1985 …2020

Research output per year

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Research Output

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Discussion paper
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 paperDiscussion paperOther research output

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30 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 paperDiscussion paperOther research output

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49 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 paperDiscussion paperOther research output

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56 Downloads (Pure)
2018

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

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129 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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87 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 paperDiscussion paperOther research output

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235 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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161 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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444 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 paperDiscussion paperOther research output

Open Access
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485 Downloads (Pure)
2015

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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6 Citations (Scopus)
469 Downloads (Pure)
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 paperDiscussion paperOther research output

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567 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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864 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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559 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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696 Downloads (Pure)
2012

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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674 Downloads (Pure)
2011

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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249 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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288 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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270 Downloads (Pure)
2010

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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258 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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244 Downloads (Pure)
2009

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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279 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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244 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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398 Downloads (Pure)
2008

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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246 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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257 Downloads (Pure)
2007

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

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271 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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321 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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257 Downloads (Pure)
2006

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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269 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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246 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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340 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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265 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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276 Downloads (Pure)
2004

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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238 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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247 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
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269 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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297 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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233 Downloads (Pure)
2003

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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238 Downloads (Pure)
2002

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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378 Downloads (Pure)