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Access Statistics for John Einmahl

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bahadur-Kiefer theorem beyond the largest observation 0 0 0 1 1 1 1 4
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 0 0 0 1 1
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 20 0 0 1 59
A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings 0 0 0 2 0 0 0 17
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 0 1 4
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 0 0 22
A characterization of weak convergence of weighted multivariate empirical processes 0 0 0 1 1 1 1 17
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 0 1 3 10
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 0 1 1 5
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 0 0 0 0 16
A method of moments estimator of tail dependence 0 0 1 1 0 1 3 17
A moment estimator for the index of an extreme-value distribution 0 0 0 19 0 2 15 106
A short and elementary proof of the main Bahadur-Kiefer theorem 0 0 0 1 0 0 0 5
A strong approximation of the shortt process 0 0 0 1 0 0 0 7
A strong law for the oscillation modulus of the multivariate empirical process 0 0 0 1 0 0 2 8
A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes 0 0 0 1 0 0 0 12
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 0 0 0
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 0 0 11
An M-Estimator For Tail Dependence In Arbitrary Dimensions 0 0 0 0 0 1 4 7
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 0 0 0 0 9
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 2 0 0 0 18
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 2 1 2 2 16
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 0 0 0 0 5
An M-estimator of Spatial Tail Dependence 0 0 0 0 0 0 1 6
An M-estimator of Spatial Tail Dependence 0 0 0 46 0 1 1 62
An M-estimator of spatial tail dependence 0 0 0 0 0 1 1 6
An M-estimator of spatial tail dependence 0 0 0 0 0 1 1 4
Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions 0 0 0 0 0 0 0 18
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 2 0 0 0 13
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 0 0 0 0 1
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 0 0 6
Asymptotic normality of extreme value estimators on C[0,1] 0 0 0 1 0 0 0 6
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 1 0 0 1 6
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 16 0 0 0 31
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 0 0 0 0 1
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 35 0 0 1 37
Asymptotics for the Hirsch Index 0 0 0 0 0 0 0 1
Asymptotics for the Hirsch Index 0 0 0 2 0 0 1 24
Bahadur-Kiefer theorems for the product-limit process 0 0 1 3 0 0 1 13
Bahadur-Kiefer theorems for uniform spacings processes 0 0 0 3 0 0 1 12
Bounds for weighted multivariate empirical distribution functions 1 1 1 2 1 1 1 9
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 21 0 0 2 52
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 0 0 5 10 14
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 0 0 10
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 0 1 2
Confidence bands for the quantile function under random censoring 0 0 0 1 0 0 0 3
Confidence tubes for multiple quantile plots via empirical likelihood 0 0 0 0 0 0 0 15
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 2 0 1 2 9
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 1 0 0 0 7
Empirical Likelihood Based Testing for Multivariate Regular Variation 0 1 2 40 0 1 3 10
Empirical Likelihood based on Hypothesis Testing 0 0 0 2 0 0 0 23
Empirical Likelihood based on Hypothesis Testing 0 0 0 0 0 0 0 0
Empirical Tail Copulas for Functional Data 0 0 0 14 0 0 0 19
Empirical Tail Copulas for Functional Data 0 0 1 11 0 0 2 16
Empirical likelihood based hypothesis testing 0 0 0 5 0 0 0 27
Empirical tail copulas for functional data 0 0 0 3 1 1 2 7
Estimating Extreme Bivariate Quantile Regions 0 0 0 2 0 1 1 11
Estimating Extreme Bivariate Quantile Regions 0 0 0 0 0 0 0 2
Estimating a multidimensional extreme-value distribution 0 0 0 0 0 0 0 8
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 0 0 0 3 6
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 1 1 1 11 1 1 3 45
Estimating the spectral measure of an extreme value distribution 0 0 0 7 0 1 1 26
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 0 0 0 0 6
Estimation of Extreme Depth-Based Quantile Regions 0 0 2 30 0 1 3 49
Estimation of extreme risk regions under multivariate regular variation 0 1 1 3 0 1 3 15
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 0 1 22
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 1 13 0 0 2 50
Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process 0 0 0 3 0 0 0 10
Extreme Value Inference for General Heterogeneous Data 0 1 5 5 0 2 6 6
Extreme Value Inference for General Heterogeneous Data 0 0 0 1 0 0 1 6
Extreme Value Statistics in Semi-Supervised Models 0 0 0 13 0 0 0 17
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 3 0 0 1 35
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 0 0 0 0 3
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications 0 0 2 8 0 0 3 18
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 0 0 2 0 0 0 10
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 0 0 0 0 0 0 1
General weak laws of large numbers for Bootstrap sample means 0 0 0 1 0 0 0 11
Generalized Probability-Probability Plots 0 0 0 0 0 0 0 0
Generalized Probability-Probability Plots 0 0 0 3 0 0 0 17
Generalized quantile processes 0 0 0 1 0 0 0 11
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 0 8 0 0 1 43
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 10 0 0 0 36
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 4 0 0 0 5
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 0 0 0 0 1
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 3 0 1 1 11
Goodness-of-fit testing for copulas: A distribution-free approach 0 0 0 15 0 1 1 25
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 0 0 0 0 1
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 20 0 0 1 30
Improved regression inference using a second overlapping regression model 0 0 0 7 0 0 3 6
Laws of the iterated logarithm in the tails for weighted uniform empirical processes 0 0 0 1 0 0 0 4
Limit theorems for a general weighted process under random censoring 0 0 0 5 0 0 0 12
Limit theorems for tail processes with application to intermediate quantile estimation 0 0 0 5 0 1 1 15
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 0 0 10
Limits to Human Life Span Through Extreme Value Theory 0 0 1 2 0 0 2 6
Limits to Human Life Span Through Extreme Value Theory 0 0 0 32 0 0 3 92
Maximal type test statistics based on conditional processes 0 0 0 2 0 0 1 17
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 0 0 0 0 2
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 1 0 1 1 9
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution 0 0 0 2 0 0 0 18
Multivariate empirical processes 0 0 1 67 0 0 1 103
Nonparametric estimation of the spectral measure of an extreme value distribution 0 0 0 2 0 1 1 13
On the Choice of Prior in Bayesian Model Averaging 0 0 1 16 1 2 4 76
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 1 1 2 5
On the Kolmogorov-Smirnov statistic of certain dependent random variables 0 0 0 11 0 0 0 24
On the approximation of an integral by a sum of random variables 0 0 0 0 0 0 0 5
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics 0 0 0 1 0 0 0 6
On the standarized empirical process 0 0 0 1 0 0 0 7
On the strong limiting behavior of local functionals of empirical processes based upon censored data 0 0 0 0 0 0 0 7
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 1 0 0 1 14
Processus empiriques multidimensionnels: Apercu de quelques resultats recents 0 0 0 1 0 0 0 7
Records in Athletics through Extreme-Value Theory 0 0 1 2 0 0 2 14
Records in Athletics through Extreme-Value Theory 0 0 1 10 0 0 8 78
Smallest nonparametric tolerance regions 0 0 1 2 0 0 1 10
Some properties of weighted compound multivariate empirical processes 0 0 0 1 0 0 0 6
Some results for empirical processes of locally dependent arrays 0 0 0 0 0 0 1 6
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 1 1 26
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 0 0 0 17
Specification tests in nonparametric regression 0 0 0 1 0 0 0 9
Statistics of Extremes under Random Censoring 0 0 0 0 0 0 0 2
Statistics of Extremes under Random Censoring 0 0 0 3 0 0 0 19
Statistics of Heteroscedastic Extremes 0 0 0 17 0 0 4 58
Statistics of Heteroscedastic Extremes 0 0 0 0 0 0 0 5
Strong bounds for weighted empirical distribution functions based on uniform spacings 0 0 0 0 0 0 0 7
Strong limit theorems for weighted quantile processes 0 0 0 1 0 0 0 5
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 1 0 0 0 22
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 0 0 0 0 0
Tail Copula Estimation for Heteroscedastic Extremes 0 0 10 10 1 1 7 7
Tail processes under heavy random censorship with applications 0 0 0 1 0 1 1 13
Testing for Bivariate Spherical Symmetry 0 0 0 5 0 0 0 35
Testing for Bivariate Spherical Symmetry 0 0 0 0 0 2 2 6
Testing for bivariate spherical symmetry 0 0 1 1 0 0 2 11
Testing the Multivariate Regular Variation Model 0 0 0 19 0 0 1 21
Testing the Multivariate Regular Variation Model 0 0 0 0 0 0 0 2
Tests for Independence in Nonparametric Regression 0 0 0 3 0 0 0 21
Tests for Independence in Nonparametric Regression 0 0 0 0 0 0 1 2
Tests for independence in nonparametric regression 0 0 0 4 0 0 0 23
The Half-Half Plot 0 0 0 0 0 0 0 3
The Half-Half Plot 0 0 0 0 0 0 2 31
The Shorth Plot 0 0 0 0 0 0 0 2
The Shorth Plot 0 0 0 0 0 0 1 24
The Shorth Plot 0 0 0 1 0 0 1 21
The almost sure behavior of maximal and minimal multivariate k_n -spacings 0 0 0 0 0 0 0 8
The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process 0 0 0 0 0 0 2 4
The almost sure behaviour of the oscillation modulus of the multivariate empirical process 0 0 1 4 0 0 2 20
The empirical distribution function as a tail estimator 0 0 0 5 0 0 1 14
The functional law of the iterated logarithm for the empirical process based on sample means 0 0 0 1 0 0 0 7
The half-half plot 0 0 0 3 0 0 0 35
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes 0 0 0 0 0 1 1 12
The two-sample problem in Rm and measure-valued martingales 0 0 0 7 0 0 0 21
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 7 0 0 0 4
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 18 0 0 0 122
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 0 0 0 1 8
Unified Extreme Value Estimation for Heterogeneous Data 0 0 0 17 0 0 1 20
VaR stress for highly non-linear portfolios 0 0 0 4 0 0 0 16
Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen 0 0 0 3 0 0 0 24
Variance-Reduced Risk Inference in Semi-Supervised Settings 1 1 1 1 3 3 3 3
Visualizing Multiple Quantile Plots 0 0 0 0 0 0 0 1
Visualizing Multiple Quantile Plots 0 0 0 4 0 0 1 34
Visualizing multiple quantile plots 0 0 0 5 0 0 0 32
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 1 0 0 1 20
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 0 0 1 1 1
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition 0 0 0 3 0 1 1 17
Total Working Papers 3 6 37 774 12 48 169 2,770

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bahadur-Kiefer Theorem beyond the Largest Observation 0 0 0 1 1 1 1 24
A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS 0 0 0 0 0 0 0 3
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 6 0 0 0 36
An M-estimator of spatial tail dependence 0 0 0 2 0 0 0 13
Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions 0 0 0 10 0 0 0 104
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 0 0 2
Asymptotics for the Hirsch Index 0 0 0 6 0 0 0 31
Bahadur-Kiefer theorems for the product-limit process 0 0 0 1 0 0 0 18
Estimating a Multidimensional Extreme-Value Distribution 0 0 0 10 0 0 2 37
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case 1 1 1 5 1 1 3 25
Estimating the spectral measure of an extreme value distribution 0 0 1 3 0 0 3 30
Estimation of extreme depth-based quantile regions 1 1 1 5 1 1 2 23
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 1 1 1 35
Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 1 22 0 0 1 97
Guest editorial 0 0 0 2 0 0 0 25
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 0 1 22
Limits to Human Life Span Through Extreme Value Theory 0 0 0 0 0 0 1 10
On the approximation of an integral by a sum of random variables 0 0 0 0 1 1 1 2
On the standarized empirical process 0 0 0 0 0 0 0 3
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 5 0 0 1 25
Recent PH.D. Theses in The Netherlands 0 0 0 0 0 0 0 6
Records in Athletics Through Extreme-Value Theory 0 0 0 48 0 1 6 142
Specification tests in nonparametric regression 0 1 1 71 0 2 2 194
Statistics of heteroscedastic extremes 0 0 0 1 0 0 1 45
Superefficient estimation of the marginals by exploiting knowledge on the copula 0 0 0 2 0 0 1 23
Testing for bivariate spherical symmetry 0 0 0 2 0 1 1 34
The almost sure behavior of maximal and minimal multivariate kn-spacings 0 0 0 9 0 0 0 40
The almost sure behavior of the oscillation modulus of the multivariate empirical process 0 0 0 7 0 1 1 30
The empirical distribution function as a tail estimator 0 0 0 1 0 0 0 3
The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes 0 0 0 2 0 0 0 20
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks 0 0 0 8 0 0 1 40
Ultimate 100‐m world records through extreme‐value theory 0 0 0 8 0 0 1 74
Total Journal Articles 2 3 5 242 5 10 31 1,216

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Statistics updated 2025-02-05