Access Statistics for John Einmahl

Author contact details at EconPapers.

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 0 0 0 3
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 19 0 2 7 51
A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings 0 0 0 2 0 0 0 14
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 0 1 20
A characterization of weak convergence of weighted multivariate empirical processes 0 0 0 1 1 2 6 13
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 0 0 0 1 13
A method of moments estimator of tail dependence 0 0 0 0 0 1 2 14
A moment estimator for the index of an extreme-value distribution 0 0 1 15 0 2 15 68
A short and elementary proof of the main Bahadur-Kiefer theorem 0 0 0 1 0 0 1 5
A strong approximation of the shortt process 0 0 0 1 0 0 1 7
A strong law for the oscillation modulus of the multivariate empirical process 0 0 0 1 0 0 0 4
A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes 0 0 1 1 0 0 2 8
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 1 3 11
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 2 1 1 2 14
An M-estimator for tail dependence in arbitrary dimensions 1 1 2 2 1 1 4 11
An M-estimator of Spatial Tail Dependence 0 0 0 44 0 0 4 54
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 3 12
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 2 0 0 1 12
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 0 0 4
Asymptotic normality of extreme value estimators on C[0,1] 0 0 0 1 0 0 0 5
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 16 0 1 7 26
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 35 0 0 2 34
Asymptotics for the Hirsch Index 0 0 0 2 0 0 1 22
Bahadur-Kiefer theorems for the product-limit process 0 0 1 2 0 0 2 6
Bahadur-Kiefer theorems for uniform spacings processes 0 0 1 1 0 0 1 6
Bounds for weighted multivariate empirical distribution functions 0 0 0 1 0 0 0 4
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 21 0 0 2 49
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 0 1 9
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 1 9
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 0 1 1 1 1
Empirical Likelihood based on Hypothesis Testing 0 0 0 2 0 0 3 14
Empirical Tail Copulas for Functional Data 0 0 13 13 1 2 10 10
Empirical likelihood based hypothesis testing 0 0 0 4 0 0 6 21
Estimating Extreme Bivariate Quantile Regions 1 1 1 2 1 1 1 9
Estimating a multidimensional extreme-value distribution 0 0 0 0 0 0 2 8
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 9 0 1 8 26
Estimating the spectral measure of an extreme value distribution 0 1 2 4 0 3 11 19
Estimation of Extreme Depth-Based Quantile Regions 0 1 2 27 0 1 5 44
Estimation of extreme risk regions under multivariate regular variation 0 0 0 2 0 0 1 11
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 1 2 12 1 2 9 43
Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process 0 0 0 3 0 0 0 9
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 3 0 1 4 31
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications 0 0 0 2 0 0 0 6
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 1 1 2 0 1 3 8
General weak laws of large numbers for Bootstrap sample means 0 0 0 1 0 0 1 11
Generalized Probability-Probability Plots 0 0 1 3 0 1 3 16
Generalized quantile processes 0 0 0 1 0 0 1 7
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 1 1 7 0 1 12 35
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 10 0 0 2 33
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 3 0 0 2 9
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 1 18 0 0 4 21
Laws of the iterated logarithm in the tails for weighted uniform empirical processes 0 0 0 0 0 0 0 2
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 1 2 4 4 2 4 8 12
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 0 2 8
Limits to Human Life Span Through Extreme Value Theory 0 0 0 29 0 0 14 63
Maximal type test statistics based on conditional processes 0 0 0 2 0 1 3 14
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 1 0 0 0 6
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution 0 0 0 2 0 0 6 12
Multivariate empirical processes 0 3 10 55 1 6 19 85
Nonparametric estimation of the spectral measure of an extreme value distribution 0 0 0 0 0 0 1 8
On the Choice of Prior in Bayesian Model Averaging 0 0 2 12 0 2 6 54
On the Kolmogorov-Smirnov statistic of certain dependent random variables 0 0 1 10 0 0 3 23
On the approximation of an integral by a sum of random variables 0 0 0 0 0 0 0 3
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics 0 0 0 1 0 0 1 5
On the standarized empirical process 0 0 0 1 0 0 1 6
On the strong limiting behavior of local functionals of empirical processes based upon censored data 0 0 0 0 0 0 0 5
Poisson and Gaussian approximation of weighted local empirical processes 0 0 1 1 0 0 1 11
Processus empiriques multidimensionnels: Apercu de quelques resultats recents 0 0 1 1 0 0 1 4
Records in Athletics through Extreme-Value Theory 0 0 0 7 0 0 1 50
Smallest nonparametric tolerance regions 0 0 0 1 0 0 1 9
Some properties of weighted compound multivariate empirical processes 0 0 0 1 0 0 0 4
Some results for empirical processes of locally dependent arrays 0 0 0 0 0 0 1 5
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 14 14 1 3 13 13
Specification tests in nonparametric regression 0 0 0 1 0 0 0 7
Statistics of Extremes under Random Censoring 0 0 0 3 0 0 1 18
Statistics of Heteroscedastic Extremes 0 0 1 17 1 2 7 45
Strong bounds for weighted empirical distribution functions based on uniform spacings 0 0 0 0 1 1 3 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 2 19
Tail processes under heavy random censorship with applications 0 0 0 1 0 0 0 9
Testing for Bivariate Spherical Symmetry 0 0 0 5 0 0 5 33
Testing for bivariate spherical symmetry 0 0 0 0 0 0 3 9
Testing the Multivariate Regular Variation Model 0 0 2 19 0 1 7 17
Tests for Independence in Nonparametric Regression 0 0 0 3 0 0 3 18
Tests for independence in nonparametric regression 0 0 0 4 0 0 7 19
The Half-Half Plot 0 0 0 0 0 0 4 26
The Shorth Plot 0 0 0 1 0 0 4 15
The Shorth Plot 0 0 0 0 1 1 3 20
The almost sure behavior of maximal and minimal multivariate k_n -spacings 0 0 0 0 0 0 1 7
The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process 0 0 0 0 0 0 0 1
The almost sure behaviour of the oscillation modulus of the multivariate empirical process 0 0 0 2 0 2 2 14
The empirical distribution function as a tail estimator 0 0 0 2 0 0 1 9
The functional law of the iterated logarithm for the empirical process based on sample means 0 0 0 1 0 0 0 6
The half-half plot 0 0 0 3 1 2 10 33
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes 0 0 0 0 0 0 2 8
The two-sample problem in Rm and measure-valued martingales 0 0 0 4 0 0 1 16
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 17 0 0 2 95
VaR stress for highly non-linear portfolios 0 0 0 4 0 0 3 15
Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen 0 0 0 3 0 0 5 23
Visualizing Multiple Quantile Plots 0 1 1 4 0 2 9 32
Visualizing multiple quantile plots 0 1 2 5 0 2 7 32
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 1 0 0 0 19
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition 0 0 0 2 0 0 1 13
Total Working Papers 3 14 69 551 15 55 334 1,907


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 0 0 2 22
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 5 0 0 0 34
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 2 100
Asymptotics for the Hirsch Index 0 0 0 6 0 0 0 30
Bahadur-Kiefer theorems for the product-limit process 0 0 0 1 0 0 1 18
Estimating a Multidimensional Extreme-Value Distribution 0 0 0 9 0 0 1 32
Estimating the spectral measure of an extreme value distribution 0 0 0 2 0 0 1 20
Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 0 20 0 0 1 91
Guest editorial 0 0 0 2 0 0 0 23
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 0 2 18
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 2 0 0 1 19
Records in Athletics Through Extreme-Value Theory 0 0 0 43 1 2 3 118
Specification tests in nonparametric regression 0 0 2 68 0 2 54 183
Superefficient estimation of the marginals by exploiting knowledge on the copula 0 0 0 1 0 0 0 19
Testing for bivariate spherical symmetry 0 0 0 2 0 0 4 30
The almost sure behavior of maximal and minimal multivariate kn-spacings 0 0 0 9 0 0 2 38
The almost sure behavior of the oscillation modulus of the multivariate empirical process 0 0 0 4 0 0 3 24
The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes 0 0 0 1 0 1 2 18
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks 0 0 0 6 1 1 2 34
Ultimate 100‐m world records through extreme‐value theory 0 0 0 7 0 0 7 61
Total Journal Articles 0 0 2 199 2 6 88 932


Statistics updated 2020-09-04