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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 2020-09-04. Update your information in the RePEc Author Service.

Short-id: pei24


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Working Papers

2020

  1. Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2020) Downloads
  2. Empirical Tail Copulas for Functional Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2020) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2020) Downloads
  3. Goodness-of-fit testing for copulas: A distribution-free approach
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  4. Spatial Dependence and Space-Time Trend in Extreme Events
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2020) Downloads
  5. Unified Extreme Value Estimation for Heterogeneous Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2018

  1. A continuous updating weighted least squares estimator of tail dependence in high dimensions
    ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2016) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2016) Downloads View citations (2)
    IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2016)
  2. Improved Estimation of the Extreme Value Index Using Related Variables
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2018) Downloads
  3. Testing the Multivariate Regular Variation Model
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2018) Downloads

2017

  1. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2017) Downloads
  2. Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2017) Downloads

    See also Journal Article in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2019)
  3. Limits to Human Life Span Through Extreme Value Theory
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2017) Downloads

    See also Journal Article in Journal of the American Statistical Association (2019)

2016

  1. An M-estimator of spatial tail dependence
    ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (3)
    Also in IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2014) Downloads View citations (5)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2014) Downloads

    See also Journal Article in Journal of the Royal Statistical Society Series B (2016)

2015

  1. Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2015) Downloads

2014

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

    See also Journal Article in Journal of the Royal Statistical Society Series B (2017)
  3. Statistics of Heteroscedastic Extremes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2014) Downloads

    See also Journal Article in Journal of the Royal Statistical Society Series B (2016)

2013

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

2012

  1. An M-estimator for tail dependence in arbitrary dimensions
    ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (9)
    Also in IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences), Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2011) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads View citations (24)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (6)
  2. Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads

    See also Journal Article in Journal of the Royal Statistical Society Series B (2015)
  3. Testing for bivariate spherical symmetry
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads

    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2012)
  4. The half-half plot
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2009) Downloads

2011

  1. Estimation of extreme risk regions under multivariate regular variation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (11)
  2. On the Choice of Prior in Bayesian Model Averaging
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (6)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads

2010

  1. Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads

    See also Journal Article in Journal of Multivariate Analysis (2011)
  2. The Shorth Plot
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2008) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2008) Downloads

2009

  1. Estimating Extreme Bivariate Quantile Regions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) Downloads
  2. Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (14)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2008) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2008) Downloads View citations (1)
  3. Ultimate 100m World Records Through Extreme-Value Theory
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2009) Downloads

    See also Journal Article in Statistica Neerlandica (2011)

2008

  1. A method of moments estimator of tail dependence
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (13)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2007) Downloads
  2. Specification tests in nonparametric regression
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (16)
    See also Journal Article in Journal of Econometrics (2008)
  3. Tests for independence in nonparametric regression
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (12)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads View citations (2)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads

2007

  1. Asymptotics for the Hirsch Index
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007) Downloads

    See also Journal Article in Scandinavian Journal of Statistics (2010)
  2. Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007) Downloads

2006

  1. Asymptotic normality of extreme value estimators on C[0,1]
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2003) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2003) Downloads
  2. Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads
  3. Goodness-of-Fit Tests in Nonparametric Regression
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2004) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2004) Downloads
  4. Records in Athletics through Extreme-Value Theory
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads

    See also Journal Article in Journal of the American Statistical Association (2008)
  5. Statistics of Extremes under Random Censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads
  6. 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 Downloads View citations (29)

2005

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

2004

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

2003

  1. Empirical likelihood based hypothesis testing
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (24)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) Downloads View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2002) Downloads

2001

  1. Nonparametric estimation of the spectral measure of an extreme value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (22)
  2. Smallest nonparametric tolerance regions
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (9)
  3. 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 Downloads
  4. The two-sample problem in Rm and measure-valued martingales
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2000

  1. A strong approximation of the shortt process
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
  3. Some results for empirical processes of locally dependent arrays
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1999

  1. Confidence tubes for multiple quantile plots via empirical likelihood
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (21)

1998

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

1997

  1. Estimating the spectral measure of an extreme value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (13)
    See also Journal Article in Stochastic Processes and their Applications (1997)
  2. Poisson and Gaussian approximation of weighted local empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (14)
    See also Journal Article in Stochastic Processes and their Applications (1997)

1996

  1. A short and elementary proof of the main Bahadur-Kiefer theorem
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
  2. Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
  3. Maximal type test statistics based on conditional processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
  4. 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 Downloads View citations (2)

1995

  1. A Bahadur-Kiefer theorem beyond the largest observation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Journal of Multivariate Analysis (1995)
  2. Asymptotic confidence intervals for the length of the shortt under random censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Statistica Neerlandica (1995)
  3. Tail processes under heavy random censorship with applications
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

1993

  1. Confidence bands for the quantile function under random censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Estimating a multidimensional extreme-value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    See also Journal Article in Journal of Multivariate Analysis (1993)

1992

  1. 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 Downloads View citations (3)
    See also Journal Article in Journal of Multivariate Analysis (1992)
  2. Bahadur-Kiefer theorems for uniform spacings processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  3. Generalized quantile processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (17)
  4. Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    See also Journal Article in Statistics & Probability Letters (1992)
  5. Limit theorems for a general weighted process under random censoring
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  6. Limit theorems for tail processes with application to intermediate quantile estimation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (10)
  7. 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 Downloads

1990

  1. Bahadur-Kiefer theorems for the product-limit process
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Journal of Multivariate Analysis (1990)
  2. The empirical distribution function as a tail estimator
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)
    See also Journal Article in Statistica Neerlandica (1990)

1989

  1. A moment estimator for the index of an extreme-value distribution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (129)
  2. 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 Downloads
  3. Limit theorems for the negative parts of weighted multivariate empirical processes with application
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Journal of Multivariate Analysis (1989)
  4. On the standarized empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Statistica Neerlandica (1989)

1988

  1. A characterization of weak convergence of weighted multivariate empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Laws of the iterated logarithm in the tails for weighted uniform empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
  3. 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 Downloads View citations (1)
  4. Processus empiriques multidimensionnels: Apercu de quelques resultats recents
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  5. Strong bounds for weighted empirical distribution functions based on uniform spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  6. Strong limit theorems for weighted quantile processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (4)
  7. The almost sure behavior of maximal and minimal multivariate k_n -spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
    See also Journal Article in Journal of Multivariate Analysis (1988)

1987

  1. A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. 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 Downloads
    See also Journal Article in Statistics & Probability Letters (1987)
  3. Multivariate empirical processes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)
  4. The almost sure behaviour of the oscillation modulus of the multivariate empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
    See also Journal Article in Statistics & Probability Letters (1987)
  5. 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 Downloads
    See also Journal Article in Journal of Multivariate Analysis (1987)

1986

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

1985

  1. A strong law for the oscillation modulus of the multivariate empirical process
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Statistics & Risk Modeling (1985)
  2. Bounds for weighted multivariate empirical distribution functions
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  3. On the Kolmogorov-Smirnov statistic of certain dependent random variables
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

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 Downloads
    See also Working Paper (2017)
  2. Limits to Human Life Span Through Extreme Value Theory
    Journal of the American Statistical Association, 2019, 114, (527), 1075-1080 Downloads View citations (1)
    See also Working Paper (2017)

2017

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

2016

  1. An M-estimator of spatial tail dependence
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 275-298 Downloads View citations (4)
    See also Working Paper (2016)
  2. Statistics of heteroscedastic extremes
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 31-51 Downloads View citations (22)
    See also Working Paper (2014)

2015

  1. 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 Downloads View citations (12)
    See also Working Paper (2012)

2012

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

2011

  1. Superefficient estimation of the marginals by exploiting knowledge on the copula
    Journal of Multivariate Analysis, 2011, 102, (9), 1315-1319 Downloads
    See also Working Paper (2010)
  2. Ultimate 100‐m world records through extreme‐value theory
    Statistica Neerlandica, 2011, 65, (1), 32-42 Downloads View citations (2)
    See also Working Paper (2009)

2010

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

2009

  1. Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
    Journal of the American Statistical Association, 2009, 104, (487), 982-992 Downloads View citations (6)

2008

  1. Records in Athletics Through Extreme-Value Theory
    Journal of the American Statistical Association, 2008, 103, (484), 1382-1391 Downloads View citations (8)
    See also Working Paper (2006)
  2. Specification tests in nonparametric regression
    Journal of Econometrics, 2008, 143, (1), 88-102 Downloads View citations (16)
    See also Working Paper (2008)

2002

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

1998

  1. On the approximation of an integral by a sum of random variables
    International Journal of Stochastic Analysis, 1998, 11, 1-8 Downloads
    See also Working Paper (1998)

1997

  1. Estimating the spectral measure of an extreme value distribution
    Stochastic Processes and their Applications, 1997, 70, (2), 143-171 Downloads View citations (13)
    See also Working Paper (1997)
  2. Poisson and Gaussian approximation of weighted local empirical processes
    Stochastic Processes and their Applications, 1997, 70, (1), 31-58 Downloads View citations (14)
    See also Working Paper (1997)

1995

  1. A Bahadur-Kiefer Theorem beyond the Largest Observation
    Journal of Multivariate Analysis, 1995, 55, (1), 29-38 Downloads
    See also Working Paper (1995)
  2. Asymptotic confidence intervals for the length of the shortt under random censoring
    Statistica Neerlandica, 1995, 49, (1), 1-8 Downloads
    See also Working Paper (1995)

1993

  1. Estimating a Multidimensional Extreme-Value Distribution
    Journal of Multivariate Analysis, 1993, 47, (1), 35-47 Downloads View citations (4)
    See also Working Paper (1993)

1992

  1. 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 Downloads View citations (3)
    See also Working Paper (1992)
  2. Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
    Statistics & Probability Letters, 1992, 13, (5), 411-419 Downloads View citations (1)
    See also Working Paper (1992)

1990

  1. Bahadur-Kiefer theorems for the product-limit process
    Journal of Multivariate Analysis, 1990, 35, (2), 276-294 Downloads
    See also Working Paper (1990)
  2. The empirical distribution function as a tail estimator
    Statistica Neerlandica, 1990, 44, (2), 79-82 Downloads
    See also Working Paper (1990)

1989

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

1988

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

1987

  1. A general form of the law of the iterated logarithm for the weighted multivariate empirical process
    Statistics & Probability Letters, 1987, 5, (3), 181-185 Downloads
    See also Working Paper (1987)
  2. Recent PH.D. Theses in The Netherlands
    Statistica Neerlandica, 1987, 41, (1), 65-67 Downloads
  3. The almost sure behavior of the oscillation modulus of the multivariate empirical process
    Statistics & Probability Letters, 1987, 6, (2), 87-96 Downloads View citations (4)
    See also Working Paper (1987)
  4. 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 Downloads
    See also Working Paper (1987)

1985

  1. A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS
    Statistics & Risk Modeling, 1985, 3, (3-4), 357-362 Downloads
    See also Working Paper (1985)
 
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