John Einmahl : Citation Profile

Universiteit van Tilburg

14

H index

22

i10 index

696

Citations

RESEARCH PRODUCTION:

32

Articles

163

Papers

RESEARCH ACTIVITY:

   40 years (1985 - 2025). See details.
   Cites by year: 17
   Journals where John Einmahl has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 82 (10.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei24
   Updated: 2026-01-03    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Zhou, Chen (3)

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:

STUPFLER, Gilles (17)

Schaumburg, Julia (10)

Van Keilegom, Ingrid (10)

Simar, Leopold (9)

Krajina, Andrea (8)

Daouia, Abdelaati (7)

Cai, Juan-Juan (6)

Zhou, Chen (6)

Schienle, Melanie (6)

Jochmans, Koen (6)

Henry, Marc (6)

Cites to:

Gabaix, Xavier (9)

Zhou, Chen (8)

Xiao, Zhijie (6)

Delgado, Miguel (6)

Velasco, Carlos (6)

Cai, Juan-Juan (5)

Magnus, Jan (5)

di Giovanni, Julian (4)

Van Keilegom, Ingrid (4)

Levchenko, Andrei (4)

Remillard, Bruno (4)

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 / Universit� catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)4
LIDAM Reprints ISBA / Universit� catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3

Recent works citing John Einmahl (2025 and 2024)

YearTitle of citing document
2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

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2024On the mean-field limit of diffusive games through the master equation: extreme value analysis. (2024). Bayraktar, Erhan ; Kolliopoulos, Nikolaos. In: Papers. RePEc:arx:papers:2410.18869.

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2024Estimation of the Adjusted Standard-deviatile for Extreme Risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Papers. RePEc:arx:papers:2411.07203.

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2024Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks. (2024). STUPFLER, Gilles ; Yang, Fan ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2411.07212.

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2024Asymptotics of Sum of Heavy-tailed Risks with Copulas. (2024). Zhang, YI ; Yang, Fan. In: Papers. RePEc:arx:papers:2411.09657.

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2025Causal analysis of extreme risk in a network of industry portfolios. (2025). Kluppelberg, Claudia ; Krali, Mario. In: Papers. RePEc:arx:papers:2504.00523.

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2025On Design of Representative Distributionally Robust Formulations for Evaluation of Tail Risk Measures. (2025). Deo, Anand. In: Papers. RePEc:arx:papers:2506.16230.

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2024Estimation of the adjusted standard‐deviatile for extreme risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:643-671.

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2024Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:760-800.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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2024Testing extreme warming and geographical heterogeneity. (2024). Gonzalo, Jesus ; Olmo, Jos ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45023.

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2024Tail risk driven by investment losses and exogenous shocks. (2024). Tang, Qihe ; Man, Xinyue. In: ASTIN Bulletin. RePEc:cup:astinb:v:54:y:2024:i:3:p:712-737_10.

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2024Interpreting an escape from an eviction trap as a social account: A Gramscian reading of a credit union’s policies in support of social housing tenants. (2024). Carlisle, Liam ; Lee, Bill. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235423000308.

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2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

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2024Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Leng, Xuan ; Peng, Liang. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204.

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2024On uniform inference in nonlinear models with endogeneity. (2024). Khan, Shakeeb ; Nekipelov, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622000409.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001167.

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2025Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776.

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2024Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:95-103.

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2024Estimation of extreme multivariate expectiles with functional covariates. (2024). Laloe, Thomas ; di Bernardino, Elena ; Pakzad, Cambyse. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001380.

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2024Latent model extreme value index estimation. (2024). Ilmonen, Pauliina ; Lietzen, Niko ; Viitasaari, Lauri ; Virta, Joni. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000071.

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2024On extreme quantile region estimation under heavy-tailed elliptical distributions. (2024). Ilmonen, Pauliina ; Viitasaari, Lauri ; Pere, Jaakko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000216.

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2024Multivariate directional tail-weighted dependence measures. (2024). Li, Xiaoting ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000265.

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2025Maximum likelihood estimation of elliptical tail. (2025). Lee, Sangyeol ; Kim, Moosup. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000897.

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2025On estimation and order selection for multivariate extremes via clustering. (2025). Bai, Shuyang ; Tang, HE ; Deng, Shiyuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000211.

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2025Measuring and testing tail equivalence. (2025). Kato, Shogo ; Koike, Takaaki ; Yoshiba, Toshinao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:209:y:2025:i:c:s0047259x25000557.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024Fastest marathon times achievable based on extreme value statistics. (2024). Kebe, Malick ; Nadarajah, Saralees. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005788.

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2024Dependent conditional tail expectation for extreme levels. (2024). Goegebeur, Yuri ; Qin, Jing ; Guillou, Armelle. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400036x.

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2024Regular variation in Hilbert spaces and principal component analysis for functional extremes. (2024). Clemenon, Stephan ; Huet, Nathan ; Sabourin, Anne. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:174:y:2024:i:c:s0304414924000814.

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2025Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator. (2025). Li, Yizhou ; Polak, Pawe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000562.

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2025Simple Approximations and Interpretation of Pareto Index and Gini Coefficient Using Mean Absolute Deviations and Quantile Functions. (2025). Wen, Qifu ; Pinsky, Eugene. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:30-:d:1720243.

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2024A New Class of Reduced-Bias Generalized Hill Estimators. (2024). Henriques-Rodrigues, Ligia ; Gomes, Ivette M ; Caeiro, Frederico. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2866-:d:1478401.

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2024Predicting Random Walks and a Data-Splitting Prediction Region. (2024). Haile, Mulubrhan G ; Zhang, Lingling ; Olive, David J. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:1:p:2-33:d:1315222.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04672516.

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2025Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2025). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0446.

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2024Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5.

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2024Extremal index: estimation and resampling. (2024). Ferreira, Marta. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01406-9.

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2025A difference-based method for testing no effect in nonparametric regression. (2025). Wang, Yuedong ; Tong, Tiejun ; Li, Zhijian. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01479-0.

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2025Inference for New Environmental Contours Using Extreme Value Analysis. (2025). Simpson, Emma S ; Tawn, Jonathan A. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:3:d:10.1007_s13253-024-00612-2.

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2024A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size. (2024). Zaigraev, Alexander. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:2:d:10.1007_s00184-023-00910-8.

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2024A tail index estimation for long memory processes. (2024). Wang, Lihong. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:8:d:10.1007_s00184-023-00938-w.

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2025Seismic hazard assessment for some selected historical pharaonic temples’ sites, south of Egypt. (2025). Hamed, Ahmed ; El-Amin, Ezzat M ; Abdel, Ahmed M ; Adly, Ashraf. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:2:d:10.1007_s11069-024-06884-8.

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2025Nelson-Aalen Tail Product-limit Process and Extreme Value Index Estimation Under Random Censorship. (2025). Necir, Abdelhakim ; Meraghni, Djamel ; Soltane, Louiza. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:87:y:2025:i:2:d:10.1007_s13171-025-00384-y.

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2025Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data. (2025). Mohammedi, Mustapha ; Bouzebda, Salim ; Laksaci, Ali. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:2:d:10.1007_s11203-025-09328-7.

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2024Nonparametric estimator of the tail dependence coefficient: balancing bias and variance. (2024). , Maxime ; Garcin, Matthieu. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01582-w.

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2024Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069.

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2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

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2025Accurate Estimates of Ultimate 100-Meter Records. (2025). He, YI ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:0bc0a105-4324-4d73-990b-34b11efd14f4.

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2024Tail Copula Estimation for Heteroscedastic Extremes. (2024). Einmahl, John ; Zhou, C. In: Other publications TiSEM. RePEc:tiu:tiutis:6bcb09c5-8b19-48b8-9320-b80e0d9db36b.

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2024Extreme expectile estimation for short-tailed data, with an application to market risk assessment. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:127937.

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2025Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction. (2024). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:129693.

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2025Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. (2025). STUPFLER, Gilles ; Nemouchi, Boutheina ; Daouia, Abdelaati ; Abbas, Yasser. In: TSE Working Papers. RePEc:tse:wpaper:130105.

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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.
[Full Text][Citation analysis]		article0
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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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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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: 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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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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2025Accurate Estimates of Ultimate 100-Meter Records In: Discussion Paper.
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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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2008The Shorth Plot In: Discussion Paper.
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2008The Shorth Plot.(2008) In: Other publications TiSEM.
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2004Generalized Probability-Probability Plots In: Discussion Paper.
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2023Empirical Likelihood Based Testing for Multivariate Regular Variation In: Discussion Paper.
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2011On the Choice of Prior in Bayesian Model Averaging.(2011) In: Other publications TiSEM.
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2002Empirical Likelihood based on Hypothesis Testing In: Discussion Paper.
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2002Empirical Likelihood based on Hypothesis Testing.(2002) In: Other publications TiSEM.
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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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2004Goodness-of-fit Tests in Nonparametric Regression.(2004) In: Other publications TiSEM.
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2006Goodness-of-Fit Tests in Nonparametric Regression.(2006) In: Other publications TiSEM.
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2006Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators In: Discussion Paper.
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2006Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators.(2006) In: Other publications TiSEM.
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2024Extreme Value Inference for General Heterogeneous Data In: Discussion Paper.
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2006Statistics of Extremes under Random Censoring In: Discussion Paper.
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2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices In: Discussion Paper.
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2020Cube Root Weak Convergence of Empirical Estimators of a Density Level Set In: Discussion Paper.
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2020Cube Root Weak Convergence of Empirical Estimators of a Density Level Set.(2020) In: Other publications TiSEM.
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2024Tail Copula Estimation for Heteroscedastic Extremes In: Discussion Paper.
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2007A Method of Moments Estimator of Tail Dependence In: Discussion Paper.
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2007A Method of Moments Estimator of Tail Dependence.(2007) In: Other publications TiSEM.
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2018Improved Estimation of the Extreme Value Index Using Related Variables In: Discussion Paper.
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2018Improved Estimation of the Extreme Value Index Using Related Variables.(2018) In: Other publications TiSEM.
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2009The Half-Half Plot In: Discussion Paper.
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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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2004General Weak Laws of Large Numbers for Bootstrap Sample Means.(2004) 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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2020Spatial Dependence and Space-Time Trend in Extreme Events In: Discussion Paper.
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2020Spatial Dependence and Space-Time Trend in Extreme Events.(2020) In: Other publications TiSEM.
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2015Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics In: Discussion Paper.
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2015Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics.(2015) In: Other publications TiSEM.
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2007Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets In: Discussion Paper.
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2007Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets.(2007) In: Other publications TiSEM.
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2018Testing the Multivariate Regular Variation Model 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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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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2017Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas.(2017) In: Other publications TiSEM.
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2001The two-sample problem in Rm and measure-valued martingales In: Other publications TiSEM.
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2000A strong approximation of the shortt process 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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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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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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1995Tail processes under heavy random censorship with applications In: Other publications TiSEM.
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1999Confidence tubes for multiple quantile plots via empirical likelihood 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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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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