1985 …2020

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2020

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

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

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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45 Downloads (Pure)

Testing the multivariate regular variation model

Einmahl, J., Yang, F. & Zhou, C., Mar 2020, In : Journal of Business & Economic Statistics.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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

6 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 journalArticleScientificpeer-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 journalArticleScientificpeer-review

Open Access
2 Citations (Scopus)
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

12 Citations (Scopus)
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

7 Citations (Scopus)
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

14 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. 78, 1, p. 31-51 21 p.

Research output: Contribution to journalArticleScientificpeer-review

20 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 journalArticleScientificpeer-review

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

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)

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

6 Citations (Scopus)

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

32 Citations (Scopus)
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

7 Citations (Scopus)

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
1 Citation (Scopus)
269 Downloads (Pure)
2012

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
35 Citations (Scopus)
305 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
4 Citations (Scopus)
261 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
467 Downloads (Pure)
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
4 Citations (Scopus)

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
19 Citations (Scopus)
270 Downloads (Pure)

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
1 Citation (Scopus)

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

9 Citations (Scopus)
1291 Downloads (Pure)
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

14 Citations (Scopus)

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

4 Citations (Scopus)

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
2 Citations (Scopus)
475 Downloads (Pure)
2009

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
44 Citations (Scopus)
272 Downloads (Pure)

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

15 Citations (Scopus)

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

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
17 Citations (Scopus)
252 Downloads (Pure)

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

38 Citations (Scopus)

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
35 Citations (Scopus)
283 Downloads (Pure)

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

41 Citations (Scopus)

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
28 Citations (Scopus)
252 Downloads (Pure)
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

3 Citations (Scopus)
2006

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
9 Citations (Scopus)
251 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
41 Citations (Scopus)
286 Downloads (Pure)
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

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
1 Citation (Scopus)
249 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
306 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
1 Citation (Scopus)
239 Downloads (Pure)
2003

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
67 Citations (Scopus)
250 Downloads (Pure)
2001

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
66 Citations (Scopus)
252 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
23 Citations (Scopus)
367 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
222 Downloads (Pure)
2000

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
215 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
28 Citations (Scopus)
243 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
231 Downloads (Pure)
1999

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
31 Citations (Scopus)
249 Downloads (Pure)
1998

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
216 Downloads (Pure)
1997

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
38 Citations (Scopus)
235 Downloads (Pure)