• Warandelaan 2, Koopmans Building, room K 501

    5037 AB Tilburg

    Netherlands

1985 …2019
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Research Output 1985 2019

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Discussion paper
2018
89 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
29 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

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Multivariate Regular Variation
Testing
Extreme Value Index
Regular Variation
Model
2017
192 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

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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

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earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering
400 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

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Extreme Value Theory
Life Span
Mortality
Probability Distribution
Human
2016
455 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
2015
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

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hull
statistics
refining
multivariate analysis
simulation
2014
511 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

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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

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

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Halfspace Depth
Quantile
Extremes
Extreme Quantiles
Estimator
644 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

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Statistics
Proportionality
Stock market returns
Simulation
Extreme values
2012
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

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Expected Shortfall
Extremes
Estimator
Bivariate Distribution
Equity
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

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

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Bayesian Model Averaging
Pre-test
Lasso
Model Uncertainty
Laplace
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

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Quantile
Tube
Confidence
Q-Q Plot
Quantile Function
2010
224 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

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Copula
Rate of Convergence
Estimator
Empirical Distribution Function
Asymptotic Variance
224 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

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Omnibus Test
Spherical Symmetry
Empirical Likelihood
Distribution-free
Null Distribution
2009
235 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

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accelerator mass spectrometry
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

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Regression
Scatter diagram
Functional Central Limit Theorem
Graphical Methods
Curve
354 Downloads (Pure)

Ultimate 100m World Records Through Extreme-Value Theory

Einmahl, J. H. J. & Smeets, S. G. W. R., 2009, Tilburg: Econometrics, 15 p. (CentER Discussion Paper; vol. 2009-57).

Research output: Working paperDiscussion paperOther research output

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Extreme Value Theory
Extreme Value Index
Order Statistics
Moment Estimator
Mean Squared Error
2008
220 Downloads (Pure)

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

Einmahl, J. H. J. & Segers, J. J. J., 2008, Tilburg: Econometrics, 35 p. (CentER Discussion Paper; vol. 2008-42).

Research output: Working paperDiscussion paperOther research output

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Empirical likelihood
Likelihood estimation
Extreme values
226 Downloads (Pure)

The Shorth Plot

Einmahl, J. H. J., Gantner, M. & Sawitzki, G., 2008, Tilburg: Econometrics, 24 p. (CentER Discussion Paper; vol. 2008-24).

Research output: Working paperDiscussion paperOther research output

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Functional Central Limit Theorem
Bandwidth Selection
Short Intervals
Graphical Representation
Forcing
2007
232 Downloads (Pure)

A Method of Moments Estimator of Tail Dependence

Einmahl, J. H. J., Krajina, A. & Segers, J. J. J., 2007, Tilburg: Econometrics, 32 p. (CentER Discussion Paper; vol. 2007-80).

Research output: Working paperDiscussion paperOther research output

File
282 Downloads (Pure)

Asymptotics for the Hirsch Index

Beirlant, J. & Einmahl, J. H. J., 2007, Tilburg: Econometrics, 12 p. (CentER Discussion Paper; vol. 2007-86).

Research output: Working paperDiscussion paperOther research output

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Hirsch Index
Citations
Extreme Value Theory
Quality Measures
Weibull
224 Downloads (Pure)

Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets

Einmahl, J. H. J. & Khmaladze, E. V., 2007, Tilburg: Econometrics, 22 p. (CentER Discussion Paper; vol. 2007-66).

Research output: Working paperDiscussion paperOther research output

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Central limit theorem
2006
244 Downloads (Pure)

Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators

Einmahl, J. H. J., Li, J. & Liu, R. Y., 2006, Tilburg: Econometrics, 29 p. (CentER Discussion Paper; vol. 2006-104).

Research output: Working paperDiscussion paperOther research output

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Monitoring
Aircraft landing
Traffic congestion
Risk assessment
Air
209 Downloads (Pure)

Goodness-of-Fit Tests in Nonparametric Regression

Einmahl, J. H. J. & van Keilegom, I., 2006, Tilburg: Econometrics, 24 p. (CentER Discussion Paper; vol. 2006-79).

Research output: Working paperDiscussion paperOther research output

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Goodness
Nonparametric Regression
303 Downloads (Pure)

Records in Athletics through Extreme-Value Theory

Einmahl, J. H. J. & Magnus, J. R., 2006, Tilburg: Econometrics, 18 p. (CentER Discussion Paper; vol. 2006-83).

Research output: Working paperDiscussion paperOther research output

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Distribution functions
Statistical Models
229 Downloads (Pure)

Statistics of Extremes under Random Censoring

Einmahl, J. H. J., Fils-Villetard, A. & Guillou, A., 2006, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 2006-62).

Research output: Working paperDiscussion paperOther research output

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Statistics of Extremes
Random Censoring
241 Downloads (Pure)

Tests for Independence in Nonparametric Regression

Einmahl, J. H. J. & van Keilegom, I., 2006, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 2006-80).

Research output: Working paperDiscussion paperOther research output

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M-function
Empirical Process
Nonparametric Model
Nonparametric Regression
Econometrics
2004
205 Downloads (Pure)

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., 2004, Tilburg: Econometrics, 20 p. (CentER Discussion Paper; vol. 2004-15).

Research output: Working paperDiscussion paperOther research output

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Rank Statistics
Repeated Measurements
Orthonormal
Model
Design
210 Downloads (Pure)

Generalized Probability-Probability Plots

Mushkudiani, N. A. & Einmahl, J. H. J., 2004, Tilburg: Econometrics, 20 p. (CentER Discussion Paper; vol. 2004-84).

Research output: Working paperDiscussion paperOther research output

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Probability Plot
Contiguous Alternatives
Consistent Test
Two-sample Problem
Closed interval
229 Downloads (Pure)

General Weak Laws of Large Numbers for Bootstrap Sample Means

Einmahl, J. H. J. & Rosalsky, A., 2004, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 2004-112).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Weak law of large numbers
Sample mean
Bootstrap
260 Downloads (Pure)

Goodness-of-fit Tests in Nonparametric Regression

Einmahl, J. H. J. & van Keilegom, I., 2004, Tilburg: Econometrics, 36 p. (CentER Discussion Paper; vol. 2004-12).

Research output: Working paperDiscussion paperOther research output

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Goodness
Nonparametric Regression
203 Downloads (Pure)

Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition

Einmahl, J. H. J., de Haan, L. F. M. & Li, D., 2004, Tilburg: Econometrics, 36 p. (CentER Discussion Paper; vol. 2004-71).

Research output: Working paperDiscussion paperOther research output

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Multivariate Extremes
Weighted Approximation
Extreme Values
Copula
Limiting Distribution
2003
206 Downloads (Pure)

Asymptotic Normality of Extreme Value Estimators on C[0,1]

Einmahl, J. H. J. & Lin, T., 2003, Tilburg: Econometrics, 25 p. (CentER Discussion Paper; vol. 2003-132).

Research output: Working paperDiscussion paperOther research output

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Extreme Value Index
Random Element
Empirical Process
Domain of Attraction
Extreme Values
2002
339 Downloads (Pure)

Empirical Likelihood based on Hypothesis Testing

Einmahl, J. H. J. & McKeague, I. W., 2002, Tilburg: Econometrics, 25 p. (CentER Discussion Paper; vol. 2002-92).

Research output: Working paperDiscussion paperOther research output

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Empirical likelihood
Hypothesis testing