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 3 7
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 0 1 3 10 11
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 20 0 3 10 69
A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings 0 0 0 2 0 1 5 22
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 4 7 11
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 4 11 33
A characterization of weak convergence of weighted multivariate empirical processes 0 0 0 1 0 2 2 20
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 1 3 9 14
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 0 2 6 16
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 0 1 2 7 24
A method of moments estimator of tail dependence 0 0 0 1 0 3 7 24
A moment estimator for the index of an extreme-value distribution 0 0 0 19 0 5 22 128
A short and elementary proof of the main Bahadur-Kiefer theorem 0 0 0 1 0 1 5 10
A strong approximation of the shortt process 0 0 0 1 0 4 9 16
A strong law for the oscillation modulus of the multivariate empirical process 0 0 0 1 0 2 2 10
A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes 0 0 0 1 0 4 7 20
Accurate Estimates of Ultimate 100-Meter Records 0 0 0 3 0 2 4 9
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 3 4 15
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 0 0 1
An M-Estimator For Tail Dependence In Arbitrary Dimensions 0 0 0 0 1 2 5 13
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 0 0 2 10 19
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 2 1 1 7 25
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 0 0 1 6 13
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 2 0 2 21 38
An M-estimator of Spatial Tail Dependence 0 0 0 46 0 3 11 73
An M-estimator of Spatial Tail Dependence 0 0 0 0 0 2 7 13
An M-estimator of spatial tail dependence 0 0 0 0 2 6 9 13
An M-estimator of spatial tail dependence 0 0 0 0 0 2 5 11
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 1 5 24
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 2 0 1 5 18
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 0 0 1 5 7
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 3 5 12
Asymptotic normality of extreme value estimators on C[0,1] 0 0 0 1 0 2 6 13
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 1 0 4 12 18
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 16 0 2 6 38
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 0 0 0 2 3
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 35 0 0 6 44
Asymptotics for the Hirsch Index 0 0 0 0 0 2 9 10
Asymptotics for the Hirsch Index 0 0 0 2 3 7 14 38
Bahadur-Kiefer theorems for the product-limit process 0 0 0 3 0 1 5 18
Bahadur-Kiefer theorems for uniform spacings processes 0 0 0 3 0 2 5 17
Bounds for weighted multivariate empirical distribution functions 0 0 0 2 0 2 6 15
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 21 0 0 2 54
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 0 0 3 8 22
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 1 5 15
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 1 3 5
Confidence bands for the quantile function under random censoring 0 0 0 1 1 2 4 7
Confidence tubes for multiple quantile plots via empirical likelihood 0 0 0 0 0 1 4 19
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 2 0 1 7 16
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 1 1 2 6 13
Empirical Likelihood Based Testing for Multivariate Regular Variation 0 0 0 40 0 2 9 21
Empirical Likelihood based on Hypothesis Testing 0 0 0 2 1 3 9 32
Empirical Likelihood based on Hypothesis Testing 0 0 0 0 0 0 7 7
Empirical Tail Copulas for Functional Data 0 0 0 14 2 7 31 50
Empirical Tail Copulas for Functional Data 0 0 0 11 0 2 8 24
Empirical likelihood based hypothesis testing 0 0 0 5 0 1 5 32
Empirical tail copulas for functional data 0 0 0 3 0 1 17 25
Estimating Extreme Bivariate Quantile Regions 0 0 0 0 1 2 5 7
Estimating Extreme Bivariate Quantile Regions 0 0 0 2 2 4 5 16
Estimating a multidimensional extreme-value distribution 0 0 0 1 1 5 9 18
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 11 0 2 6 51
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 0 1 2 3 9
Estimating the spectral measure of an extreme value distribution 0 0 0 7 0 1 6 32
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 0 1 2 6 12
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 30 0 2 6 57
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 1 4 9 24
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 1 5 11 62
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 1 6 15 37
Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process 0 0 0 3 1 3 6 16
Extreme Value Inference for General Heterogeneous Data 0 0 2 7 0 2 20 26
Extreme Value Inference for General Heterogeneous Data 0 0 1 2 1 2 6 12
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 2 9 27
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 3 1 2 3 38
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 0 0 4 6 9
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications 0 0 0 8 0 2 8 26
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 0 0 0 0 0 2 3
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 0 0 2 0 1 13 23
General weak laws of large numbers for Bootstrap sample means 0 0 0 1 0 0 4 15
Generalized Probability-Probability Plots 0 0 0 0 0 2 4 4
Generalized Probability-Probability Plots 0 0 0 3 1 5 7 25
Generalized quantile processes 0 0 0 1 0 3 9 20
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 0 10 0 3 5 50
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 4 0 1 6 11
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 10 0 1 9 45
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 3 0 2 8 19
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 0 1 6 10 11
Goodness-of-fit testing for copulas: A distribution-free approach 0 0 0 15 2 5 9 35
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 0 0 2 7 8
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 20 0 0 6 36
Improved regression inference using a second overlapping regression model 0 0 0 7 1 3 6 13
Laws of the iterated logarithm in the tails for weighted uniform empirical processes 0 0 0 1 0 1 1 5
Limit theorems for a general weighted process under random censoring 0 0 0 5 1 3 4 16
Limit theorems for tail processes with application to intermediate quantile estimation 0 0 0 5 0 1 7 23
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 1 4 7 17
Limits to Human Life Span Through Extreme Value Theory 0 0 0 2 0 2 5 11
Limits to Human Life Span Through Extreme Value Theory 0 0 0 32 0 5 14 108
Maximal type test statistics based on conditional processes 0 0 0 2 0 2 3 20
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 0 0 2 5 7
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 1 0 3 5 14
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution 0 0 1 3 2 5 11 29
Multivariate empirical processes 0 1 2 69 1 4 8 113
Nonparametric estimation of the spectral measure of an extreme value distribution 0 1 1 3 1 6 8 21
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 0 0 2 8
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 1 2 7 83
On the Kolmogorov-Smirnov statistic of certain dependent random variables 0 0 0 11 0 1 2 26
On the approximation of an integral by a sum of random variables 0 0 0 0 0 3 4 10
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics 0 0 0 1 2 6 8 14
On the standarized empirical process 0 0 0 1 0 4 6 13
On the strong limiting behavior of local functionals of empirical processes based upon censored data 0 0 0 0 1 4 5 12
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 1 0 5 7 21
Processus empiriques multidimensionnels: Apercu de quelques resultats recents 0 0 0 1 1 5 12 19
Records in Athletics through Extreme-Value Theory 0 0 1 11 1 7 17 95
Records in Athletics through Extreme-Value Theory 0 0 0 2 1 6 10 24
Smallest nonparametric tolerance regions 0 0 0 2 1 4 9 19
Some properties of weighted compound multivariate empirical processes 0 0 0 1 1 2 6 12
Some results for empirical processes of locally dependent arrays 0 0 0 0 0 3 3 9
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 4 30
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 1 4 9 27
Specification tests in nonparametric regression 0 0 0 1 0 1 5 14
Statistics of Extremes under Random Censoring 0 0 0 3 0 1 5 24
Statistics of Extremes under Random Censoring 0 0 0 0 0 3 5 7
Statistics of Heteroscedastic Extremes 0 0 0 0 1 4 9 15
Statistics of Heteroscedastic Extremes 0 0 0 17 1 3 7 66
Strong bounds for weighted empirical distribution functions based on uniform spacings 0 0 0 0 0 1 3 10
Strong limit theorems for weighted quantile processes 0 0 0 1 0 2 6 11
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 1 0 3 4 26
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 0 0 4 6 6
Tail Copula Estimation for Heteroscedastic Extremes 0 0 0 10 1 3 10 17
Tail processes under heavy random censorship with applications 0 0 0 1 0 4 5 18
Testing for Bivariate Spherical Symmetry 0 0 0 5 0 2 5 40
Testing for Bivariate Spherical Symmetry 0 0 0 0 0 1 4 11
Testing for bivariate spherical symmetry 0 0 0 1 0 2 3 14
Testing the Multivariate Regular Variation Model 0 0 0 0 0 1 6 9
Testing the Multivariate Regular Variation Model 0 0 0 19 2 5 8 30
Tests for Independence in Nonparametric Regression 0 0 0 0 0 0 8 10
Tests for Independence in Nonparametric Regression 0 0 0 3 0 1 10 32
Tests for independence in nonparametric regression 0 0 0 4 1 4 11 35
The Half-Half Plot 0 0 0 0 0 2 7 38
The Half-Half Plot 0 0 0 0 0 1 9 13
The Shorth Plot 0 0 0 0 0 1 5 30
The Shorth Plot 0 0 0 1 0 4 7 28
The Shorth Plot 0 0 0 0 0 3 8 10
The almost sure behavior of maximal and minimal multivariate k_n -spacings 0 0 0 0 1 4 9 17
The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process 0 0 0 0 0 0 3 7
The almost sure behaviour of the oscillation modulus of the multivariate empirical process 0 0 0 4 0 4 6 27
The empirical distribution function as a tail estimator 0 0 0 5 0 2 9 24
The functional law of the iterated logarithm for the empirical process based on sample means 0 0 0 1 1 2 6 13
The half-half plot 0 0 0 3 1 2 3 38
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes 0 0 0 0 1 3 5 17
The two-sample problem in Rm and measure-valued martingales 0 0 0 7 0 4 9 30
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 7 0 4 8 12
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 18 1 12 24 147
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 0 1 2 4 12
Unified Extreme Value Estimation for Heterogeneous Data 0 0 0 17 1 2 19 39
VaR stress for highly non-linear portfolios 0 0 0 4 0 1 6 22
Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen 0 0 0 3 0 1 3 28
Variance-Reduced Risk Inference in Semi-Supervised Settings 0 0 0 2 0 0 9 15
Visualizing Multiple Quantile Plots 0 0 0 4 1 3 10 44
Visualizing Multiple Quantile Plots 0 0 0 0 0 1 5 6
Visualizing multiple quantile plots 0 0 0 5 0 3 5 37
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 0 0 2 4 5
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 1 0 4 11 31
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition 0 0 0 3 1 3 8 25
Total Working Papers 0 2 8 790 64 420 1,182 4,008

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 3 5 30
A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS 0 0 0 0 0 0 2 6
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 6 0 4 6 42
An M-estimator of spatial tail dependence 0 0 0 2 1 1 3 16
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 4 6 110
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 1 5 8
Asymptotics for the Hirsch Index 0 0 0 6 0 3 6 38
Bahadur-Kiefer theorems for the product-limit process 0 0 0 1 0 5 9 28
Estimating a Multidimensional Extreme-Value Distribution 0 0 0 11 0 2 6 44
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case 0 0 0 5 1 2 9 35
Estimating the spectral measure of an extreme value distribution 0 0 1 4 0 6 16 46
Estimation of extreme depth-based quantile regions 0 0 0 5 0 4 11 35
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 1 5 9 44
Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 0 23 1 2 5 103
Guest editorial 0 0 0 2 0 2 5 30
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 2 7 29
Limits to Human Life Span Through Extreme Value Theory 0 0 1 1 0 3 11 22
On the approximation of an integral by a sum of random variables 0 0 0 0 0 3 10 12
On the standarized empirical process 0 0 0 0 0 1 7 10
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 5 0 4 12 37
Recent PH.D. Theses in The Netherlands 0 0 0 0 1 4 7 14
Records in Athletics Through Extreme-Value Theory 0 0 0 48 0 4 8 150
Specification tests in nonparametric regression 0 0 0 71 1 1 8 202
Statistics of heteroscedastic extremes 0 0 0 1 1 2 15 62
Superefficient estimation of the marginals by exploiting knowledge on the copula 0 0 0 2 1 4 7 30
Testing for bivariate spherical symmetry 0 0 0 2 0 3 10 44
The almost sure behavior of maximal and minimal multivariate kn-spacings 0 0 0 9 0 2 6 48
The almost sure behavior of the oscillation modulus of the multivariate empirical process 0 0 0 7 0 4 8 38
The empirical distribution function as a tail estimator 0 0 0 1 1 5 8 11
The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes 0 0 0 2 0 3 7 28
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks 0 0 1 9 0 3 10 50
Ultimate 100‐m world records through extreme‐value theory 0 0 0 8 0 2 6 80
Total Journal Articles 0 0 3 247 10 94 250 1,482

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