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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)
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)

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)
2015

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

5 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)
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

File
235 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

File
274 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)
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)
287 Downloads (Pure)
2014

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

File
846 Downloads (Pure)
2018

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
58 Downloads (Pure)
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
32 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

File
26 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

File
5 Citations (Scopus)
448 Downloads (Pure)
2012

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)
237 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
467 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
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

5 Citations (Scopus)
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)
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

File
536 Downloads (Pure)
2013

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
248 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

File
106 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
419 Downloads (Pure)
2014

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

File
664 Downloads (Pure)
2011

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)
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

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

6 Citations (Scopus)
2015

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)
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)
2011

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
18 Citations (Scopus)
257 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

File
246 Downloads (Pure)
2014

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

File
536 Downloads (Pure)
2012

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
445 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
134 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

File
632 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
17 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
213 Downloads (Pure)