• Warandelaan 2, Koopmans Building, room K 501

    5037 AB Tilburg

    Netherlands

1985 …2019
If you made any changes in Pure these will be visible here soon.

Research Output 1985 2019

Filter
Article
2019

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

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

Research output: Contribution to journalArticleScientificpeer-review

earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering

Improved estimation of the extreme value index using related variables

Ahmed, H. & Einmahl, J., Aug 2019, In : Extremes.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Index
Hill Estimator
Earthquake
Earthquakes
Extreme Value Statistics

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 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
2017

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
2016

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

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

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
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
273 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
227 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

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

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
2010

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
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)

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

Thresholding events of extreme in simultaneous monitoring of multiple risks

Einmahl, J. H. J., Li, J. & Liu, R. Y., 2009, In : Journal of the American Statistical Association. 104, 487, p. 982-992

Research output: Contribution to journalArticleScientificpeer-review

Thresholding
Multivariate Extremes
Extremes
Monitoring
Extreme Quantiles

Ultieme wereldrecords in de atletiek

Einmahl, J. H. J. & Smeets, S., 2009, In : STAtOR. 10, 2, p. 17-21

Research output: Contribution to journalArticleProfessional

2008
237 Downloads (Pure)

A method of moments estimator of tail dependence

Einmahl, J. H. J., Krajina, A. & Segers, J. J. J., 2008, In : Bernoulli. 14, 4, p. 1003-1026

Research output: Contribution to journalArticleScientificpeer-review

File

Records in athletics through extreme-value theory

Einmahl, J. H. J. & Magnus, J. R., 2008, In : Journal of the American Statistical Association. 103, 484, p. 1382-1391

Research output: Contribution to journalArticleScientificpeer-review

250 Downloads (Pure)

Specification tests in nonparametric regression

Einmahl, J. H. J. & van Keilegom, I., 2008, In : Journal of Econometrics. 143, 1, p. 88-102

Research output: Contribution to journalArticleScientificpeer-review

File

Statistics of extremes under random censoring

Einmahl, J. H. J., Fils-Villetard, A. & Guillou, A., 2008, In : Bernoulli. 14, 1, p. 207-227

Research output: Contribution to journalArticleScientificpeer-review

225 Downloads (Pure)

Tests for independence in nonparametric regression

Einmahl, J. H. J. & van Keilegom, I., 2008, In : Statistica Sinica. 18, 2, p. 601-615

Research output: Contribution to journalArticleScientificpeer-review

File
2007

Generalized probability-probability plots

Mushkudiani, N. A. & Einmahl, J. H. J., 2007, In : Journal of Statistical Planning and Inference. 137, 3, p. 738-752

Research output: Contribution to journalArticleScientificpeer-review

2006
223 Downloads (Pure)

Asymptotic normality of extreme value estimators on C[0,1]

Einmahl, J. H. J. & Lin, T., 2006, In : The Annals of Statistics. 34, 1, p. 469-492

Research output: Contribution to journalArticleScientificpeer-review

File
257 Downloads (Pure)

Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition

Einmahl, J. H. J., de Haan, L. F. M. & Li, D., 2006, In : The Annals of Statistics. 34, 4, p. 1987-2014

Research output: Contribution to journalArticleScientificpeer-review

File
2005

Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach

Einmahl, J. H. J., Omolo, B. O., Puri, M. L. & Ruymgaart, F. H., 2005, In : Journal of Statistical Planning and Inference. 130, 1-2, p. 167-182 15 p.

Research output: Contribution to journalArticleScientificpeer-review

237 Downloads (Pure)

General weak laws of large numbers for Bootstrap sample means

Einmahl, J. H. J. & Rosalsky, A., 2005, In : Stochastic Analysis and Applications. 23, 4, p. 853-869 16 p.

Research output: Contribution to journalArticleScientificpeer-review

File
282 Downloads (Pure)

Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen

Einmahl, J. H. J. & Segers, J. J. J., 2005, In : De Actuaris. 6, 2, p. 39-41

Research output: Contribution to journalArticlePopular

File
235 Downloads (Pure)

VaR stress for highly non-linear portfolios

Einmahl, J. H. J., Foppen, W., Laseroms, O. & de Vries, C. G., 2005, In : Journal of Risk Finance. 6, 5, p. 382-387

Research output: Contribution to journalArticleScientificpeer-review

File
2003
220 Downloads (Pure)

Empirical likelihood based hypothesis testing

Einmahl, J. H. J. & McKeague, I. W., 2003, In : Bernoulli. 9, 2, p. 267-290 23 p.

Research output: Contribution to journalArticleScientificpeer-review

File
2001
241 Downloads (Pure)

Nonparametric estimation of the spectral measure of an extreme value distribution

Einmahl, J. H. J., de Haan, L. F. M. & Piterbarg, V. I., 2001, In : The Annals of Statistics. 29, 5, p. 1401-1423 22 p.

Research output: Contribution to journalArticleScientificpeer-review

File
350 Downloads (Pure)

Smallest nonparametric tolerance regions

Di Bucchianico, A., Einmahl, J. H. J. & Mushkudiani, N. A., 2001, In : The Annals of Statistics. 29, 5, p. 1320-1343 23 p.

Research output: Contribution to journalArticleScientificpeer-review

File
209 Downloads (Pure)

The functional law of the iterated logarithm for the empirical process based on sample means

Einmahl, J. H. J. & Rosalsky, A., 2001, In : Journal of Theoretical Probability. 14, 2, p. 577-597 20 p.

Research output: Contribution to journalArticleScientificpeer-review

File
2000
207 Downloads (Pure)

A strong approximation of the shortt process

Einmahl, J. H. J. & Geilen, M., 2000, In : Mathematical Methods of Statistics. 9, 3, p. 314-322 8 p.

Research output: Contribution to journalArticleScientificpeer-review

File
237 Downloads (Pure)

Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications

Einmahl, J. H. J. & Deheuvels, P., 2000, In : Annals of Probability. 28, 3, p. 1301-1335 34 p.

Research output: Contribution to journalArticleScientificpeer-review

File
226 Downloads (Pure)

Some results for empirical processes of locally dependent arrays

Einmahl, J. H. J. & Ruymgaart, F. H., 2000, In : Mathematical Methods of Statistics. 9, 399, p. 414-15

Research output: Contribution to journalArticleScientificpeer-review

File
1999
242 Downloads (Pure)

Confidence tubes for multiple quantile plots via empirical likelihood

Einmahl, J. H. J. & McKeague, I. W., 1999, In : The Annals of Statistics. 27, 4, p. 1348-1367 19 p.

Research output: Contribution to journalArticleScientificpeer-review

File
1998
204 Downloads (Pure)

On the approximation of an integral by a sum of random variables

Einmahl, J. H. J. & van Zuijlen, M. C. A., 1998, In : Journal of Applied Mathematics and Stochastic Analysis. 11, 2, p. 107-114 7 p.

Research output: Contribution to journalArticleScientificpeer-review

File
1997
218 Downloads (Pure)

Estimating the spectral measure of an extreme value distribution

J Einmahl, . H., de Haan, L. & Sinha, A., 1997, In : Stochastic Processes and their Applications. 70, 2, p. 143-171

Research output: Contribution to journalArticleScientificpeer-review

File
222 Downloads (Pure)

Poisson and Gaussian approximation of weighted local empirical processes

Einmahl, J. H. J., 1997, In : Stochastic Processes and their Applications. 70, 1, p. 31-58

Research output: Contribution to journalArticleScientificpeer-review

File
1996
229 Downloads (Pure)

A short and elementary proof of the main Bahadur-Kiefer theorem

Einmahl, J. H. J., 1996, In : Annals of Probability. 24, 1, p. 526-531 5 p.

Research output: Contribution to journalArticleScientificpeer-review

File