Details about John Einmahl

Access statistics for papers by John Einmahl.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pei24

Working Papers

2025

1. Accurate Estimates of Ultimate 100-Meter Records
   Discussion Paper, Tilburg University, Center for Economic Research

2024

2. Extreme Value Inference for General Heterogeneous Data
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2022)
3. Tail Copula Estimation for Heteroscedastic Extremes
   Discussion Paper, Tilburg University, Center for Economic Research
4. Variance-Reduced Risk Inference in Semi-Supervised Settings
   Discussion Paper, Tilburg University, Center for Economic Research

2023

5. Empirical Likelihood Based Testing for Multivariate Regular Variation
   Discussion Paper, Tilburg University, Center for Economic Research

2021

6. Extreme Value Statistics in Semi-Supervised Models
   Discussion Paper, Tilburg University, Center for Economic Research
7. Improved regression inference using a second overlapping regression model
   Discussion Paper, Tilburg University, Center for Economic Research
8. Two-Sample Testing for Tail Copulas with an Application to Equity Indices
   Discussion Paper, Tilburg University, Center for Economic Research

2020

9. Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
   Discussion Paper, Tilburg University, Center for Economic Research
10. Empirical Tail Copulas for Functional Data
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2020)
11. Spatial Dependence and Space-Time Trend in Extreme Events
    Discussion Paper, Tilburg University, Center for Economic Research
12. Unified Extreme Value Estimation for Heterogeneous Data
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

2018

13. A continuous updating weighted least squares estimator of tail dependence in high dimensions
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (13)
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2016) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2016) View citations (2)
14. Improved Estimation of the Extreme Value Index Using Related Variables
    Discussion Paper, Tilburg University, Center for Economic Research
15. Testing the Multivariate Regular Variation Model
    Discussion Paper, Tilburg University, Center for Economic Research

2017

16. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas
    Discussion Paper, Tilburg University, Center for Economic Research
17. Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case, Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer (2019) View citations (2) (2019)
18. Limits to Human Life Span Through Extreme Value Theory
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    See also Journal Article Limits to Human Life Span Through Extreme Value Theory, Journal of the American Statistical Association, Taylor & Francis Journals (2019) View citations (5) (2019)

2016

19. An M-estimator of spatial tail dependence
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (11)
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2014) View citations (8)
    See also Journal Article An M-estimator of spatial tail dependence, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016) View citations (11) (2016)

2015

20. Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)

2014

21. Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas
    Discussion Paper, Tilburg University, Center for Economic Research
22. Estimation of Extreme Depth-Based Quantile Regions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    See also Journal Article Estimation of extreme depth-based quantile regions, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2017) View citations (10) (2017)
23. Statistics of Heteroscedastic Extremes
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    See also Journal Article Statistics of heteroscedastic extremes, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016) View citations (37) (2016)

2012

24. An M-estimator for tail dependence in arbitrary dimensions
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (38)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (7)
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2011) View citations (2)
25. Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme
    Discussion Paper, Tilburg University, Center for Economic Research View citations (6)
    See also Journal Article Estimation of the marginal expected shortfall: the mean when a related variable is extreme, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2015) View citations (34) (2015)

2011

26. On the Choice of Prior in Bayesian Model Averaging
    Discussion Paper, Tilburg University, Center for Economic Research View citations (11)
27. Visualizing Multiple Quantile Plots
    Discussion Paper, Tilburg University, Center for Economic Research

2010

28. Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Superefficient estimation of the marginals by exploiting knowledge on the copula, Journal of Multivariate Analysis, Elsevier (2011) (2011)
29. Testing for Bivariate Spherical Symmetry
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Testing for bivariate spherical symmetry, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (2012) View citations (1) (2012)

2009

30. Estimating Extreme Bivariate Quantile Regions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
31. The Half-Half Plot
    Discussion Paper, Tilburg University, Center for Economic Research
32. Ultimate 100m World Records Through Extreme-Value Theory
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Ultimate 100‐m world records through extreme‐value theory, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2011) View citations (4) (2011)

2008

33. Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
34. The Shorth Plot
    Discussion Paper, Tilburg University, Center for Economic Research

2007

35. A Method of Moments Estimator of Tail Dependence
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
36. Asymptotics for the Hirsch Index
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    See also Journal Article Asymptotics for the Hirsch Index, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2010) View citations (8) (2010)
37. Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

2006

38. Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
    Discussion Paper, Tilburg University, Center for Economic Research
39. Goodness-of-Fit Tests in Nonparametric Regression
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004)
40. Records in Athletics through Extreme-Value Theory
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    See also Journal Article Records in Athletics Through Extreme-Value Theory, Journal of the American Statistical Association, American Statistical Association (2008) View citations (16) (2008)
41. Statistics of Extremes under Random Censoring
    Discussion Paper, Tilburg University, Center for Economic Research
42. Tests for Independence in Nonparametric Regression
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)

2004

43. Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach
    Discussion Paper, Tilburg University, Center for Economic Research
44. General Weak Laws of Large Numbers for Bootstrap Sample Means
    Discussion Paper, Tilburg University, Center for Economic Research
45. Generalized Probability-Probability Plots
    Discussion Paper, Tilburg University, Center for Economic Research
46. Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
    Discussion Paper, Tilburg University, Center for Economic Research

2003

47. Asymptotic Normality of Extreme Value Estimators on C[0,1]
    Discussion Paper, Tilburg University, Center for Economic Research
48. Empirical likelihood based hypothesis testing
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (30)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) View citations (3)

2001

49. Nonparametric estimation of the spectral measure of an extreme value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (30)
50. Smallest nonparametric tolerance regions
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (11)
51. The functional law of the iterated logarithm for the empirical process based on sample means
    Other publications TiSEM, Tilburg University, School of Economics and Management
52. The two-sample problem in Rm and measure-valued martingales
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)

Journal Articles

2019

1. Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case
   Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2019, 98, (3), 1091-1113 View citations (2)
   See also Working Paper Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case, Discussion Paper (2017) (2017)
2. Limits to Human Life Span Through Extreme Value Theory
   Journal of the American Statistical Association, 2019, 114, (527), 1075-1080 View citations (5)
   See also Working Paper Limits to Human Life Span Through Extreme Value Theory, Discussion Paper (2017) View citations (2) (2017)

2017

3. Estimation of extreme depth-based quantile regions
   Journal of the Royal Statistical Society Series B, 2017, 79, (2), 449-461 View citations (10)
   See also Working Paper Estimation of Extreme Depth-Based Quantile Regions, Discussion Paper (2014) View citations (1) (2014)

2016

4. An M-estimator of spatial tail dependence
   Journal of the Royal Statistical Society Series B, 2016, 78, (1), 275-298 View citations (11)
   See also Working Paper An M-estimator of spatial tail dependence, LIDAM Reprints ISBA (2016) View citations (11) (2016)
5. Statistics of heteroscedastic extremes
   Journal of the Royal Statistical Society Series B, 2016, 78, (1), 31-51 View citations (37)
   See also Working Paper Statistics of Heteroscedastic Extremes, Discussion Paper (2014) View citations (1) (2014)

2015

6. Estimation of the marginal expected shortfall: the mean when a related variable is extreme
   Journal of the Royal Statistical Society Series B, 2015, 77, (2), 417-442 View citations (34)
   See also Working Paper Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme, Discussion Paper (2012) View citations (6) (2012)

2012

7. Testing for bivariate spherical symmetry
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 21, (1), 54-73 View citations (1)
   See also Working Paper Testing for Bivariate Spherical Symmetry, Discussion Paper (2010) (2010)

2011

8. Superefficient estimation of the marginals by exploiting knowledge on the copula
   Journal of Multivariate Analysis, 2011, 102, (9), 1315-1319
   See also Working Paper Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula, Discussion Paper (2010) (2010)
9. Ultimate 100‐m world records through extreme‐value theory
   Statistica Neerlandica, 2011, 65, (1), 32-42 View citations (4)
   See also Working Paper Ultimate 100m World Records Through Extreme-Value Theory, Discussion Paper (2009) (2009)

2010

10. Asymptotics for the Hirsch Index
    Scandinavian Journal of Statistics, 2010, 37, (3), 355-364 View citations (8)
    See also Working Paper Asymptotics for the Hirsch Index, Discussion Paper (2007) View citations (4) (2007)

2009

11. Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
    Journal of the American Statistical Association, 2009, 104, (487), 982-992 View citations (11)

2008

12. Records in Athletics Through Extreme-Value Theory
    Journal of the American Statistical Association, 2008, 103, (484), 1382-1391 View citations (16)
    See also Working Paper Records in Athletics through Extreme-Value Theory, Discussion Paper (2006) View citations (1) (2006)
13. Specification tests in nonparametric regression
    Journal of Econometrics, 2008, 143, (1), 88-102 View citations (23)

2002

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

1998

15. On the approximation of an integral by a sum of random variables
    International Journal of Stochastic Analysis, 1998, 11, 1-8

1997

16. Estimating the spectral measure of an extreme value distribution
    Stochastic Processes and their Applications, 1997, 70, (2), 143-171 View citations (19)
17. Poisson and Gaussian approximation of weighted local empirical processes
    Stochastic Processes and their Applications, 1997, 70, (1), 31-58 View citations (27)

1995

18. A Bahadur-Kiefer Theorem beyond the Largest Observation
    Journal of Multivariate Analysis, 1995, 55, (1), 29-38
19. Asymptotic confidence intervals for the length of the shortt under random censoring
    Statistica Neerlandica, 1995, 49, (1), 1-8 View citations (1)

1993

20. Estimating a Multidimensional Extreme-Value Distribution
    Journal of Multivariate Analysis, 1993, 47, (1), 35-47 View citations (5)

1992

21. 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 View citations (3)
22. Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
    Statistics & Probability Letters, 1992, 13, (5), 411-419 View citations (1)

1990

23. Bahadur-Kiefer theorems for the product-limit process
    Journal of Multivariate Analysis, 1990, 35, (2), 276-294
24. The empirical distribution function as a tail estimator
    Statistica Neerlandica, 1990, 44, (2), 79-82 View citations (6)

1989

25. Limit theorems for the negative parts of weighted multivariate empirical processes with application
    Journal of Multivariate Analysis, 1989, 29, (2), 199-218
26. On the standarized empirical process
    Statistica Neerlandica, 1989, 43, (3), 175-179

1988

27. The almost sure behavior of maximal and minimal multivariate kn-spacings
    Journal of Multivariate Analysis, 1988, 24, (1), 155-176 View citations (3)

1987

28. A general form of the law of the iterated logarithm for the weighted multivariate empirical process
    Statistics & Probability Letters, 1987, 5, (3), 181-185
29. Recent PH.D. Theses in The Netherlands
    Statistica Neerlandica, 1987, 41, (1), 65-67
30. The almost sure behavior of the oscillation modulus of the multivariate empirical process
    Statistics & Probability Letters, 1987, 6, (2), 87-96 View citations (5)
31. 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

1985

32. A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS
    Statistics & Risk Modeling, 1985, 3, (3-4), 357-362