Details about John Einmahl

Access statistics for papers by John Einmahl.

Last updated 2009-10-30. Update your information in the RePEc Author Service.

Short-id: pei24

Working Papers

2009

1. Estimating Extreme Bivariate Quantile Regions
   Discussion Paper, Tilburg University, Center for Economic Research

2008

2. Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
   Discussion Paper, Tilburg University, Center for Economic Research View citations
3. The Shorth Plot
   Discussion Paper, Tilburg University, Center for Economic Research

2007

4. A Method of Moments Estimator of Tail Dependence
   Discussion Paper, Tilburg University, Center for Economic Research View citations
5. Asymptotics for the Hirsch Index
   Discussion Paper, Tilburg University, Center for Economic Research
6. Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
   Discussion Paper, Tilburg University, Center for Economic Research

2006

7. Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators
   Discussion Paper, Tilburg University, Center for Economic Research
8. Goodness-of-fit tests in nonparametric regression
   Discussion Paper, Tilburg University, Center for Economic Research View citations
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2004)
9. Records in athletics through extreme-value theory
   Discussion Paper, Tilburg University, Center for Economic Research
   See also Journal Article in Journal of the American Statistical Association (2008)
10. Statistics of extremes under random censoring
    Discussion Paper, Tilburg University, Center for Economic Research
11. Tests for independence in nonparametric regression
    Discussion Paper, Tilburg University, Center for Economic Research View citations

2004

12. Aligned rank statistics for repeated measurement models with orthonormal design, employing a chernoff-savage approach
    Discussion Paper, Tilburg University, Center for Economic Research
13. General weak laws of large numbers for bootstrap sample means
    Discussion Paper, Tilburg University, Center for Economic Research
14. Generalized probability-probability plots
    Discussion Paper, Tilburg University, Center for Economic Research
15. Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
    Discussion Paper, Tilburg University, Center for Economic Research View citations

2003

16. Asymptotic normality of extreme value estimators on C[0,1]
    Discussion Paper, Tilburg University, Center for Economic Research View citations

2002

17. Empirical likelihood based hypothesis testing
    Discussion Paper, Tilburg University, Center for Economic Research

1998

18. Nonparametric estimation of the spectral measure of an extreme value distribution
    Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute View citations

Journal Articles

2008

1. Records in Athletics Through Extreme-Value Theory
   Journal of the American Statistical Association, 2008, 103, (484), 1382-1391
   See also Working Paper (2006)
2. Specification tests in nonparametric regression
   Journal of Econometrics, 2008, 143, (1), 88-102

2005

3. VaR stress tests for highly non-linear portfolios
   Journal of Risk Finance, 2005, 6, (5), 382-387

2002

4. Guest editorial
   Statistica Neerlandica, 2002, 56, (2), 129-131

1995

5. A Bahadur-Kiefer Theorem beyond the Largest Observation
   Journal of Multivariate Analysis, 1995, 55, (1), 29-38

1993

6. Estimating a Multidimensional Extreme-Value Distribution
   Journal of Multivariate Analysis, 1993, 47, (1), 35-47

1992

7. Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
   Journal of Multivariate Analysis, 1992, 43, (2), 200-217
8. Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
   Statistics & Probability Letters, 1992, 13, (5), 411-419

1990

9. Bahadur-Kiefer theorems for the product-limit process
   Journal of Multivariate Analysis, 1990, 35, (2), 276-294

1989

10. Limit theorems for the negative parts of weighted multivariate empirical processes with application
    Journal of Multivariate Analysis, 1989, 29, (2), 199-218

1988

11. The almost sure behavior of maximal and minimal multivariate kn-spacings
    Journal of Multivariate Analysis, 1988, 24, (1), 155-176

1987

12. A general form of the law of the iterated logarithm for the weighted multivariate empirical process
    Statistics & Probability Letters, 1987, 5, (3), 181-185
13. The almost sure behavior of the oscillation modulus of the multivariate empirical process
    Statistics & Probability Letters, 1987, 6, (2), 87-96
14. The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes
    Journal of Multivariate Analysis, 1987, 21, (2), 263-273