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  • John Einmahl
2019

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

10 Citations (Scopus)
2020

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

File
24 Downloads (Pure)
2017

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

File
132 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 paperDiscussion paperOther research output

File
7 Downloads (Pure)
2017

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

File
416 Downloads (Pure)
2019

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
2016

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)
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

4 Citations (Scopus)
2016

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)
2020

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

File
29 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
File
466 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

File
211 Downloads (Pure)
2020

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

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

6 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

13 Citations (Scopus)
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

File
104 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

File
56 Downloads (Pure)
2020

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

Can, S. U., Einmahl, J. & Laeven, R. J. A., Mar 2020, (Accepted/In press) In : Bernoulli.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
15 Downloads (Pure)