• Warandelaan 2, Prisma Building, room P 3.210

    5037 AB Tilburg

    Netherlands

1985 …2019
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Research Output 1985 2019

2019

Limits to human life span through extreme value theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., Jan 2019, In : Journal of the American Statistical Association.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Theory
Life Span
Mortality
Probability Distribution
Configuration
2018

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In : Extremes. 21, 2, p. 205-233

Research output: Contribution to journalArticleScientificpeer-review

Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator

Estimating the maximum possible earthquake magnitude using extreme value methodology: The Groningen case

Beirlant, J., Kijko, A., Reynkens, T. & Einmahl, J. H. J., Jan 2018, In : Natural Hazards.

Research output: Contribution to journalArticleScientificpeer-review

earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering
82 Downloads (Pure)

Improved Estimation of the Extreme Value Index Using Related Variables

Ahmed, H. & Einmahl, J., 16 Jul 2018, Tilburg: CentER, Center for Economic Research, 16 p. (CentER Discussion Paper; vol. 2018-025).

Research output: Working paperDiscussion paperOther research output

File
Extreme Value Index
Hill Estimator
Earthquake
Extreme Value Statistics
Tail Dependence
22 Downloads (Pure)

Testing the Multivariate Regular Variation Model

Einmahl, J., Yang, F. & Zhou, C., 29 Oct 2018, Tilburg: CentER, Center for Economic Research, 25 p. (CentER Discussion Paper; vol. 2018-044).

Research output: Working paperDiscussion paperOther research output

File
Multivariate Regular Variation
Testing
Extreme Value Index
Regular Variation
Model
2017
191 Downloads (Pure)

Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas

Can, S. U., Einmahl, J. & Laeven, R. J. A., 11 Dec 2017, Tilburg: CentER, Center for Economic Research, 33 p. (CentER Discussion Paper; vol. 2017-052).

Research output: Working paperDiscussion paperOther research output

File
Distribution-free
Copula
Goodness of fit
Testing
Empirical Process
117 Downloads (Pure)

Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case

Beirlant, J., Kijko, A., Reykens, T. & Einmahl, J., 11 Dec 2017, Tilburg: CentER, Center for Economic Research, 30 p. (CentER Discussion Paper; vol. 2017-050).

Research output: Working paperDiscussion paperOther research output

File
earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering

Estimation of extreme depth-based quantile regions

He, Y. & Einmahl, J., Mar 2017, In : Journal of the Royal Statistical Society, Series B. 79, 2, p. 449-461

Research output: Contribution to journalArticleScientificpeer-review

Quantile
Extremes
Halfspace Depth
Extreme Quantiles
Estimator
397 Downloads (Pure)

Limits to Human Life Span Through Extreme Value Theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., 11 Dec 2017, Tilburg: CentER, Center for Economic Research, 14 p. (CentER Discussion Paper; vol. 2017-051).

Research output: Working paperDiscussion paperOther research output

File
Extreme Value Theory
Life Span
Mortality
Probability Distribution
Human
2016
453 Downloads (Pure)

A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions

Einmahl, J., Kiriliouk, A. & Segers, J. J. J., 18 Jan 2016, TIlburg: CentER, Center for Economic Research, 24 p. (CentER Discussion Paper; vol. 2016-002).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator
347 Downloads (Pure)

A large deviations approach to the statistics of extreme events

de Valk, C., 2016, Tilburg: CentER, Center for Economic Research. 133 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Statistics of Extremes
Extreme Events
Large Deviations
Tail
Large Deviation Principle

An M-estimator of spatial tail dependence

Einmahl, J., Kiriliouk, A., Krajina, A. & Segers, J. J. J., Jan 2016, In : Journal of the Royal Statistical Society, Series B. 78, 1, p. 275-298 23 p.

Research output: Contribution to journalArticleScientificpeer-review

Tail Dependence
Spatial Dependence
Stable Laws
M-estimator
Stable Process
342 Downloads (Pure)

Multivariate extreme value statistics for risk assessment

He, Y., 2016, Tilburg: CentER, Center for Economic Research. 142 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Multivariate Extremes
Extreme Value Statistics
Halfspace Depth
Risk Assessment
Confidence Set

Statistics of heteroscedastic extremes

Einmahl, J., de Haan, L. F. M. & Zhou, C., Jan 2016, In : Journal of the Royal Statistical Society, Series B. 78, 1, p. 31-51 21 p.

Research output: Contribution to journalArticleScientificpeer-review

Extreme Value Index
Tail
Extremes
Statistics
Asymptotic Normality

Testing for central symmetry

Einmahl, J. & Gan, Z., Feb 2016, In : Journal of Statistical Planning and Inference. 169, p. 27-33 7 p.

Research output: Contribution to journalArticleScientificpeer-review

Test Statistic
Statistics
Omnibus Test
Exchangeability
Symmetry
2015

Asymptotically distribution-free goodness-of-fit testing for tail copulas

Can, S. U., Einmahl, J., Khmaladze, E. V. & Laeven, R. J. A., 2015, In : The Annals of Statistics. 43, 2, p. 878-902 24 p.

Research output: Contribution to journalArticleScientificpeer-review

Empirical Process
Distribution-free
Copula
Goodness of fit
Distribution-free Test

Bridging centrality and extremity: Refining empirical data depth using extreme value statistics

Einmahl, J., Li, J. & R.Y., L., 2015, In : The Annals of Statistics. 43, 6, p. 2738-2765

Research output: Contribution to journalArticleScientificpeer-review

Halfspace Depth
Extreme Value Statistics
Data Depth
Centrality
Empirical Estimator
436 Downloads (Pure)

Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics

Einmahl, J. H. J., Li, J. & Liu, R., 23 Mar 2015, Tilburg: Econometrics, 30 p. (CentER Discussion Paper; vol. 2015-020).

Research output: Working paperDiscussion paperOther research output

File
hull
statistics
refining
multivariate analysis
simulation

Estimation of the marginal expected shortfall: The mean when a related variable is extreme

Cai, J., Einmahl, J. H. J., de Haan, L. F. M. & Zhou, C., 1 Mar 2015, In : Journal of the Royal Statistical Society, Series B. 77, 2, p. 417-442 25 p.

Research output: Contribution to journalArticleScientificpeer-review

Expected Shortfall
Extremes
Estimator
Bivariate Distribution
Equity
691 Downloads (Pure)

Three essays in econometric theory

Gan, Z., 2015, Tilburg: CentER, Center for Economic Research. 121 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Econometrics
Estimator
Prediction
Factors
Test statistic
2014
509 Downloads (Pure)

An M-estimator of Spatial Tail Dependence

Einmahl, J. H. J., Kiriliouk, A., Krajina, A. & Segers, J., 10 Mar 2014, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 2014-021).

Research output: Working paperDiscussion paperOther research output

File
wind velocity
matrix
simulation
experiment
distribution
834 Downloads (Pure)

Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas

Can, S. U., Einmahl, J. H. J., Khmaladze, E. V. & Laeven, R. J. A., 30 Jun 2014, Tilburg: Econometrics, 28 p. (CentER Discussion Paper; vol. 2014-041).

Research output: Working paperDiscussion paperOther research output

File
Distribution-free Test
Empirical Process
Distribution-free
Goodness of Fit Test
Copula
522 Downloads (Pure)

Essays on nonlinear panel data models

Lei, J., 2014, Tilburg: CentER, Center for Economic Research. 134 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
523 Downloads (Pure)

Estimation of Extreme Depth-Based Quantile Regions

He, Y. & Einmahl, J. H. J., 29 May 2014, Tilburg: Econometrics, 24 p. (CentER Discussion Paper; vol. 2014-035).

Research output: Working paperDiscussion paperOther research output

File
Halfspace Depth
Quantile
Extremes
Extreme Quantiles
Estimator
642 Downloads (Pure)

Statistics of Heteroscedastic Extremes

Einmahl, J. H. J., de Haan, L. F. M. & Zhou, C., 2014, Tilburg: Econometrics, 25 p. (CentER Discussion Paper; vol. 2014-015).

Research output: Working paperDiscussion paperOther research output

File
Statistics
Proportionality
Stock market returns
Simulation
Extreme values
533 Downloads (Pure)

Strategic real options: Capacity optimization and demand structures

Boonman, H. J., 2014, Tilburg: CentER, Center for Economic Research. 183 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Real options
Optimal capacity
Production technology
Time lag
Optimal timing
2013

Estimating extreme bivariate quantile regions

Einmahl, J. H. J., de Haan, L. F. M. & Krajina, A., 2013, In : Extremes. 16, 2, p. 121-145

Research output: Contribution to journalArticleScientificpeer-review

Quantile
Extremes
Insurance
Monitoring
Extreme Quantiles
234 Downloads (Pure)

Visualizing multiple quantile plots

Boon, M., Einmahl, J. H. J. & McKeague, I. W., 2013, In : Journal of Computational and Graphical Statistics. 22, 1, p. 69-78

Research output: Contribution to journalArticleScientificpeer-review

File
Quantile
Tube
Confidence
Quantile Function
Graphical Methods
2012
269 Downloads (Pure)

An M-estimator for tail dependence in arbitrary dimensions

Einmahl, J. H. J., Krajina, A. & Segers, J., 2012, In : The Annals of Statistics. 40, 3, p. 1764-1793

Research output: Contribution to journalArticleScientificpeer-review

File
Tail Dependence
M-estimator
Multivariate Extreme Value Distribution
Dependence Function
Estimator
614 Downloads (Pure)

Estimation concerning risk under extreme value conditions

Cai, J., 2012, Tilburg: CentER, Center for Economic Research. 111 p.

Research output: ThesisDoctoral ThesisScientific

File
612 Downloads (Pure)

Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme

Cai, J., Einmahl, J. H. J., de Haan, L. F. M. & Zhou, C., 2012, Tilburg: Econometrics, 28 p. (CentER Discussion Paper; vol. 2012-080).

Research output: Working paperDiscussion paperOther research output

File
Expected Shortfall
Extremes
Estimator
Bivariate Distribution
Equity
226 Downloads (Pure)

Testing for bivariate spherical symmetry

Einmahl, J. H. J. & Gantner, M., 2012, In : Test. 21, p. 54-73

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Omnibus Test
Spherical Symmetry
Distribution-free
Null Distribution
Null hypothesis
434 Downloads (Pure)

The half-half plot

Einmahl, J. H. J. & Gantner, M., 2012, In : Technometrics. 54, 2, p. 138-146

Research output: Contribution to journalArticleScientificpeer-review

File
Regression
Display devices
Functional Central Limit Theorem
Graphical Methods
Curve
2011
229 Downloads (Pure)

An M-Estimator for Tail Dependence in Arbitrary Dimensions

Einmahl, J. H. J., Krajina, A. & Segers, J., 2011, Tilburg: Econometrics, (CentER Discussion Paper; vol. 2011-013).

Research output: Working paperDiscussion paperOther research output

File
Tail Dependence
M-estimator
Multivariate Extreme Value Distribution
Dependence Function
Estimator

Central limit theorems for local empirical processes near boundaries of sets

Einmahl, J. H. J. & Khmaladze, E. V., 2011, In : Bernoulli. 17, 2, p. 545-561

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Empirical Process
Central limit theorem
Shrinking
Random Vector
Vary
251 Downloads (Pure)

Estimation of extreme risk regions under multivariate regular variation

Cai, J., Einmahl, J. H. J. & de Haan, L. F. M., 2011, In : The Annals of Statistics. 39, 3, p. 1803-1826

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Multivariate Regular Variation
Extremes
Estimator
Extreme Value Theory
Dependent Random Variables
266 Downloads (Pure)

On the Choice of Prior in Bayesian Model Averaging

Einmahl, J. H. J., Magnus, J. R. & Kumar, K., 2011, TILBURG: Econometrics, 29 p. (CentER Discussion Paper; vol. 2011-003).

Research output: Working paperDiscussion paperOther research output

File
Bayesian Model Averaging
Pre-test
Lasso
Model Uncertainty
Laplace

Superefficient estimation of the marginals by exploiting knowledge on the copula

Einmahl, J. H. J. & van den Akker, R., 2011, In : Journal of Multivariate Analysis. 102, 9, p. 1315-1319

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Copula
Distribution functions
Estimator
Rate of Convergence
Empirical Distribution Function
1291 Downloads (Pure)

Ultimate 100m world records through extreme-value theory

Einmahl, J. H. J. & Smeets, S. G. W. R., 2011, In : Statistica Neerlandica. 65, 1, p. 32-42

Research output: Contribution to journalArticleScientificpeer-review

Extreme Value Theory
Order Statistics
Extreme Value Index
Moment Estimator
Mean Squared Error
232 Downloads (Pure)

Visualizing Multiple Quantile Plots

Boon, M., Einmahl, J. H. J. & McKeague, I. W., 2011, Tilburg: Econometrics, (CentER Discussion Paper; vol. 2011-085).

Research output: Working paperDiscussion paperOther research output

File
Quantile
Tube
Confidence
Q-Q Plot
Quantile Function
2010
390 Downloads (Pure)

An M-estimator of multivariate tail dependence

Krajina, A., 2010, Tilburg: CentER, Center for Economic Research. 105 p.

Research output: ThesisDoctoral ThesisScientific

File
Tail Dependence
M-estimator
Dependence Function
Estimator
Dependence Structure

Asymptotics for the Hirsch index

Beirlant, J. & Einmahl, J. H. J., 2010, In : Scandinavian Journal of Statistics. 37, p. 355-364

Research output: Contribution to journalArticleScientificpeer-review

Hirsch Index
Citations
Pareto
Bibliometrics
Extreme Value Theory

Asymptotics of the Shorth Plot

Einmahl, J. H. J., Gantner, M. & Sawitzki, G., 2010, In : Journal of Statistical Planning and Inference. 140, 11, p. 3003-3012

Research output: Contribution to journalArticleScientificpeer-review

Functional Central Limit Theorem
Short Intervals
Nonparametric Methods
Probability distributions
Convergence Rate
274 Downloads (Pure)

Some nonparametric diagnostic statistical procedures and their asymptotic behavior

Gantner, M., 2010, Tilburg: CentER, Center for Economic Research. 113 p.

Research output: ThesisDoctoral ThesisScientific

File
Diagnostics
Asymptotic Behavior
Spherical Symmetry
Graphical Methods
Empirical Likelihood
223 Downloads (Pure)

Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula

Einmahl, J. H. J. & van den Akker, R., 2010, Tilburg: Econometrics, 8 p. (CentER Discussion Paper; vol. 2010-120).

Research output: Working paperDiscussion paperOther research output

File
Copula
Rate of Convergence
Estimator
Empirical Distribution Function
Asymptotic Variance
223 Downloads (Pure)

Testing for Bivariate Spherical Symmetry

Einmahl, J. H. J. & Gantner, M., 2010, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 2010-71).

Research output: Working paperDiscussion paperOther research output

File
Omnibus Test
Spherical Symmetry
Empirical Likelihood
Distribution-free
Null Distribution
441 Downloads (Pure)

The Shorth Plot

Einmahl, J. H. J., Gantner, M. & Sawitzki, G., 2010, In : Journal of Computational and Graphical Statistics. 19, 1, p. 62-73

Research output: Contribution to journalArticleScientificpeer-review

File
Bandwidth Selection
Short Intervals
Graphical Representation
Forcing
Scanning
2009
234 Downloads (Pure)

Estimating Extreme Bivariate Quantile Regions

Einmahl, J. H. J., de Haan, L. F. M. & Krajina, A., 2009, Tilburg: Econometrics, 22 p. (CentER Discussion Paper; vol. 2009-29).

Research output: Working paperDiscussion paperOther research output

File
accelerator mass spectrometry
234 Downloads (Pure)

Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

Einmahl, J. H. J. & Segers, J. J. J., 2009, In : The Annals of Statistics. 37, 5B, p. 2953-2989

Research output: Contribution to journalArticleScientificpeer-review

File
Extreme Value Distribution
Spectral Measure
Empirical Likelihood
Maximum Likelihood
Estimator
207 Downloads (Pure)

The Half-Half Plot

Einmahl, J. H. J. & Gantner, M., 2009, Tilburg: Econometrics, 24 p. (CentER Discussion Paper; vol. 2009-77).

Research output: Working paperDiscussion paperOther research output

File
Regression
Scatter diagram
Functional Central Limit Theorem
Graphical Methods
Curve