John Einmahl

2025

Improved regression inference using a second overlapping regression model

Peng, L. & Einmahl, J., Apr 2025, (E-pub ahead of print) In: Statistica Sinica. 35, 2

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

2024

Empirical likelihood based testing for multivariate regular variation

Einmahl, J., Krajina, A. & Cai, J., Nov 2024, (Accepted/In press) In: Annals of Statistics.

Research output: Contribution to journal › Article › Scientific › peer-review

Extreme Value Inference for General Heterogeneous Data

He, Y. & Einmahl, J., 6 May 2024, Tilburg: CentER, Center for Economic Research, 35 p. (CentER Discussion Paper; vol. 2024-014).

Research output: Working paper › Discussion paper › Other research output

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139 Downloads (Pure)

Extreme value statistics in semi-supervised models

Ahmed, H., Einmahl, J. & Zhou, C., May 2024, (E-pub ahead of print) In: Journal of the American Statistical Association.

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Tail copula estimation for heteroscedastic extremes

Einmahl, J. & Zhou, C., Oct 2024, (E-pub ahead of print) In: Econometrics and Statistics.

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Tail Copula Estimation for Heteroscedastic Extremes

Einmahl, J. & Zhou, C., 6 Feb 2024, Tilburg: CentER, Center for Economic Research, 27 p. (CentER Discussion Paper; vol. 2024-003).

Research output: Working paper › Discussion paper › Other research output

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118 Downloads (Pure)

Two-sample testing for tail copulas with an application to equity indices

Can, S. U., Einmahl, J. & Laeven, R. J. A., Jan 2024, In: Journal of Business & Economic Statistics. 42, 1, p. 147-159

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Variance-Reduced Risk Inference in Semi-Supervised Settings

Einmahl, J. & Peng, L., 19 Nov 2024, Tilburg: CentER, Center for Economic Research, p. 1-17, (CentER Discussion Paper; vol. 2024-024).

Research output: Working paper › Discussion paper › Other research output

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16 Downloads (Pure)

2023

A beautiful theorem needs no application

Einmahl, J., 8 Sept 2023, Tilburg: Tilburg University. 29 p.

Research output: Book/Report › Farewell speech › Professional

Open Access

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328 Downloads (Pure)

Empirical Likelihood Based Testing for Multivariate Regular Variation

Einmahl, J. & Krajina, A., 9 Jan 2023, Tilburg: CentER, Center for Economic Research, 19 p. (CentER Discussion Paper; vol. 2023-001).

Research output: Working paper › Discussion paper › Other research output

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165 Downloads (Pure)

Extreme value estimation for heterogeneous data

Einmahl, J. & He, Y., Jan 2023, In: Journal of Business & Economic Statistics. 41, 1, p. 255-269 15 p.

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

3 Citations (Scopus)

Extreme value inference for heterogeneous power law data

Einmahl, J. & He, Y., Jun 2023, In: Annals of Statistics. 51, 3, p. 1331-1356 26 p.

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

2 Citations (Scopus)

2022

Cube root weak convergence of empirical estimators of a density level set

Berthet, P. & Einmahl, J., Jun 2022, In: Annals of Statistics. 50, 3, p. 1423-1446

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

Extreme Value Inference for General Heterogeneous Data

Einmahl, J. & He, Y., 4 Aug 2022, Tilburg: CentER, Center for Economic Research, p. 1-26, (CentER Discussion Paper; vol. 2022-017).

Research output: Working paper › Discussion paper › Other research output

Open Access

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264 Downloads (Pure)

Spatial dependence and space-time trend in extreme events

Einmahl, J., Ferreira, A., de Haan, L. F. M., Neves, C. & Zhou, C., Feb 2022, In: Annals of Statistics. 50, 1, p. 30-52

Research output: Contribution to journal › Article › Scientific › peer-review

4 Citations (Scopus)

2021

Empirical tail copulas for functional data

Einmahl, J. & Segers, J., Oct 2021, In: Annals of Statistics. 49, 5, p. 2672-2696

Research output: Contribution to journal › Article › Scientific › peer-review

Extreme Value Statistics in Semi-Supervised Models

Ahmed, H., Einmahl, J. & Zhou, C., 2 Mar 2021, Tilburg: CentER, Center for Economic Research, 20 p. (CentER Discussion Paper; vol. 2021-007).

Research output: Working paper › Discussion paper › Other research output

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554 Downloads (Pure)

Improved regression inference using a second overlapping regression model

Peng, L. & Einmahl, J., 28 Oct 2021, Tilburg: CentER, Center for Economic Research, 17 p. (CentER Discussion Paper; vol. 2021-029).

Research output: Working paper › Discussion paper › Other research output

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246 Downloads (Pure)

Testing the multivariate regular variation model

Einmahl, J., Yang, F. & Zhou, C., Oct 2021, In: Journal of Business & Economic Statistics. 39, 4, p. 907-919

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Two-Sample Testing for Tail Copulas with an Application to Equity Indices

Can, S. U., Einmahl, J. & Laeven, R., 2021, Tilburg: CentER, Center for Economic Research, 37 p. (CentER Discussion Paper; vol. 2021-017).

Research output: Working paper › Discussion paper › Other research output

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266 Downloads (Pure)

2020

Cube Root Weak Convergence of Empirical Estimators of a Density Level Set

Berthet, P. & Einmahl, J., 4 Jun 2020, Tilburg: CentER, Center for Economic Research, 24 p. (CentER Discussion Paper; vol. 2020-015).

Research output: Working paper › Discussion paper › Other research output

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136 Downloads (Pure)

Empirical Tail Copulas for Functional Data

Einmahl, J. & Segers, J., 3 Feb 2020, Tilburg: CentER, Center for Economic Research, 32 p. (CentER Discussion Paper; vol. 2020-004).

Research output: Working paper › Discussion paper › Other research output

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207 Downloads (Pure)

Goodness-of-fit testing for copulas: A distribution-free approach

Can, S. U., Einmahl, J. & Laeven, R. J. A., 2 Nov 2020, In: Bernoulli. 26, 4, p. 3163-3190 28 p.

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

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5 Citations (Scopus)

150 Downloads (Pure)

Spatial Dependence and Space-Time Trend in Extreme Events

Einmahl, J., Ferreira, A., de Haan, L., Neves, C. & Zhou, C., 24 Mar 2020, Tilburg: CentER, Center for Economic Research, 25 p. (CentER Discussion Paper; vol. 2020-009).

Research output: Working paper › Discussion paper › Other research output

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212 Downloads (Pure)

Unified Extreme Value Estimation for Heterogeneous Data

Einmahl, J. & He, Y., 30 Sept 2020, Tilburg: CentER, Center for Economic Research, 31 p. (CentER Discussion Paper; vol. 2020-025).

Research output: Working paper › Discussion paper › Other research output

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546 Downloads (Pure)

2019

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

Beirlant, J., Kijko, A., Reynkens, T. & Einmahl, J., Sept 2019, In: Natural Hazards. 98, 3, p. 1091-1113

Research output: Contribution to journal › Article › Scientific › peer-review

27 Citations (Scopus)

Improved estimation of the extreme value index using related variables

Ahmed, H. & Einmahl, J., Dec 2019, In: Extremes. 22, 4, p. 553-569

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Limits to human life span through extreme value theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., Jul 2019, In: Journal of the American Statistical Association. 114, 527, p. 1075-1080

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

25 Citations (Scopus)

2018

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

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

Research output: Contribution to journal › Article › Scientific › peer-review

24 Citations (Scopus)

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 paper › Discussion paper › Other research output

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226 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 paper › Discussion paper › Other research output

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221 Downloads (Pure)

2017

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 paper › Discussion paper › Other research output

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411 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 paper › Discussion paper › Other research output

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315 Downloads (Pure)

Estimation of extreme depth-based quantile regions

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

Research output: Contribution to journal › Article › Scientific › peer-review

12 Citations (Scopus)

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 paper › Discussion paper › Other research output

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732 Downloads (Pure)

2016

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 paper › Discussion paper › Other research output

Open Access

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592 Downloads (Pure)

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-Statistical Methodology. 78, 1, p. 275-298 23 p.

Research output: Contribution to journal › Article › Scientific › peer-review

29 Citations (Scopus)

Statistics of heteroscedastic extremes

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

Research output: Contribution to journal › Article › Scientific › peer-review

62 Citations (Scopus)

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 journal › Article › Scientific › peer-review

11 Citations (Scopus)

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: Annals of Statistics. 43, 2, p. 878-902 24 p.

Research output: Contribution to journal › Article › Scientific › peer-review

11 Citations (Scopus)

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

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

Research output: Contribution to journal › Article › Scientific › peer-review

13 Citations (Scopus)

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 paper › Discussion paper › Other research output

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13 Citations (Scopus)

545 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., 1 Mar 2015, In: Journal of the Royal Statistical Society Series B-Statistical Methodology. 77, 2, p. 417-442 25 p.

Research output: Contribution to journal › Article › Scientific › peer-review

73 Citations (Scopus)

2014

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 paper › Discussion paper › Other research output

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659 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 paper › Discussion paper › Other research output

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