Details about John Einmahl

Workplace:

CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by John Einmahl.

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

Short-id: pei24

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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
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2020)
10. Empirical Tail Copulas for Functional Data
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2020)
    Discussion Paper, Tilburg University, Center for Economic Research (2020)
11. Goodness-of-fit testing for copulas: A distribution-free approach
    Other publications TiSEM, Tilburg University, School of Economics and Management
12. Spatial Dependence and Space-Time Trend in Extreme Events
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2020)
13. Unified Extreme Value Estimation for Heterogeneous Data
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

2018

14. 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)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2016) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2016) View citations (2)
15. Improved Estimation of the Extreme Value Index Using Related Variables
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2018)
16. Testing the Multivariate Regular Variation Model
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2018)

2017

17. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2017)
18. Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2017)
    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)
19. Limits to Human Life Span Through Extreme Value Theory
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2017) 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

20. 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 Other publications TiSEM, Tilburg University, School of Economics and Management (2014) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2014) View citations (8)
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014) View citations (2)
    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

21. Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2015) View citations (3)

2014

22. Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2014)
23. Estimation of Extreme Depth-Based Quantile Regions
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2014) 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)
24. Statistics of Heteroscedastic Extremes
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2014) 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)

2013

25. Visualizing multiple quantile plots
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
    Discussion Paper, Tilburg University, Center for Economic Research (2011)

2012

26. 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 LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2011) View citations (2)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2012) View citations (41)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (7)
27. 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)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) 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)
28. Testing for bivariate spherical symmetry
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
    Discussion Paper, Tilburg University, Center for Economic Research (2010)
    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)
29. The half-half plot
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009)
    Discussion Paper, Tilburg University, Center for Economic Research (2009)

2011

30. Estimation of extreme risk regions under multivariate regular variation
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (15)
31. On the Choice of Prior in Bayesian Model Averaging
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (10)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (11)

2010

32. Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
    See also Journal Article Superefficient estimation of the marginals by exploiting knowledge on the copula, Journal of Multivariate Analysis, Elsevier (2011) (2011)
33. The Shorth Plot
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (7)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2008)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2008)

2009

34. Estimating Extreme Bivariate Quantile Regions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) View citations (1)
35. Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (18)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2008) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (2008) View citations (1)
36. Ultimate 100m World Records Through Extreme-Value Theory
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2009)
    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

37. A method of moments estimator of tail dependence
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (21)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2007)
38. Specification tests in nonparametric regression
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (22)
    See also Journal Article Specification tests in nonparametric regression, Journal of Econometrics, Elsevier (2008) View citations (23) (2008)
39. Tests for independence in nonparametric regression
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (14)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) View citations (2)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2006) View citations (2)

2007

40. Asymptotics for the Hirsch Index
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007) 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)
41. Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) View citations (1)

2006

42. Asymptotic normality of extreme value estimators on C[0,1]
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (7)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
    Discussion Paper, Tilburg University, Center for Economic Research (2003)
43. Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006)
44. Goodness-of-Fit Tests in Nonparametric Regression
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2006) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (2004)
45. Records in Athletics through Extreme-Value Theory
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) 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)
46. Statistics of Extremes under Random Censoring
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
47. Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (35)

2005

48. General weak laws of large numbers for Bootstrap sample means
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
    Discussion Paper, Tilburg University, Center for Economic Research (2004)
49. VaR stress for highly non-linear portfolios
    Other publications TiSEM, Tilburg University, School of Economics and Management
50. Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen
    Other publications TiSEM, Tilburg University, School of Economics and Management

2004

51. Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
52. Generalized Probability-Probability Plots
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004)
53. Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2004)

2003

54. Empirical likelihood based hypothesis testing
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (30)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2002) View citations (3)
    Discussion Paper, Tilburg University, Center for Economic Research (2002) View citations (3)

2001

55. Nonparametric estimation of the spectral measure of an extreme value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (30)
56. Smallest nonparametric tolerance regions
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (11)
57. 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
58. The two-sample problem in Rm and measure-valued martingales
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)

2000

59. A strong approximation of the shortt process
    Other publications TiSEM, Tilburg University, School of Economics and Management
60. Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
61. Some results for empirical processes of locally dependent arrays
    Other publications TiSEM, Tilburg University, School of Economics and Management

1999

62. Confidence tubes for multiple quantile plots via empirical likelihood
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (23)

1998

63. On the approximation of an integral by a sum of random variables
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article On the approximation of an integral by a sum of random variables, International Journal of Stochastic Analysis, Hindawi (1998) (1998)

1997

64. Estimating the spectral measure of an extreme value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (19)
    See also Journal Article Estimating the spectral measure of an extreme value distribution, Stochastic Processes and their Applications, Elsevier (1997) View citations (19) (1997)
65. Poisson and Gaussian approximation of weighted local empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (25)
    See also Journal Article Poisson and Gaussian approximation of weighted local empirical processes, Stochastic Processes and their Applications, Elsevier (1997) View citations (27) (1997)

1996

66. A short and elementary proof of the main Bahadur-Kiefer theorem
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
67. Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
68. Maximal type test statistics based on conditional processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
69. On the strong limiting behavior of local functionals of empirical processes based upon censored data
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)

1995

70. A Bahadur-Kiefer theorem beyond the largest observation
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article A Bahadur-Kiefer Theorem beyond the Largest Observation, Journal of Multivariate Analysis, Elsevier (1995) (1995)
71. Asymptotic confidence intervals for the length of the shortt under random censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article Asymptotic confidence intervals for the length of the shortt under random censoring, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1995) View citations (1) (1995)
72. Tail processes under heavy random censorship with applications
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)

1993

73. Confidence bands for the quantile function under random censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management
74. Estimating a multidimensional extreme-value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
    See also Journal Article Estimating a Multidimensional Extreme-Value Distribution, Journal of Multivariate Analysis, Elsevier (1993) View citations (5) (1993)

1992

75. Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    See also Journal Article 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, Elsevier (1992) View citations (3) (1992)
76. Bahadur-Kiefer theorems for uniform spacings processes
    Other publications TiSEM, Tilburg University, School of Economics and Management
77. Generalized quantile processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (25)
78. Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    See also Journal Article Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings, Statistics & Probability Letters, Elsevier (1992) View citations (1) (1992)
79. Limit theorems for a general weighted process under random censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
80. Limit theorems for tail processes with application to intermediate quantile estimation
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (14)
81. The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (4)

1990

82. Bahadur-Kiefer theorems for the product-limit process
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article Bahadur-Kiefer theorems for the product-limit process, Journal of Multivariate Analysis, Elsevier (1990) (1990)
83. The empirical distribution function as a tail estimator
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (6)
    See also Journal Article The empirical distribution function as a tail estimator, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1990) View citations (6) (1990)

1989

84. A moment estimator for the index of an extreme-value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (185)
85. A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management
86. Limit theorems for the negative parts of weighted multivariate empirical processes with application
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article Limit theorems for the negative parts of weighted multivariate empirical processes with application, Journal of Multivariate Analysis, Elsevier (1989) (1989)
87. On the standarized empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article On the standarized empirical process, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1989) (1989)

1988

88. A characterization of weak convergence of weighted multivariate empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management
89. Laws of the iterated logarithm in the tails for weighted uniform empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
90. On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
91. Processus empiriques multidimensionnels: Apercu de quelques resultats recents
    Other publications TiSEM, Tilburg University, School of Economics and Management
92. Strong bounds for weighted empirical distribution functions based on uniform spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
93. Strong limit theorems for weighted quantile processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (7)
94. The almost sure behavior of maximal and minimal multivariate k_n -spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    See also Journal Article The almost sure behavior of maximal and minimal multivariate kn-spacings, Journal of Multivariate Analysis, Elsevier (1988) View citations (3) (1988)

1987

95. A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management
96. A general form of the law of the iterated logarithm for the weighted multivariate empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article A general form of the law of the iterated logarithm for the weighted multivariate empirical process, Statistics & Probability Letters, Elsevier (1987) (1987)
97. Multivariate empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (15)
98. The almost sure behaviour of the oscillation modulus of the multivariate empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
    See also Journal Article The almost sure behavior of the oscillation modulus of the multivariate empirical process, Statistics & Probability Letters, Elsevier (1987) View citations (5) (1987)
99. The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes, Journal of Multivariate Analysis, Elsevier (1987) (1987)

1986

100. Some properties of weighted compound multivariate empirical processes
     Other publications TiSEM, Tilburg University, School of Economics and Management

1985

101. A strong law for the oscillation modulus of the multivariate empirical process
     Other publications TiSEM, Tilburg University, School of Economics and Management
     See also Journal Article A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS, Statistics & Risk Modeling, De Gruyter (1985) (1985)
102. Bounds for weighted multivariate empirical distribution functions
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
103. On the Kolmogorov-Smirnov statistic of certain dependent random variables
     Other publications TiSEM, Tilburg University, School of Economics and Management

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, Other publications TiSEM (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, Other publications TiSEM (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, Other publications TiSEM (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, Other publications TiSEM (2012) View citations (1) (2012)

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, Other publications TiSEM (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, Other publications TiSEM (2006) View citations (1) (2006)
13. Specification tests in nonparametric regression
    Journal of Econometrics, 2008, 143, (1), 88-102 View citations (23)
    See also Working Paper Specification tests in nonparametric regression, Other publications TiSEM (2008) View citations (22) (2008)

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
    See also Working Paper On the approximation of an integral by a sum of random variables, Other publications TiSEM (1998) (1998)

1997

16. Estimating the spectral measure of an extreme value distribution
    Stochastic Processes and their Applications, 1997, 70, (2), 143-171 View citations (19)
    See also Working Paper Estimating the spectral measure of an extreme value distribution, Other publications TiSEM (1997) View citations (19) (1997)
17. Poisson and Gaussian approximation of weighted local empirical processes
    Stochastic Processes and their Applications, 1997, 70, (1), 31-58 View citations (27)
    See also Working Paper Poisson and Gaussian approximation of weighted local empirical processes, Other publications TiSEM (1997) View citations (25) (1997)

1995

18. A Bahadur-Kiefer Theorem beyond the Largest Observation
    Journal of Multivariate Analysis, 1995, 55, (1), 29-38
    See also Working Paper A Bahadur-Kiefer theorem beyond the largest observation, Other publications TiSEM (1995) (1995)
19. Asymptotic confidence intervals for the length of the shortt under random censoring
    Statistica Neerlandica, 1995, 49, (1), 1-8 View citations (1)
    See also Working Paper Asymptotic confidence intervals for the length of the shortt under random censoring, Other publications TiSEM (1995) (1995)

1993

20. Estimating a Multidimensional Extreme-Value Distribution
    Journal of Multivariate Analysis, 1993, 47, (1), 35-47 View citations (5)
    See also Working Paper Estimating a multidimensional extreme-value distribution, Other publications TiSEM (1993) View citations (5) (1993)

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)
    See also Working Paper Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions, Other publications TiSEM (1992) View citations (3) (1992)
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)
    See also Working Paper Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings, Other publications TiSEM (1992) View citations (1) (1992)

1990

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

1989

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

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)
    See also Working Paper The almost sure behavior of maximal and minimal multivariate k_n -spacings, Other publications TiSEM (1988) View citations (2) (1988)

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
    See also Working Paper A general form of the law of the iterated logarithm for the weighted multivariate empirical process, Other publications TiSEM (1987) (1987)
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)
    See also Working Paper The almost sure behaviour of the oscillation modulus of the multivariate empirical process, Other publications TiSEM (1987) View citations (5) (1987)
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
    See also Working Paper The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes, Other publications TiSEM (1987) (1987)

1985

32. A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS
    Statistics & Risk Modeling, 1985, 3, (3-4), 357-362
    See also Working Paper A strong law for the oscillation modulus of the multivariate empirical process, Other publications TiSEM (1985) (1985)