
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2001Nonparametric estimation of the spectral measure of an extreme value distribution In: Other publications TiSEM.
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1996Maximal type test statistics based on conditional processes In: Other publications TiSEM.
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1985A strong law for the oscillation modulus of the multivariate empirical process In: Other publications TiSEM.
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1988Laws of the iterated logarithm in the tails for weighted uniform empirical processes In: Other publications TiSEM.
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1988On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics In: Other publications TiSEM.
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1996Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process In: Other publications TiSEM.
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1996On the strong limiting behavior of local functionals of empirical processes based upon censored data In: Other publications TiSEM.
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1985On the Kolmogorov-Smirnov statistic of certain dependent random variables In: Other publications TiSEM.
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1988A characterization of weak convergence of weighted multivariate empirical processes In: Other publications TiSEM.
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