13
H index
22
i10 index
650
Citations
John Einmahl : Citation Profile
Universiteit van Tilburg | RESEARCH PRODUCTION: 31 Articles 161 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1985 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with John Einmahl. | Is cited by:
| Cites to:
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Main data
Where John Einmahl has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multivariate Analysis | 8 |
| Statistica Neerlandica | 5 |
| Journal of the Royal Statistical Society Series B | 4 |
| Statistics & Probability Letters | 3 |
| Journal of the American Statistical Association | 2 |
| Stochastic Processes and their Applications | 2 |
Recent works citing John Einmahl (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Multivariate generalized Pareto distributions along extreme directions. (2023). Segers, Johan ; Kiriliouk, Anna ; Mourahib, Anas. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023034. Full description at Econpapers || Download paper |
| 2023 | Nonparametric estimator of the tail dependence coefficient: balancing bias and variance. (2021). , Maxime ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2111.11128. Full description at Econpapers || Download paper |
| 2023 | A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112. Full description at Econpapers || Download paper |
| 2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers || Download paper |
| 2023 | The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349. Full description at Econpapers || Download paper |
| 2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper |
| 2023 | Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach. (2023). Teruzzi, Andrea. In: Papers. RePEc:arx:papers:2311.17239. Full description at Econpapers || Download paper |
| 2023 | The question of the human mortality plateau: Contrasting insights by longevity pioneers. (2023). Vallin, Jacques ; Robine, Jean-Marie ; Ouellette, Nadine ; Mesle, France ; Camarda, Carlo Giovanni ; Khanh, Linh Hoang. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:11. Full description at Econpapers || Download paper |
| 2024 | Interpreting 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. Full description at Econpapers || Download paper |
| 2023 | Nonparametric difference-in-differences in repeated cross-sections with continuous treatments. (2023). Sasaki, Yuya ; Hoderlein, Stefan ; Dhaultfuille, Xavier. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:664-690. Full description at Econpapers || Download paper |
| 2023 | Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284. Full description at Econpapers || Download paper |
| 2024 | Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Peng, Liang ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204. Full description at Econpapers || Download paper |
| 2024 | On uniform inference in nonlinear models with endogeneity. (2024). Nekipelov, Denis ; Khan, Shakeeb. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622000409. Full description at Econpapers || Download paper |
| 2023 | A Weissman-type estimator of the conditional marginal expected shortfall. (2023). Qin, Jing ; le Ho, Nguyen Khanh ; Guillou, Armelle ; Goegebeur, Yuri. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:173-196. Full description at Econpapers || Download paper |
| 2023 | Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427. Full description at Econpapers || Download paper |
| 2023 | Nonparametric estimation of conditional marginal excess moments. (2023). Qin, Jing ; le Ho, Nguyen Khanh ; Guillou, Armelle ; Goegebeur, Yuri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001129. Full description at Econpapers || Download paper |
| 2023 | Extreme partial least-squares. (2023). Enjolras, Geoffroy ; Girard, Stephane ; Bousebata, Meryem. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:194:y:2023:i:c:s0047259x22000926. Full description at Econpapers || Download paper |
| 2024 | Dependent conditional tail expectation for extreme levels. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400036x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Working Papers. RePEc:hal:wpaper:hal-04090916. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | On dealing with the unknown population minimum in parametric inference. (2023). Suzuki, Adriano Kamimura ; Junqueira, Matheus Henrique. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:3:d:10.1007_s10182-022-00445-9. Full description at Econpapers || Download paper |
| 2023 | An Approach for Specifying Trimming and Winsorization Cutoffs. (2023). Young, Derek S ; Cheng, Kedai. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-023-00527-4. Full description at Econpapers || Download paper |
| 2023 | Tail Dependence Functions of Two Classes of Bivariate Skew Distributions. (2023). Nadarajah, Saralees ; Peng, Zuoxiang ; Lao, Xin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09986-1. Full description at Econpapers || Download paper |
| 2023 | A direct method for constructing distribution-free tolerance regions. (2023). Amerise, Ilaria Lucrezia. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01549-9. Full description at Econpapers || Download paper |
| 2023 | Empirical Likelihood Based Testing for Multivariate Regular Variation. (2023). Krajina, Andrea ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:261583f5-c571-48c6-8cea-945ba6542026. Full description at Econpapers || Download paper |
| 2024 | Extreme expectile estimation for short-tailed data, with an application to market risk assessment. (2023). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:127937. Full description at Econpapers || Download paper |
| 2023 | Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data. (2023). Mercedes, Gregorio-Dominguez Maria ; Jose, Fernandez-Duran Juan. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:17:n:1. Full description at Econpapers || Download paper |
Works by John Einmahl:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | An M-Estimator For Tail Dependence In Arbitrary Dimensions In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 36 |
| 2012 | An M-estimator for tail dependence in arbitrary dimensions.(2012) In: LIDAM Reprints ISBA. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2011 | An M-Estimator for Tail Dependence in Arbitrary Dimensions.(2011) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2011 | An M-Estimator for Tail Dependence in Arbitrary Dimensions.(2011) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2012 | An M-estimator for tail dependence in arbitrary dimensions.(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2014 | An M-estimator of spatial tail dependence In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 12 |
| 2016 | An M-estimator of spatial tail dependence.(2016) In: LIDAM Reprints ISBA. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | An M-estimator of spatial tail dependence.(2016) In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | An M-estimator of Spatial Tail Dependence.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | An M-estimator of Spatial Tail Dependence.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | A continuous updating weighted least squares estimator of tail dependence in high dimensions In: LIDAM Discussion Papers ISBA. [Citation analysis] | paper | 11 |
| 2018 | A continuous updating weighted least squares estimator of tail dependence in high dimensions.(2018) In: LIDAM Reprints ISBA. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2016 | A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions.(2016) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2016 | A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions.(2016) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Empirical tail copulas for functional data In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Empirical Tail Copulas for Functional Data.(2020) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Empirical Tail Copulas for Functional Data.(2020) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Records in Athletics Through Extreme-Value Theory In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 16 |
| 2006 | Records in Athletics through Extreme-Value Theory.(2006) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2006 | Records in Athletics through Extreme-Value Theory.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2009 | Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 8 |
| 2015 | Estimation of the marginal expected shortfall: the mean when a related variable is extreme In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 39 |
| 2012 | Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2012 | Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2016 | Statistics of heteroscedastic extremes In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 31 |
| 2014 | Statistics of Heteroscedastic Extremes.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2014 | Statistics of Heteroscedastic Extremes.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2017 | Estimation of extreme depth-based quantile regions In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 7 |
| 2014 | Estimation of Extreme Depth-Based Quantile Regions.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2014 | Estimation of Extreme Depth-Based Quantile Regions.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2010 | Asymptotics for the Hirsch Index In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 12 |
| 2007 | Asymptotics for the Hirsch Index.(2007) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2007 | Asymptotics for the Hirsch Index.(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 1987 | Recent PH.D. Theses in The Netherlands In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1989 | On the standarized empirical process In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1989 | On the standarized empirical process.(1989) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | The empirical distribution function as a tail estimator In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 6 |
| 1990 | The empirical distribution function as a tail estimator.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1995 | Asymptotic confidence intervals for the length of the shortt under random censoring In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1995 | Asymptotic confidence intervals for the length of the shortt under random censoring.(1995) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Guest editorial In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1985 | A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
| 1985 | A strong law for the oscillation modulus of the multivariate empirical process.(1985) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Specification tests in nonparametric regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2008 | Specification tests in nonparametric regression.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2011 | Superefficient estimation of the marginals by exploiting knowledge on the copula In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2010 | Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1987 | The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 1987 | The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes.(1987) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1988 | The almost sure behavior of maximal and minimal multivariate kn-spacings In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
| 1988 | The almost sure behavior of maximal and minimal multivariate k_n -spacings.(1988) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1989 | Limit theorems for the negative parts of weighted multivariate empirical processes with application In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 1989 | Limit theorems for the negative parts of weighted multivariate empirical processes with application.(1989) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | Bahadur-Kiefer theorems for the product-limit process In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 1990 | Bahadur-Kiefer theorems for the product-limit process.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1992 | Approximations 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] | article | 0 |
| 1992 | Approximations 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1993 | Estimating a Multidimensional Extreme-Value Distribution In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 1993 | Estimating a multidimensional extreme-value distribution.(1993) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1995 | A Bahadur-Kiefer Theorem beyond the Largest Observation In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 1995 | A Bahadur-Kiefer theorem beyond the largest observation.(1995) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1997 | Poisson and Gaussian approximation of weighted local empirical processes In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 12 |
| 1997 | Poisson and Gaussian approximation of weighted local empirical processes.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 1997 | Estimating the spectral measure of an extreme value distribution In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 13 |
| 1997 | Estimating the spectral measure of an extreme value distribution.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1992 | Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 1992 | Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings.(1992) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1987 | A general form of the law of the iterated logarithm for the weighted multivariate empirical process In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | A general form of the law of the iterated logarithm for the weighted multivariate empirical process.(1987) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1987 | The almost sure behavior of the oscillation modulus of the multivariate empirical process In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
| 1987 | The almost sure behaviour of the oscillation modulus of the multivariate empirical process.(1987) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1998 | On the approximation of an integral by a sum of random variables In: International Journal of Stochastic Analysis. [Full Text][Citation analysis] | article | 0 |
| 1998 | On the approximation of an integral by a sum of random variables.(1998) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Estimating 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. [Full Text][Citation analysis] | article | 2 |
| 2017 | Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case.(2017) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case.(2017) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Testing for bivariate spherical symmetry In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2010 | Testing for Bivariate Spherical Symmetry.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Testing for Bivariate Spherical Symmetry.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Testing for bivariate spherical symmetry.(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Limits to Human Life Span Through Extreme Value Theory In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 7 |
| 2017 | Limits to Human Life Span Through Extreme Value Theory.(2017) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | Limits to Human Life Span Through Extreme Value Theory.(2017) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | Estimating Extreme Bivariate Quantile Regions In: Discussion Paper. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Estimating Extreme Bivariate Quantile Regions.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Tests for Independence in Nonparametric Regression In: Discussion Paper. [Full Text][Citation analysis] | paper | 13 |
| 2006 | Tests for Independence in Nonparametric Regression.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2008 | Tests for independence in nonparametric regression.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2014 | Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | The Shorth Plot In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2010 | The Shorth Plot.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | The Shorth Plot.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Generalized Probability-Probability Plots In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Generalized Probability-Probability Plots.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Empirical Likelihood Based Testing for Multivariate Regular Variation In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the Choice of Prior in Bayesian Model Averaging In: Discussion Paper. [Full Text][Citation analysis] | paper | 10 |
| 2011 | On the Choice of Prior in Bayesian Model Averaging.(2011) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2002 | Empirical Likelihood based on Hypothesis Testing In: Discussion Paper. [Full Text][Citation analysis] | paper | 27 |
| 2003 | Empirical likelihood based hypothesis testing.(2003) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2002 | Empirical Likelihood based on Hypothesis Testing.(2002) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2004 | Goodness-of-fit Tests in Nonparametric Regression In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Goodness-of-Fit Tests in Nonparametric Regression.(2006) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Goodness-of-fit Tests in Nonparametric Regression.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | Goodness-of-Fit Tests in Nonparametric Regression.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Extreme Value Inference for General Heterogeneous Data In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Extreme Value Inference for General Heterogeneous Data.(2022) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Statistics of Extremes under Random Censoring In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Statistics of Extremes under Random Censoring.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Two-Sample Testing for Tail Copulas with an Application to Equity Indices In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Cube Root Weak Convergence of Empirical Estimators of a Density Level Set In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Cube Root Weak Convergence of Empirical Estimators of a Density Level Set.(2020) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Tail Copula Estimation for Heteroscedastic Extremes In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A Method of Moments Estimator of Tail Dependence In: Discussion Paper. [Full Text][Citation analysis] | paper | 14 |
| 2008 | A method of moments estimator of tail dependence.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | A Method of Moments Estimator of Tail Dependence.(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Improved Estimation of the Extreme Value Index Using Related Variables In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Improved Estimation of the Extreme Value Index Using Related Variables.(2018) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | The Half-Half Plot In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The half-half plot.(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | The Half-Half Plot.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | General Weak Laws of Large Numbers for Bootstrap Sample Means In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2005 | General weak laws of large numbers for Bootstrap sample means.(2005) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | General Weak Laws of Large Numbers for Bootstrap Sample Means.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Asymptotic Normality of Extreme Value Estimators on C[0,1] In: Discussion Paper. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Asymptotic normality of extreme value estimators on C[0,1].(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | Asymptotic Normality of Extreme Value Estimators on C[0,1].(2003) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Extreme Value Statistics in Semi-Supervised Models In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Spatial Dependence and Space-Time Trend in Extreme Events In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Spatial Dependence and Space-Time Trend in Extreme Events.(2020) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics In: Discussion Paper. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets.(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Improved regression inference using a second overlapping regression model In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Ultimate 100m World Records Through Extreme-Value Theory In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Ultimate 100m World Records Through Extreme-Value Theory.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Testing the Multivariate Regular Variation Model In: Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Testing the Multivariate Regular Variation Model.(2018) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Unified Extreme Value Estimation for Heterogeneous Data In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution In: Discussion Paper. [Full Text][Citation analysis] | paper | 16 |
| 2008 | Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2009 | Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2011 | Visualizing Multiple Quantile Plots In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Visualizing multiple quantile plots.(2013) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Visualizing Multiple Quantile Plots.(2011) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas.(2017) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | The two-sample problem in Rm and measure-valued martingales In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 2 |
| 1992 | Limit theorems for tail processes with application to intermediate quantile estimation In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 10 |
| 2006 | Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 27 |
| 1988 | Strong bounds for weighted empirical distribution functions based on uniform spacings In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Goodness-of-fit testing for copulas: A distribution-free approach In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Confidence bands for the quantile function under random censoring In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A strong approximation of the shortt process In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Bahadur-Kiefer theorems for uniform spacings processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Smallest nonparametric tolerance regions In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 11 |
| 2000 | Some results for empirical processes of locally dependent arrays In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Bounds for weighted multivariate empirical distribution functions In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
| 1988 | Strong limit theorems for weighted quantile processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 7 |
| 1987 | Multivariate empirical processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 5 |
| 2005 | VaR stress for highly non-linear portfolios In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1992 | The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
| 1989 | A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Van observatie tot extrapolatie : Gefundeerde methoden voor de analyse van extreme gebeurtenissen In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1987 | A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1989 | A moment estimator for the index of an extreme-value distribution In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 155 |
| 1986 | Some properties of weighted compound multivariate empirical processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Processus empiriques multidimensionnels : Apercu de quelques resultats recents In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Tail processes under heavy random censorship with applications In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Limit theorems for a general weighted process under random censoring In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 5 |
| 1992 | Generalized quantile processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 21 |
| 1999 | Confidence tubes for multiple quantile plots via empirical likelihood In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 21 |
| 2011 | Estimation of extreme risk regions under multivariate regular variation In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 5 |
| 1996 | A short and elementary proof of the main Bahadur-Kiefer theorem In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
| 2001 | The functional law of the iterated logarithm for the empirical process based on sample means In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Nonparametric estimation of the spectral measure of an extreme value distribution In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 25 |
| 1996 | Maximal type test statistics based on conditional processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
| 1988 | Laws of the iterated logarithm in the tails for weighted uniform empirical processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
| 1988 | On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 2 |
| 1996 | On the strong limiting behavior of local functionals of empirical processes based upon censored data In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 1 |
| 1985 | On the Kolmogorov-Smirnov statistic of certain dependent random variables In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1988 | A characterization of weak convergence of weighted multivariate empirical processes In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
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