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 0 1 2 6
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 20 1 4 5 64
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 0 1 5 6 7
A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings 0 0 0 2 4 4 4 21
A Method of Moments Estimator of Tail Dependence 0 0 0 0 2 3 3 7
A Method of Moments Estimator of Tail Dependence 0 0 0 0 2 7 7 29
A characterization of weak convergence of weighted multivariate empirical processes 0 0 0 1 0 0 1 18
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 3 3 4 14
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 3 5 6 11
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 0 4 5 6 22
A method of moments estimator of tail dependence 0 0 0 1 1 2 3 20
A moment estimator for the index of an extreme-value distribution 0 0 0 19 6 9 14 120
A short and elementary proof of the main Bahadur-Kiefer theorem 0 0 0 1 1 3 4 9
A strong approximation of the shortt process 0 0 0 1 3 5 5 12
A strong law for the oscillation modulus of the multivariate empirical process 0 0 0 1 0 0 0 8
A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes 0 0 0 1 1 1 3 15
Accurate Estimates of Ultimate 100-Meter Records 0 0 3 3 2 2 7 7
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 1 1 1 12
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 0 1 1
An M-Estimator For Tail Dependence In Arbitrary Dimensions 0 0 0 0 1 2 4 11
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 2 0 4 6 24
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 0 2 3 6 15
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 2 1 18 19 35
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 0 2 3 7 12
An M-estimator of Spatial Tail Dependence 0 0 0 0 3 4 5 11
An M-estimator of Spatial Tail Dependence 0 0 0 46 2 5 7 69
An M-estimator of spatial tail dependence 0 0 0 0 1 2 3 9
An M-estimator of spatial tail dependence 0 0 0 0 3 3 3 7
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 2 2 4 22
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 2 0 4 4 17
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 0 2 4 5 6
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 1 2 3 9
Asymptotic normality of extreme value estimators on C[0,1] 0 0 0 1 2 4 5 11
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 1 5 6 8 14
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 16 1 3 5 36
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 0 0 1 1 2
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 35 1 3 4 41
Asymptotics for the Hirsch Index 0 0 0 0 3 5 7 8
Asymptotics for the Hirsch Index 0 0 0 2 5 7 7 31
Bahadur-Kiefer theorems for the product-limit process 0 0 0 3 3 4 4 17
Bahadur-Kiefer theorems for uniform spacings processes 0 0 0 3 1 1 3 15
Bounds for weighted multivariate empirical distribution functions 0 0 0 2 2 3 4 13
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 0 1 3 4 18
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 21 1 1 1 53
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 2 2 4 14
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 1 2 2 4
Confidence bands for the quantile function under random censoring 0 0 0 1 1 1 2 5
Confidence tubes for multiple quantile plots via empirical likelihood 0 0 0 0 0 1 3 18
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 1 1 4 4 11
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 2 3 5 5 14
Empirical Likelihood Based Testing for Multivariate Regular Variation 0 0 0 40 2 5 8 18
Empirical Likelihood based on Hypothesis Testing 0 0 0 2 3 5 5 28
Empirical Likelihood based on Hypothesis Testing 0 0 0 0 2 4 6 6
Empirical Tail Copulas for Functional Data 0 0 0 11 5 6 6 22
Empirical Tail Copulas for Functional Data 0 0 0 14 10 13 13 32
Empirical likelihood based hypothesis testing 0 0 0 5 2 3 4 31
Empirical tail copulas for functional data 0 0 0 3 4 15 17 24
Estimating Extreme Bivariate Quantile Regions 0 0 0 0 0 3 3 5
Estimating Extreme Bivariate Quantile Regions 0 0 0 2 0 0 0 11
Estimating a multidimensional extreme-value distribution 0 0 1 1 2 3 4 12
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 11 1 1 3 48
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 0 0 0 0 6
Estimating the spectral measure of an extreme value distribution 0 0 0 7 2 4 4 30
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 30 0 2 6 55
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 0 2 3 3 9
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 0 4 5 20
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 5 6 7 57
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 2 3 7 29
Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process 0 0 0 3 2 3 3 13
Extreme Value Inference for General Heterogeneous Data 0 0 1 2 0 3 4 10
Extreme Value Inference for General Heterogeneous Data 0 1 2 7 8 13 18 24
Extreme Value Statistics in Semi-Supervised Models 0 0 1 14 2 4 8 25
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 3 1 1 1 36
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 0 0 1 2 5
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications 0 0 0 8 2 4 6 24
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 0 0 0 0 2 2 3
General Weak Laws of Large Numbers for Bootstrap Sample Means 0 0 0 2 8 11 11 21
General weak laws of large numbers for Bootstrap sample means 0 0 0 1 2 2 3 14
Generalized Probability-Probability Plots 0 0 0 3 1 2 3 20
Generalized Probability-Probability Plots 0 0 0 0 0 1 2 2
Generalized quantile processes 0 0 0 1 5 5 5 16
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 2 10 1 2 4 47
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 10 3 5 8 44
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 4 0 2 5 10
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 0 0 3 4 5
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 3 3 4 5 16
Goodness-of-fit testing for copulas: A distribution-free approach 0 0 0 15 3 4 5 30
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 20 3 4 5 35
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 0 3 4 4 5
Improved regression inference using a second overlapping regression model 0 0 0 7 0 2 4 10
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 1 1 1 13
Limit theorems for tail processes with application to intermediate quantile estimation 0 0 0 5 3 4 6 21
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 3 3 3 13
Limits to Human Life Span Through Extreme Value Theory 0 0 0 32 2 3 7 99
Limits to Human Life Span Through Extreme Value Theory 0 0 0 2 1 2 3 9
Maximal type test statistics based on conditional processes 0 0 0 2 1 1 1 18
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 0 1 1 2 4
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 1 0 0 1 10
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution 0 0 1 3 1 4 6 24
Multivariate empirical processes 1 1 1 68 2 4 6 109
Nonparametric estimation of the spectral measure of an extreme value distribution 0 0 0 2 1 2 2 15
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 2 4 5 81
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 1 2 3 8
On the Kolmogorov-Smirnov statistic of certain dependent random variables 0 0 0 11 1 1 1 25
On the approximation of an integral by a sum of random variables 0 0 0 0 1 1 2 7
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics 0 0 0 1 1 2 2 8
On the standarized empirical process 0 0 0 1 1 2 2 9
On the strong limiting behavior of local functionals of empirical processes based upon censored data 0 0 0 0 1 1 1 8
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 1 1 2 2 16
Processus empiriques multidimensionnels: Apercu de quelques resultats recents 0 0 0 1 4 5 6 13
Records in Athletics through Extreme-Value Theory 0 0 1 11 7 7 9 87
Records in Athletics through Extreme-Value Theory 0 0 0 2 1 2 4 18
Smallest nonparametric tolerance regions 0 0 0 2 2 4 4 14
Some properties of weighted compound multivariate empirical processes 0 0 0 1 2 3 4 10
Some results for empirical processes of locally dependent arrays 0 0 0 0 0 0 0 6
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 4 4 4 30
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 1 3 5 22
Specification tests in nonparametric regression 0 0 0 1 1 2 4 13
Statistics of Extremes under Random Censoring 0 0 0 0 2 2 2 4
Statistics of Extremes under Random Censoring 0 0 0 3 3 4 4 23
Statistics of Heteroscedastic Extremes 0 0 0 0 1 4 6 11
Statistics of Heteroscedastic Extremes 0 0 0 17 0 1 5 63
Strong bounds for weighted empirical distribution functions based on uniform spacings 0 0 0 0 1 1 1 8
Strong limit theorems for weighted quantile processes 0 0 0 1 0 3 4 9
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 0 1 2 2 2
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 1 0 0 0 22
Tail Copula Estimation for Heteroscedastic Extremes 0 0 0 10 2 3 5 12
Tail processes under heavy random censorship with applications 0 0 0 1 0 0 1 14
Testing for Bivariate Spherical Symmetry 0 0 0 5 1 2 2 37
Testing for Bivariate Spherical Symmetry 0 0 0 0 3 3 4 10
Testing for bivariate spherical symmetry 0 0 0 1 1 1 1 12
Testing the Multivariate Regular Variation Model 0 0 0 19 2 2 3 24
Testing the Multivariate Regular Variation Model 0 0 0 0 1 3 4 6
Tests for Independence in Nonparametric Regression 0 0 0 3 4 6 9 30
Tests for Independence in Nonparametric Regression 0 0 0 0 4 5 6 8
Tests for independence in nonparametric regression 0 0 0 4 4 7 8 31
The Half-Half Plot 0 0 0 0 1 5 5 36
The Half-Half Plot 0 0 0 0 4 5 9 12
The Shorth Plot 0 0 0 1 1 2 2 23
The Shorth Plot 0 0 0 0 1 3 5 29
The Shorth Plot 0 0 0 0 3 3 5 7
The almost sure behavior of maximal and minimal multivariate k_n -spacings 0 0 0 0 1 4 5 13
The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process 0 0 0 0 3 3 3 7
The almost sure behaviour of the oscillation modulus of the multivariate empirical process 0 0 0 4 0 0 3 23
The empirical distribution function as a tail estimator 0 0 0 5 1 4 7 21
The functional law of the iterated logarithm for the empirical process based on sample means 0 0 0 1 3 3 4 11
The half-half plot 0 0 0 3 1 1 1 36
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes 0 0 0 0 1 2 2 14
The two-sample problem in Rm and measure-valued martingales 0 0 0 7 2 4 5 26
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 7 0 1 1 5
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 18 5 8 13 135
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 0 1 2 2 10
Unified Extreme Value Estimation for Heterogeneous Data 0 0 0 17 4 10 11 31
VaR stress for highly non-linear portfolios 0 0 0 4 3 4 4 20
Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen 0 0 0 3 1 1 3 27
Variance-Reduced Risk Inference in Semi-Supervised Settings 0 0 1 2 2 5 11 14
Visualizing Multiple Quantile Plots 0 0 0 4 5 6 7 41
Visualizing Multiple Quantile Plots 0 0 0 0 3 3 3 4
Visualizing multiple quantile plots 0 0 0 5 1 1 2 34
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 0 1 1 2 3
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 1 2 5 5 25
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition 0 0 0 3 1 5 5 22
Total Working Papers 1 2 14 788 305 544 732 3,502

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 2 3 27
A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS 0 0 0 0 0 2 3 6
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 6 2 2 2 38
An M-estimator of spatial tail dependence 0 0 0 2 0 2 2 15
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 1 2 2 106
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 4 4 5 7
Asymptotics for the Hirsch Index 0 0 0 6 3 3 4 35
Bahadur-Kiefer theorems for the product-limit process 0 0 0 1 1 2 5 23
Estimating a Multidimensional Extreme-Value Distribution 0 0 1 11 0 1 5 42
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case 0 0 0 5 3 3 6 31
Estimating the spectral measure of an extreme value distribution 0 0 1 4 2 5 9 39
Estimation of extreme depth-based quantile regions 0 0 0 5 5 5 8 31
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 1 4 4 39
Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 1 23 1 1 4 101
Guest editorial 0 0 0 2 1 1 2 27
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 3 3 3 25
Limits to Human Life Span Through Extreme Value Theory 0 0 1 1 1 5 9 19
On the approximation of an integral by a sum of random variables 0 0 0 0 3 4 6 8
On the standarized empirical process 0 0 0 0 2 4 5 8
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 5 5 7 7 32
Recent PH.D. Theses in The Netherlands 0 0 0 0 2 3 4 10
Records in Athletics Through Extreme-Value Theory 0 0 0 48 1 1 3 145
Specification tests in nonparametric regression 0 0 0 71 2 4 7 201
Statistics of heteroscedastic extremes 0 0 0 1 6 10 15 60
Superefficient estimation of the marginals by exploiting knowledge on the copula 0 0 0 2 1 1 2 25
Testing for bivariate spherical symmetry 0 0 0 2 1 5 5 39
The almost sure behavior of maximal and minimal multivariate kn-spacings 0 0 0 9 0 2 5 45
The almost sure behavior of the oscillation modulus of the multivariate empirical process 0 0 0 7 0 2 3 33
The empirical distribution function as a tail estimator 0 0 0 1 2 3 3 6
The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes 0 0 0 2 2 2 5 25
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks 0 0 1 9 1 3 7 47
Ultimate 100‐m world records through extreme‐value theory 0 0 0 8 2 4 4 78
Total Journal Articles 0 0 5 247 59 102 157 1,373

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