John Einmahl : Citation Profile

Universiteit van Tilburg

14

H index

22

i10 index

725

Citations

RESEARCH PRODUCTION:

32

Articles

163

Papers

RESEARCH ACTIVITY:

   40 years (1985 - 2025). See details.
   Cites by year: 18
   Journals where John Einmahl has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 82 (10.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei24
   Updated: 2026-09-26    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Zhou, Chen (3)

Laeven, Roger (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Einmahl.

Is cited by:

STUPFLER, Gilles (18)

Van Keilegom, Ingrid (10)

Schaumburg, Julia (10)

Simar, Leopold (9)

Krajina, Andrea (8)

Daouia, Abdelaati (7)

Cai, Juan-Juan (6)

Henry, Marc (6)

Schienle, Melanie (6)

Zhou, Chen (6)

Jochmans, Koen (6)

Cites to:

Gabaix, Xavier (9)

Zhou, Chen (8)

Xiao, Zhijie (6)

Velasco, Carlos (6)

Delgado, Miguel (6)

Magnus, Jan (5)

Cai, Juan-Juan (5)

Van Keilegom, Ingrid (4)

Remillard, Bruno (4)

Levchenko, Andrei (4)

di Giovanni, Julian (4)

Main data

Where John Einmahl has published?

Journals with more than one article published# docs
Journal of Multivariate Analysis8
Statistica Neerlandica6
Journal of the Royal Statistical Society Series B4
Statistics & Probability Letters3
Journal of the American Statistical Association2
Stochastic Processes and their Applications2

Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers ISBA / Universit� catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)4
LIDAM Reprints ISBA / Universit� catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3

Recent works citing John Einmahl (2025 and 2024)

YearTitle of citing document
2025Sectoral exposure to heat: heterogeneous impacts of extreme heat on workplace accidents in Italy. (2025). Marin, Giovanni ; Oo, Aung Tun. In: FEEM Working Papers. RePEc:ags:feemwp:376269.

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2025Wasserstein–Aitchison GAN for angular measures of multivariate extremes. (2025). Segers, Johan ; Rootzn, Holger ; Lhaut, Stphane. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025010.

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2025A penalized least squares estimator for extreme-value mixture models. (2025). Segers, Johan ; Kiriliouk, Anna ; Mourahib, Anas. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025015.

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2025Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression. (2025). Staud, Torben ; Segers, Johan ; Bcher, Axel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025021.

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2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

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2026On the mean-field limit of diffusive games through the master equation: extreme value analysis. (2024). Bayraktar, Erhan ; Kolliopoulos, Nikolaos. In: Papers. RePEc:arx:papers:2410.18869.

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2024Estimation of the Adjusted Standard-deviatile for Extreme Risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Papers. RePEc:arx:papers:2411.07203.

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2024Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks. (2024). STUPFLER, Gilles ; Yang, Fan ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2411.07212.

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2024Asymptotics of Sum of Heavy-tailed Risks with Copulas. (2024). Zhang, YI ; Yang, Fan. In: Papers. RePEc:arx:papers:2411.09657.

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2025Causal analysis of extreme risk in a network of industry portfolios. (2025). Kluppelberg, Claudia ; Krali, Mario. In: Papers. RePEc:arx:papers:2504.00523.

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2026On Design of Representative Distributionally Robust Formulations for Evaluation of Tail Risk Measures. (2025). Deo, Anand. In: Papers. RePEc:arx:papers:2506.16230.

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2026Tail copula representation of path-based maximal tail dependence. (2026). Tsunekawa, Haruki ; Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2604.05985.

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2026Anchored Geodesic Analysis for Multivariate Extremes. (2026). Zhou, Chen ; Quaini, Alberto. In: Papers. RePEc:arx:papers:2607.13112.

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2026Simulating Stress Laws under Extremal Dependence: Characterizing What Generative Models Must Preserve. (2026). Deo, Anand ; Gupta, Mantu. In: Papers. RePEc:arx:papers:2608.13056.

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2024Estimation of the adjusted standard‐deviatile for extreme risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:643-671.

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2024Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:760-800.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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2024Testing extreme warming and geographical heterogeneity. (2024). Gonzalo, Jesus ; Olmo, Jos ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45023.

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2024Tail risk driven by investment losses and exogenous shocks. (2024). Tang, Qihe ; Man, Xinyue. In: ASTIN Bulletin. RePEc:cup:astinb:v:54:y:2024:i:3:p:712-737_10.

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2026Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter. (2026). Zhang, Xin ; Dinnocenzo, Enzo ; Schwaab, Bernd ; Lucas, Andr. In: Working Paper Series. RePEc:ecb:ecbwps:20263166.

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2024Interpreting an escape from an eviction trap as a social account: A Gramscian reading of a credit union’s policies in support of social housing tenants. (2024). Carlisle, Liam ; Lee, Bill. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235423000308.

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2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

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2024Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Leng, Xuan ; Peng, Liang. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204.

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2024On uniform inference in nonlinear models with endogeneity. (2024). Khan, Shakeeb ; Nekipelov, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622000409.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001167.

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2025Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776.

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2024Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:95-103.

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2026Extremes in FX returns and fundamentals. (2026). Cumperayot, Phornchanok ; de Vries, Casper G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625001834.

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2024Estimation of extreme multivariate expectiles with functional covariates. (2024). Laloe, Thomas ; di Bernardino, Elena ; Pakzad, Cambyse. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001380.

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2024Latent model extreme value index estimation. (2024). Ilmonen, Pauliina ; Lietzen, Niko ; Viitasaari, Lauri ; Virta, Joni. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000071.

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2024On extreme quantile region estimation under heavy-tailed elliptical distributions. (2024). Ilmonen, Pauliina ; Viitasaari, Lauri ; Pere, Jaakko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000216.

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2024Multivariate directional tail-weighted dependence measures. (2024). Li, Xiaoting ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000265.

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2025Maximum likelihood estimation of elliptical tail. (2025). Lee, Sangyeol ; Kim, Moosup. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000897.

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2025On estimation and order selection for multivariate extremes via clustering. (2025). Bai, Shuyang ; Tang, HE ; Deng, Shiyuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000211.

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2025Measuring and testing tail equivalence. (2025). Koike, Takaaki ; Yoshiba, Toshinao ; Kato, Shogo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:209:y:2025:i:c:s0047259x25000557.

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2025Inference for overparametrized hierarchical Archimedean copulas. (2025). Tang, Yanbo ; Perreault, Samuel ; Pan, Ruyi ; Reid, Nancy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:210:y:2025:i:c:s0047259x25000788.

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2026Properties of CoVaR based on tail expansions of copulas. (2026). Li, Xiaoting ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:211:y:2026:i:c:s0047259x25001058.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024Fastest marathon times achievable based on extreme value statistics. (2024). Kebe, Malick ; Nadarajah, Saralees. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005788.

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2026Measuring interlayer dependence of large degrees in multilayer inhomogeneous random graphs. (2026). Han, Zhuoye ; Wang, Tiandong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:682:y:2026:i:c:s0378437125008258.

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2024Dependent conditional tail expectation for extreme levels. (2024). Goegebeur, Yuri ; Qin, Jing ; Guillou, Armelle. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400036x.

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2024Regular variation in Hilbert spaces and principal component analysis for functional extremes. (2024). Clemenon, Stephan ; Huet, Nathan ; Sabourin, Anne. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:174:y:2024:i:c:s0304414924000814.

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2025Emergence of multivariate extremes in multilayer inhomogeneous random graphs. (2025). Wang, Tiandong ; Cirkovic, Daniel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:190:y:2025:i:c:s0304414925002066.

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2025Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator. (2025). Li, Yizhou ; Polak, Pawe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000562.

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2025Simple Approximations and Interpretation of Pareto Index and Gini Coefficient Using Mean Absolute Deviations and Quantile Functions. (2025). Wen, Qifu ; Pinsky, Eugene. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:30-:d:1720243.

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2024A New Class of Reduced-Bias Generalized Hill Estimators. (2024). Henriques-Rodrigues, Ligia ; Gomes, Ivette M ; Caeiro, Frederico. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2866-:d:1478401.

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2024Predicting Random Walks and a Data-Splitting Prediction Region. (2024). Haile, Mulubrhan G ; Zhang, Lingling ; Olive, David J. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:1:p:2-33:d:1315222.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04672516.

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2025Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2025). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0446.

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2025What factors truly drive crop virtual water trade? A systematic literature review. (2025). Woniak-Jasiska, Katarzyna ; Igbaroola, Ayomide Hannah ; Sapa, Agnieszka. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:13:y:2025:i:1:d:10.1186_s40100-025-00441-y.

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2024Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5.

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2024Extremal index: estimation and resampling. (2024). Ferreira, Marta. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01406-9.

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2025A difference-based method for testing no effect in nonparametric regression. (2025). Wang, Yuedong ; Tong, Tiejun ; Li, Zhijian. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01479-0.

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2025Inference for New Environmental Contours Using Extreme Value Analysis. (2025). Simpson, Emma S ; Tawn, Jonathan A. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:3:d:10.1007_s13253-024-00612-2.

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2024The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association. (2024). Bouzebda, Salim ; Berrahou, Nour-Eddine ; Douge, Lahcen. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:2:d:10.1007_s11009-024-10086-x.

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2024A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size. (2024). Zaigraev, Alexander. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:2:d:10.1007_s00184-023-00910-8.

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2024A tail index estimation for long memory processes. (2024). Wang, Lihong. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:8:d:10.1007_s00184-023-00938-w.

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2025A new method for estimating the tail index using truncated sample mean. (2025). Fuquan, Tang ; Dong, Han. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:6:d:10.1007_s00184-024-00984-y.

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2025A new method for estimating the tail index using truncated sample mean. (2025). Fuquan, Tang ; Dong, Han. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:8:d:10.1007_s00184-024-00984-y.

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2025Seismic hazard assessment for some selected historical pharaonic temples’ sites, south of Egypt. (2025). Hamed, Ahmed ; El-Amin, Ezzat M ; Abdel, Ahmed M ; Adly, Ashraf. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:2:d:10.1007_s11069-024-06884-8.

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2025Nelson-Aalen Tail Product-limit Process and Extreme Value Index Estimation Under Random Censorship. (2025). Necir, Abdelhakim ; Meraghni, Djamel ; Soltane, Louiza. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:87:y:2025:i:2:d:10.1007_s13171-025-00384-y.

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2025Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data. (2025). Mohammedi, Mustapha ; Bouzebda, Salim ; Laksaci, Ali. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:2:d:10.1007_s11203-025-09328-7.

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2025Marginal expected shortfall risk measure for time series. (2025). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09334-9.

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2024Nonparametric estimator of the tail dependence coefficient: balancing bias and variance. (2024). , Maxime ; Garcin, Matthieu. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01582-w.

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2024Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069.

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2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

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2026Estimation and inference for the persistence of extremely high temperatures. (2026). Lin, Yicong ; Wang, Chenhui ; Schaumburg, Julia ; Cai, Juan Juan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20260002.

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2025Accurate Estimates of Ultimate 100-Meter Records. (2025). He, YI ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:0bc0a105-4324-4d73-990b-34b11efd14f4.

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2024Tail Copula Estimation for Heteroscedastic Extremes. (2024). Einmahl, John ; Zhou, C. In: Other publications TiSEM. RePEc:tiu:tiutis:6bcb09c5-8b19-48b8-9320-b80e0d9db36b.

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2024Extreme expectile estimation for short-tailed data, with an application to market risk assessment. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:127937.

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2025Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction. (2024). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:129693.

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2025Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. (2025). STUPFLER, Gilles ; Nemouchi, Boutheina ; Daouia, Abdelaati ; Abbas, Yasser. In: TSE Working Papers. RePEc:tse:wpaper:130105.

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2026Extreme value inference for heterogeneous heavy-tailed data: A derandomization theory. (2026). Stupfler, Gilles ; Hachem, Joseph ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:131598.

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2026Spatio‐Temporal Modelling of Extreme Induced Seismicity in the Presence of An Evolving Measurement Network. (2026). Atkinson, Peter M ; Towe, Ross ; Varty, Zak ; Tawn, Jonathan A ; Murphy, Conor. In: Environmetrics. RePEc:wly:envmet:v:37:y:2026:i:3:n:e70090.

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2025Conditional Density Kernel Estimation Under Random Censorship for Functional Weak Dependence Data. (2025). Belguerna, Abderrahmane ; Daoudi, Hamza ; Alshahrani, Fatimah ; Elmezouar, Zouaoui Chikr. In: Journal of Mathematics. RePEc:wly:jjmath:v:2025:y:2025:i:1:n:2159604.

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Works by John Einmahl:

YearTitleTypeCited
2011An M-Estimator For Tail Dependence In Arbitrary Dimensions In: LIDAM Discussion Papers ISBA.
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2012An M-estimator for tail dependence in arbitrary dimensions.(2012) In: LIDAM Reprints ISBA.
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2011An M-Estimator for Tail Dependence in Arbitrary Dimensions.(2011) In: Discussion Paper.
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2011An M-Estimator for Tail Dependence in Arbitrary Dimensions.(2011) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 42		paper
2012An M-estimator for tail dependence in arbitrary dimensions.(2012) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 42		paper
2014An M-estimator of spatial tail dependence In: LIDAM Discussion Papers ISBA.
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2016An M-estimator of spatial tail dependence.(2016) In: LIDAM Reprints ISBA.
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This paper has nother version. Agregated cites: 14		paper
2016An M-estimator of spatial tail dependence.(2016) In: Journal of the Royal Statistical Society Series B.
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2014An M-estimator of Spatial Tail Dependence.(2014) In: Discussion Paper.
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This paper has nother version. Agregated cites: 14		paper
2014An M-estimator of Spatial Tail Dependence.(2014) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 14		paper
2016A continuous updating weighted least squares estimator of tail dependence in high dimensions In: LIDAM Discussion Papers ISBA.
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2018A continuous updating weighted least squares estimator of tail dependence in high dimensions.(2018) In: LIDAM Reprints ISBA.
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This paper has nother version. Agregated cites: 15		paper
2016A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions.(2016) In: Discussion Paper.
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2016A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions.(2016) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 15		paper
2020Empirical tail copulas for functional data In: LIDAM Discussion Papers ISBA.
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2020Empirical Tail Copulas for Functional Data.(2020) In: Discussion Paper.
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This paper has nother version. Agregated cites: 0		paper
2020Empirical Tail Copulas for Functional Data.(2020) In: Other publications TiSEM.
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2008Records in Athletics Through Extreme-Value Theory In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article17
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2009Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks In: Journal of the American Statistical Association.
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2015Estimation of the marginal expected shortfall: the mean when a related variable is extreme In: Journal of the Royal Statistical Society Series B.
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2016Statistics of heteroscedastic extremes In: Journal of the Royal Statistical Society Series B.
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2017Estimation of extreme depth-based quantile regions In: Journal of the Royal Statistical Society Series B.
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2010Asymptotics for the Hirsch Index In: Scandinavian Journal of Statistics.
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1987Recent PH.D. Theses in The Netherlands In: Statistica Neerlandica.
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1990The empirical distribution function as a tail estimator In: Statistica Neerlandica.
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1990The empirical distribution function as a tail estimator.(1990) In: Other publications TiSEM.
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1995Asymptotic confidence intervals for the length of the shortt under random censoring In: Statistica Neerlandica.
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1995Asymptotic confidence intervals for the length of the shortt under random censoring.(1995) In: Other publications TiSEM.
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2011Ultimate 100‐m world records through extreme‐value theory In: Statistica Neerlandica.
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2009Ultimate 100m World Records Through Extreme-Value Theory.(2009) In: Discussion Paper.
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2009Ultimate 100m World Records Through Extreme-Value Theory.(2009) In: Other publications TiSEM.
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1985A STRONG LAW FOR THE OSCILLATION MODULUS OF THE MULTIVARIATE EMPIRICAL PROCESS In: Statistics & Risk Modeling.
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1985A strong law for the oscillation modulus of the multivariate empirical process.(1985) In: Other publications TiSEM.
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2008Specification tests in nonparametric regression In: Journal of Econometrics.
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2011Superefficient estimation of the marginals by exploiting knowledge on the copula In: Journal of Multivariate Analysis.
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2010Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula.(2010) In: Other publications TiSEM.
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1987The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes In: Journal of Multivariate Analysis.
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1987The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes.(1987) In: Other publications TiSEM.
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1988The almost sure behavior of maximal and minimal multivariate kn-spacings In: Journal of Multivariate Analysis.
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1988The almost sure behavior of maximal and minimal multivariate k_n -spacings.(1988) In: Other publications TiSEM.
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1989Limit theorems for the negative parts of weighted multivariate empirical processes with application In: Journal of Multivariate Analysis.
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1989Limit theorems for the negative parts of weighted multivariate empirical processes with application.(1989) In: Other publications TiSEM.
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1990Bahadur-Kiefer theorems for the product-limit process In: Journal of Multivariate Analysis.
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1990Bahadur-Kiefer theorems for the product-limit process.(1990) In: Other publications TiSEM.
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1992Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions In: Journal of Multivariate Analysis.
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1992Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions.(1992) In: Other publications TiSEM.
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1993Estimating a Multidimensional Extreme-Value Distribution In: Journal of Multivariate Analysis.
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1993Estimating a multidimensional extreme-value distribution.(1993) In: Other publications TiSEM.
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1995A Bahadur-Kiefer Theorem beyond the Largest Observation In: Journal of Multivariate Analysis.
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1995A Bahadur-Kiefer theorem beyond the largest observation.(1995) In: Other publications TiSEM.
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1997Poisson and Gaussian approximation of weighted local empirical processes In: Stochastic Processes and their Applications.
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1997Poisson and Gaussian approximation of weighted local empirical processes.(1997) In: Other publications TiSEM.
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1997Estimating the spectral measure of an extreme value distribution In: Stochastic Processes and their Applications.
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1997Estimating the spectral measure of an extreme value distribution.(1997) In: Other publications TiSEM.
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1992Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings In: Statistics & Probability Letters.
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1992Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings.(1992) In: Other publications TiSEM.
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1987A general form of the law of the iterated logarithm for the weighted multivariate empirical process In: Statistics & Probability Letters.
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1987A general form of the law of the iterated logarithm for the weighted multivariate empirical process.(1987) In: Other publications TiSEM.
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1987The almost sure behavior of the oscillation modulus of the multivariate empirical process In: Statistics & Probability Letters.
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1987The almost sure behaviour of the oscillation modulus of the multivariate empirical process.(1987) In: Other publications TiSEM.
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1998On the approximation of an integral by a sum of random variables In: International Journal of Stochastic Analysis.
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1998On the approximation of an integral by a sum of random variables.(1998) In: Other publications TiSEM.
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2019Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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2017Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case.(2017) In: Discussion Paper.
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2017Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case.(2017) In: Other publications TiSEM.
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2012Testing for bivariate spherical symmetry In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2010Testing for Bivariate Spherical Symmetry.(2010) In: Other publications TiSEM.
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2012Testing for bivariate spherical symmetry.(2012) In: Other publications TiSEM.
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2019Limits to Human Life Span Through Extreme Value Theory In: Journal of the American Statistical Association.
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2017Limits to Human Life Span Through Extreme Value Theory.(2017) In: Discussion Paper.
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2017Limits to Human Life Span Through Extreme Value Theory.(2017) In: Other publications TiSEM.
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2009Estimating Extreme Bivariate Quantile Regions In: Discussion Paper.
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2009Estimating Extreme Bivariate Quantile Regions.(2009) In: Other publications TiSEM.
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2004Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach In: Discussion Paper.
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2004Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach.(2004) In: Other publications TiSEM.
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2004Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition In: Discussion Paper.
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2004Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition.(2004) In: Other publications TiSEM.
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2025Accurate Estimates of Ultimate 100-Meter Records In: Discussion Paper.
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2006Tests for Independence in Nonparametric Regression In: Discussion Paper.
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2006Tests for Independence in Nonparametric Regression.(2006) In: Other publications TiSEM.
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2008Tests for independence in nonparametric regression.(2008) In: Other publications TiSEM.
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2014Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas In: Discussion Paper.
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2014Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas.(2014) In: Other publications TiSEM.
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2008The Shorth Plot In: Discussion Paper.
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2010The Shorth Plot.(2010) In: Other publications TiSEM.
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2008The Shorth Plot.(2008) In: Other publications TiSEM.
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2004Generalized Probability-Probability Plots In: Discussion Paper.
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2004Generalized Probability-Probability Plots.(2004) In: Other publications TiSEM.
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2023Empirical Likelihood Based Testing for Multivariate Regular Variation In: Discussion Paper.
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2011On the Choice of Prior in Bayesian Model Averaging In: Discussion Paper.
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2011On the Choice of Prior in Bayesian Model Averaging.(2011) In: Other publications TiSEM.
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2002Empirical Likelihood based on Hypothesis Testing In: Discussion Paper.
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2003Empirical likelihood based hypothesis testing.(2003) In: Other publications TiSEM.
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2002Empirical Likelihood based on Hypothesis Testing.(2002) In: Other publications TiSEM.
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2004Goodness-of-fit Tests in Nonparametric Regression In: Discussion Paper.
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2006Goodness-of-Fit Tests in Nonparametric Regression.(2006) In: Discussion Paper.
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2004Goodness-of-fit Tests in Nonparametric Regression.(2004) In: Other publications TiSEM.
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2006Goodness-of-Fit Tests in Nonparametric Regression.(2006) In: Other publications TiSEM.
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2006Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators In: Discussion Paper.
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2006Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators.(2006) In: Other publications TiSEM.
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2024Extreme Value Inference for General Heterogeneous Data In: Discussion Paper.
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2022Extreme Value Inference for General Heterogeneous Data.(2022) In: Discussion Paper.
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2006Statistics of Extremes under Random Censoring In: Discussion Paper.
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2006Statistics of Extremes under Random Censoring.(2006) In: Other publications TiSEM.
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2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices In: Discussion Paper.
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2020Cube Root Weak Convergence of Empirical Estimators of a Density Level Set In: Discussion Paper.
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2020Cube Root Weak Convergence of Empirical Estimators of a Density Level Set.(2020) In: Other publications TiSEM.
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2024Tail Copula Estimation for Heteroscedastic Extremes In: Discussion Paper.
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2007A Method of Moments Estimator of Tail Dependence In: Discussion Paper.
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2008A method of moments estimator of tail dependence.(2008) In: Other publications TiSEM.
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2007A Method of Moments Estimator of Tail Dependence.(2007) In: Other publications TiSEM.
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2018Improved Estimation of the Extreme Value Index Using Related Variables In: Discussion Paper.
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2018Improved Estimation of the Extreme Value Index Using Related Variables.(2018) In: Other publications TiSEM.
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2009The Half-Half Plot In: Discussion Paper.
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2012The half-half plot.(2012) In: Other publications TiSEM.
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2009The Half-Half Plot.(2009) In: Other publications TiSEM.
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2004General Weak Laws of Large Numbers for Bootstrap Sample Means In: Discussion Paper.
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2005General weak laws of large numbers for Bootstrap sample means.(2005) In: Other publications TiSEM.
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2004General Weak Laws of Large Numbers for Bootstrap Sample Means.(2004) In: Other publications TiSEM.
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2003Asymptotic Normality of Extreme Value Estimators on C[0,1] In: Discussion Paper.
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2006Asymptotic normality of extreme value estimators on C[0,1].(2006) In: Other publications TiSEM.
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2003Asymptotic Normality of Extreme Value Estimators on C[0,1].(2003) In: Other publications TiSEM.
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2024Variance-Reduced Risk Inference in Semi-Supervised Settings In: Discussion Paper.
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2021Extreme Value Statistics in Semi-Supervised Models In: Discussion Paper.
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2020Spatial Dependence and Space-Time Trend in Extreme Events In: Discussion Paper.
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2020Spatial Dependence and Space-Time Trend in Extreme Events.(2020) In: Other publications TiSEM.
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2015Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics In: Discussion Paper.
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2015Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics.(2015) In: Other publications TiSEM.
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2007Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets In: Discussion Paper.
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2007Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets.(2007) In: Other publications TiSEM.
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2018Testing the Multivariate Regular Variation Model In: Discussion Paper.
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2018Testing the Multivariate Regular Variation Model.(2018) In: Other publications TiSEM.
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2020Unified Extreme Value Estimation for Heterogeneous Data In: Discussion Paper.
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2008Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution In: Discussion Paper.
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2008Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution.(2008) In: Other publications TiSEM.
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2009Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution.(2009) In: Other publications TiSEM.
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2011Visualizing Multiple Quantile Plots In: Discussion Paper.
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2013Visualizing multiple quantile plots.(2013) In: Other publications TiSEM.
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2011Visualizing Multiple Quantile Plots.(2011) In: Other publications TiSEM.
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2017Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas In: Discussion Paper.
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2017Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas.(2017) In: Other publications TiSEM.
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2001The two-sample problem in Rm and measure-valued martingales In: Other publications TiSEM.
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2006Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition In: Other publications TiSEM.
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1993Confidence bands for the quantile function under random censoring In: Other publications TiSEM.
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2000A strong approximation of the shortt process In: Other publications TiSEM.
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1992Bahadur-Kiefer theorems for uniform spacings processes In: Other publications TiSEM.
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2000Some results for empirical processes of locally dependent arrays In: Other publications TiSEM.
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1992The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process In: Other publications TiSEM.
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1989A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes In: Other publications TiSEM.
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2005Van observatie tot extrapolatie : Gefundeerde methoden voor de analyse van extreme gebeurtenissen In: Other publications TiSEM.
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1987A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings In: Other publications TiSEM.
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1986Some properties of weighted compound multivariate empirical processes In: Other publications TiSEM.
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1988Processus empiriques multidimensionnels : Apercu de quelques resultats recents In: Other publications TiSEM.
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1995Tail processes under heavy random censorship with applications In: Other publications TiSEM.
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1992Limit theorems for a general weighted process under random censoring In: Other publications TiSEM.
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2001Nonparametric estimation of the spectral measure of an extreme value distribution In: Other publications TiSEM.
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1988Laws of the iterated logarithm in the tails for weighted uniform empirical processes In: Other publications TiSEM.
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1988On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics In: Other publications TiSEM.
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1996Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process In: Other publications TiSEM.
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1996On the strong limiting behavior of local functionals of empirical processes based upon censored data In: Other publications TiSEM.
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