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 1 3 7
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 0 0 1 10 11
A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions 0 0 0 20 0 1 11 70
A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings 0 0 0 2 0 0 5 22
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 0 7 11
A Method of Moments Estimator of Tail Dependence 0 0 0 0 0 0 11 33
A characterization of weak convergence of weighted multivariate empirical processes 0 0 0 1 0 0 2 20
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 0 0 6 16
A continuous updating weighted least squares estimator of tail dependence in high dimensions 0 0 0 0 0 1 9 14
A general form of the law of the iterated logarithm for the weighted multivariate empirical process 0 0 0 0 1 2 8 25
A method of moments estimator of tail dependence 0 0 0 1 0 0 7 24
A moment estimator for the index of an extreme-value distribution 0 0 0 19 0 1 23 129
A short and elementary proof of the main Bahadur-Kiefer theorem 0 0 0 1 0 0 4 10
A strong approximation of the shortt process 0 0 0 1 0 0 9 16
A strong law for the oscillation modulus of the multivariate empirical process 0 0 0 1 0 0 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 0 6 20
Accurate Estimates of Ultimate 100-Meter Records 0 0 0 3 0 0 4 9
Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach 0 0 0 0 0 0 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 0 2 6 14
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 2 0 3 9 27
An M-Estimator for Tail Dependence in Arbitrary Dimensions 0 0 0 0 0 1 11 20
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 2 0 1 22 39
An M-estimator for tail dependence in arbitrary dimensions 0 0 0 0 1 2 7 15
An M-estimator of Spatial Tail Dependence 0 0 0 46 1 1 12 74
An M-estimator of Spatial Tail Dependence 0 0 0 0 0 0 6 13
An M-estimator of spatial tail dependence 0 0 0 0 0 2 9 13
An M-estimator of spatial tail dependence 0 0 0 0 0 0 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 0 4 24
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 0 0 0 5 7
Asymptotic Normality of Extreme Value Estimators on C[0,1] 0 0 0 2 0 0 5 18
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 0 5 12
Asymptotic normality of extreme value estimators on C[0,1] 0 0 0 1 0 0 6 13
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 1 0 0 11 18
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 16 0 1 7 39
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 1 1 7 45
Asymptotics for the Hirsch Index 0 0 0 2 0 3 14 38
Asymptotics for the Hirsch Index 0 0 0 0 0 1 9 11
Bahadur-Kiefer theorems for the product-limit process 0 0 0 3 0 0 5 18
Bahadur-Kiefer theorems for uniform spacings processes 0 0 0 3 0 0 5 17
Bounds for weighted multivariate empirical distribution functions 0 0 0 2 0 1 6 16
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 0 0 0 7 22
Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics 0 0 0 21 0 0 2 54
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 0 3 5
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets 0 0 0 0 0 0 5 15
Confidence bands for the quantile function under random censoring 0 0 0 1 0 1 4 7
Confidence tubes for multiple quantile plots via empirical likelihood 0 0 0 0 1 1 5 20
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 2 0 0 7 16
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set 0 0 0 1 0 1 6 13
Empirical Likelihood Based Testing for Multivariate Regular Variation 0 0 0 40 0 0 9 21
Empirical Likelihood based on Hypothesis Testing 0 0 0 2 0 1 9 32
Empirical Likelihood based on Hypothesis Testing 0 0 0 0 0 1 8 8
Empirical Tail Copulas for Functional Data 0 0 0 11 0 0 8 24
Empirical Tail Copulas for Functional Data 0 0 0 14 0 2 31 50
Empirical likelihood based hypothesis testing 0 0 0 5 0 1 6 33
Empirical tail copulas for functional data 0 0 0 3 0 0 17 25
Estimating Extreme Bivariate Quantile Regions 0 0 0 0 0 2 6 8
Estimating Extreme Bivariate Quantile Regions 0 0 0 2 0 2 5 16
Estimating a multidimensional extreme-value distribution 0 0 0 1 0 1 9 18
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 11 0 0 5 51
Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case 0 0 0 0 0 1 3 9
Estimating the spectral measure of an extreme value distribution 0 0 0 7 0 0 6 32
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 0 1 2 7 13
Estimation of Extreme Depth-Based Quantile Regions 0 0 0 30 0 0 6 57
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 0 1 9 24
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 1 11 62
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 1 14 37
Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process 0 0 0 3 0 1 6 16
Extreme Value Inference for General Heterogeneous Data 0 0 2 7 0 0 20 26
Extreme Value Inference for General Heterogeneous Data 0 0 1 2 0 1 6 12
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 0 9 27
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 3 0 1 3 38
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators 0 0 0 0 0 0 6 9
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications 0 0 0 8 1 1 9 27
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 0 13 23
General weak laws of large numbers for Bootstrap sample means 0 0 0 1 0 0 3 15
Generalized Probability-Probability Plots 0 0 0 3 0 1 7 25
Generalized Probability-Probability Plots 0 0 0 0 0 0 3 4
Generalized quantile processes 0 0 0 1 0 0 9 20
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 0 10 0 0 5 50
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 10 0 0 9 45
Goodness-of-Fit Tests in Nonparametric Regression 0 0 0 4 0 1 6 12
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 0 0 2 11 12
Goodness-of-fit Tests in Nonparametric Regression 0 0 0 3 0 0 8 19
Goodness-of-fit testing for copulas: A distribution-free approach 0 0 0 15 0 2 9 35
Improved Estimation of the Extreme Value Index Using Related Variables 0 0 0 0 0 0 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 0 1 6 13
Laws of the iterated logarithm in the tails for weighted uniform empirical processes 0 0 0 1 0 0 1 5
Limit theorems for a general weighted process under random censoring 0 0 0 5 0 1 4 16
Limit theorems for tail processes with application to intermediate quantile estimation 0 0 0 5 0 0 7 23
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 1 7 17
Limits to Human Life Span Through Extreme Value Theory 0 0 0 2 0 1 6 12
Limits to Human Life Span Through Extreme Value Theory 0 0 0 32 0 0 13 108
Maximal type test statistics based on conditional processes 0 0 0 2 0 0 3 20
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 0 0 0 5 7
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution 0 0 0 1 0 0 5 14
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution 0 0 0 3 0 2 10 29
Multivariate empirical processes 0 0 2 69 0 1 8 113
Nonparametric estimation of the spectral measure of an extreme value distribution 0 0 1 3 1 2 9 22
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 1 1 3 9
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 0 1 7 83
On the Kolmogorov-Smirnov statistic of certain dependent random variables 0 0 0 11 0 0 2 26
On the approximation of an integral by a sum of random variables 0 0 0 0 0 0 4 10
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics 0 0 0 1 0 2 8 14
On the standarized empirical process 0 0 0 1 0 0 6 13
On the strong limiting behavior of local functionals of empirical processes based upon censored data 0 0 0 0 0 1 5 12
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 1 0 0 7 21
Processus empiriques multidimensionnels: Apercu de quelques resultats recents 0 0 0 1 0 1 12 19
Records in Athletics through Extreme-Value Theory 0 0 1 11 0 3 18 97
Records in Athletics through Extreme-Value Theory 0 0 0 2 0 1 9 24
Smallest nonparametric tolerance regions 0 0 0 2 0 1 9 19
Some properties of weighted compound multivariate empirical processes 0 0 0 1 0 1 6 12
Some results for empirical processes of locally dependent arrays 0 0 0 0 0 0 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 0 2 10 28
Specification tests in nonparametric regression 0 0 0 1 0 0 5 14
Statistics of Extremes under Random Censoring 0 0 0 3 0 1 6 25
Statistics of Extremes under Random Censoring 0 0 0 0 0 0 5 7
Statistics of Heteroscedastic Extremes 0 0 0 0 0 1 8 15
Statistics of Heteroscedastic Extremes 0 0 0 17 0 2 8 67
Strong bounds for weighted empirical distribution functions based on uniform spacings 0 0 0 0 0 0 3 10
Strong limit theorems for weighted quantile processes 0 0 0 1 0 0 6 11
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 1 0 0 4 26
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula 0 0 0 0 0 1 7 7
Tail Copula Estimation for Heteroscedastic Extremes 0 0 0 10 0 1 10 17
Tail processes under heavy random censorship with applications 0 0 0 1 0 0 4 18
Testing for Bivariate Spherical Symmetry 0 0 0 5 0 0 5 40
Testing for Bivariate Spherical Symmetry 0 0 0 0 0 0 4 11
Testing for bivariate spherical symmetry 0 0 0 1 0 0 3 14
Testing the Multivariate Regular Variation Model 0 0 0 19 0 2 8 30
Testing the Multivariate Regular Variation Model 0 0 0 0 0 0 6 9
Tests for Independence in Nonparametric Regression 0 0 0 3 1 1 11 33
Tests for Independence in Nonparametric Regression 0 0 0 0 0 0 8 10
Tests for independence in nonparametric regression 0 0 0 4 0 1 11 35
The Half-Half Plot 0 0 0 0 0 0 7 38
The Half-Half Plot 0 0 0 0 0 0 9 13
The Shorth Plot 0 0 0 0 0 0 5 30
The Shorth Plot 0 0 0 0 0 0 8 10
The Shorth Plot 0 0 0 1 0 0 7 28
The almost sure behavior of maximal and minimal multivariate k_n -spacings 0 0 0 0 0 1 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 0 6 27
The empirical distribution function as a tail estimator 0 0 0 5 1 1 10 25
The functional law of the iterated logarithm for the empirical process based on sample means 0 0 0 1 0 1 6 13
The half-half plot 0 0 0 3 0 1 3 38
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes 0 0 0 0 0 1 5 17
The two-sample problem in Rm and measure-valued martingales 0 0 0 7 0 0 8 30
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 7 0 0 8 12
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 0 0 1 4 12
Ultimate 100m World Records Through Extreme-Value Theory 0 0 0 18 0 1 21 147
Unified Extreme Value Estimation for Heterogeneous Data 0 0 0 17 0 1 19 39
VaR stress for highly non-linear portfolios 0 0 0 4 0 0 6 22
Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen 0 0 0 3 0 0 3 28
Variance-Reduced Risk Inference in Semi-Supervised Settings 0 0 0 2 0 0 8 15
Visualizing Multiple Quantile Plots 0 0 0 0 0 0 5 6
Visualizing Multiple Quantile Plots 0 0 0 4 0 1 10 44
Visualizing multiple quantile plots 0 0 0 5 0 0 5 37
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 1 0 0 11 31
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition 0 0 0 0 0 1 5 6
Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition 0 0 0 3 0 1 8 25
Total Working Papers 0 0 7 790 11 99 1,192 4,043

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 6 31
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 1 2 8 44
An M-estimator of spatial tail dependence 0 0 0 2 2 3 5 18
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 1 7 111
Asymptotic confidence intervals for the length of the shortt under random censoring 0 0 0 0 0 0 5 8
Asymptotics for the Hirsch Index 0 0 0 6 0 0 6 38
Bahadur-Kiefer theorems for the product-limit process 0 0 0 1 0 0 9 28
Estimating a Multidimensional Extreme-Value Distribution 0 0 0 11 0 0 6 44
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case 0 0 0 5 2 3 10 37
Estimating the spectral measure of an extreme value distribution 0 0 0 4 1 3 18 49
Estimation of extreme depth-based quantile regions 0 0 0 5 0 0 11 35
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 3 4 12 47
Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings 0 0 0 23 0 1 5 103
Guest editorial 0 0 0 2 0 0 5 30
Limit theorems for the negative parts of weighted multivariate empirical processes with application 0 0 0 0 0 0 7 29
Limits to Human Life Span Through Extreme Value Theory 0 0 1 1 0 0 11 22
On the approximation of an integral by a sum of random variables 0 0 0 0 0 0 10 12
On the standarized empirical process 0 0 0 0 0 0 6 10
Poisson and Gaussian approximation of weighted local empirical processes 0 0 0 5 0 0 12 37
Recent PH.D. Theses in The Netherlands 0 0 0 0 0 1 7 14
Records in Athletics Through Extreme-Value Theory 0 0 0 48 0 1 9 151
Specification tests in nonparametric regression 0 0 0 71 0 1 5 202
Statistics of heteroscedastic extremes 0 0 0 1 1 2 16 63
Superefficient estimation of the marginals by exploiting knowledge on the copula 0 0 0 2 0 1 6 30
Testing for bivariate spherical symmetry 0 0 0 2 0 1 11 45
The almost sure behavior of maximal and minimal multivariate kn-spacings 0 0 0 9 0 0 5 48
The almost sure behavior of the oscillation modulus of the multivariate empirical process 0 0 0 7 0 0 8 38
The empirical distribution function as a tail estimator 1 2 2 3 1 3 10 13
The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes 0 0 0 2 0 0 7 28
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks 0 0 0 9 0 0 9 50
Ultimate 100‐m world records through extreme‐value theory 0 0 0 8 1 1 7 81
Total Journal Articles 1 2 3 249 13 30 261 1,502

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07