Details about John Einmahl

Access statistics for papers by John Einmahl.

Last updated 2008-06-17. Update your information in the RePEc Author Service.

Short-id: pei24

Working Papers

2008

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

2007

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

2006

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

2004

11. Aligned rank statistics for repeated measurement models with orthonormal design, employing a chernoff-savage approach
    Discussion Paper, Tilburg University, Center for Economic Research
12. General weak laws of large numbers for bootstrap sample means
    Discussion Paper, Tilburg University, Center for Economic Research
13. Generalized probability-probability plots
    Discussion Paper, Tilburg University, Center for Economic Research
14. 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

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

2002

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

1998

17. 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. Specification tests in nonparametric regression
   Journal of Econometrics, 2008, 143, (1), 88-102

2002

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