John H. J. Einmahl

Tilburg University - Department of Econometrics & Operations Research

P.O. Box 90153

5000 LE Tilburg

Netherlands

SCHOLARLY PAPERS

37

DOWNLOADS
Rank 15,017

SSRN RANKINGS

Top 15,017

in Total Papers Downloads

3,441

SSRN CITATIONS
Rank 35,039

SSRN RANKINGS

Top 35,039

in Total Papers Citations

13

CROSSREF CITATIONS

6

Scholarly Papers (37)

1.

Ultimate 100M World Records through Extreme-Value Theory

CentER Discussion Paper Series No. 2009-57
Number of pages: 15 Posted: 13 Jul 2009
John H. J. Einmahl and Sander Smeets
Tilburg University - Department of Econometrics & Operations Research and affiliation not provided to SSRN
Downloads 869 (28,639)
Citation 2

Abstract:

Loading...

100m running, endpoint estimation, statistics of extremes, world record

2.

Records in Athletics Through Extreme-Value Theory

CentER Discussion Paper Series No. 2006-83
Number of pages: 17 Posted: 12 Oct 2006
John H. J. Einmahl and J.R. Magnus
Tilburg University - Department of Econometrics & Operations Research and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 550 (52,957)
Citation 2

Abstract:

Loading...

Endpoint estimation, exceedance probability, ranking, statistics of extremes, world record

3.

Goodness-of-Fit Tests in Nonparametric Regression

CentER Discussion Paper No. 2006-79
Number of pages: 23 Posted: 23 Jul 2004
John H. J. Einmahl and Ingrid van Keilegom
Tilburg University - Department of Econometrics & Operations Research and Catholic University of Louvain (UCL) - School of Statistics
Downloads 159 (199,243)
Citation 1

Abstract:

Loading...

Bootstrap, empirical process, goodness-of-fit, location-scale regression, model diagnostics, nonparametric regression, test for independence, weak convergence

4.

Estimation of the Marginal Expected Shortfall: The Mean When a Related Variable is Extreme

CentER Discussion Paper Series No. 2012-080
Number of pages: 28 Posted: 27 Sep 2012
Juan-Juan Cai, John H. J. Einmahl, Laurens de Haan and Chen Zhou
Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Econometrics & Operations Research, Erasmus University Rotterdam (EUR) - Department of Econometrics and De Nederlandsche Bank
Downloads 148 (211,475)
Citation 3

Abstract:

Loading...

asymptotic normality, extreme values, tail dependence

5.

Extreme Value Theory Approach to Simultaneous Monitoring and Tresholding of Multiple Risk Indicators

CentER Discussion Paper Series No. 2006-104
Number of pages: 28 Posted: 20 Nov 2006
John H. J. Einmahl, Jun Li and Regina Y. Liu
Tilburg University - Department of Econometrics & Operations Research, University of California, Riverside (UCR) and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 148 (211,475)
Citation 1

Abstract:

Loading...

Extreme value theory, extreme quantile, multiple risk indicators, multivariate quantile, rare event, statistics of extremes, threshold system

6.

Estimation of Extreme Depth-Based Quantile Regions

CentER Discussion Paper Series No. 2014-035
Number of pages: 24 Posted: 29 May 2014
Yi He and John H. J. Einmahl
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 115 (256,887)
Citation 1

Abstract:

Loading...

Extreme value statistics, halfspace depth, multivariate quantile, outlier detection, rare event, tail dependence

7.

Limits to Human Life Span Through Extreme Value Theory

CentER Discussion Paper Series No. 2017-051
Number of pages: 14 Posted: 21 Dec 2017
Jesson Einmahl, John H. J. Einmahl and Laurens de Haan
Tilburg University, Tilburg University - Department of Econometrics & Operations Research and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 105 (273,889)
Citation 4

Abstract:

Loading...

aging, endpoint, extreme value index, oldest, statistics of extremes

8.

A Method of Moments Estimator of Tail Dependence

CentER Discussion Paper No. 2007-80
Number of pages: 32 Posted: 29 Oct 2007
John H. J. Einmahl, Andrea Krajina and Johan Segers
Tilburg University - Department of Econometrics & Operations Research, University of Gottingen, Institute of Mathematical Stochastics and Catholic University of Louvain (UCL)
Downloads 104 (275,718)

Abstract:

Loading...

asymptotic properties, confidence regions, goodness-of-fit test, meta-elliptical distribution, method of moments, multivariate extremes, tail dependence

9.

Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition

CentER Discussion Paper Series No. 2004-71
Number of pages: 35 Posted: 05 Jan 2005
John H. J. Einmahl, Laurens de Haan and Deyuan Li
Tilburg University - Department of Econometrics & Operations Research, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 103 (277,519)
Citation 3

Abstract:

Loading...

Approximations, multivariate analysis

10.

General Weak Laws of Large Numbers for Bootstrap Sample Means

CentER Discussion Paper Series No. 2004-112
Number of pages: 18 Posted: 04 Jan 2005
John H. J. Einmahl and Andrew Rosalsky
Tilburg University - Department of Econometrics & Operations Research and University of Florida - Department of Statistics
Downloads 99 (285,051)

Abstract:

Loading...

bootstrap sample mean, weak law of large numbers, convergence in probability, almost certain convergence

11.

On the Choice of Prior in Bayesian Model Averaging

CentER Working Paper No. 2011-003
Number of pages: 29 Posted: 31 May 2011 Last Revised: 26 Apr 2017
John H. J. Einmahl, Kamlesh Kumar and J.R. Magnus
Tilburg University - Department of Econometrics & Operations Research, Durham University, Business School, Department of Economics and Finance, Students and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 93 (296,809)
Citation 2

Abstract:

Loading...

Model averaging, Bayesian analysis, Subbotin prior

12.

Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas

CentER Discussion Paper Series No. 2014-041
Number of pages: 28 Posted: 03 Jul 2014 Last Revised: 04 Jul 2014
University of Amsterdam - Faculty of Economics and Business (FEB), Tilburg University - Department of Econometrics & Operations Research, Victoria University of Wellington - School of Mathematical and Computing Sciences and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 88 (307,210)

Abstract:

Loading...

Extreme value theory, tail dependence, goodness-of-fit testing

13.

Tests for Independence in Nonparametric Regression

CentER Discussion Paper Series No. 2006-80
Number of pages: 18 Posted: 17 Sep 2006
John H. J. Einmahl and Ingrid van Keilegom
Tilburg University - Department of Econometrics & Operations Research and Catholic University of Louvain (UCL) - School of Statistics
Downloads 85 (313,897)
Citation 1

Abstract:

Loading...

empirical process, model diagnostics, nonparametric regression, test for independence, weak convergence

14.

Asymptotics for the Hirsch Index

CentER Discussion Paper Series No. 2007-86
Number of pages: 12 Posted: 04 Nov 2007
Jan Beirlant and John H. J. Einmahl
Catholic University of Leuven (KUL) and Tilburg University - Department of Econometrics & Operations Research
Downloads 61 (377,285)
Citation 3

Abstract:

Loading...

asymptotic normality; confidence interval; extreme value theory; research output; scientometrics; tail empirical process.

15.

Statistics of Extremes Under Random Censoring

CentER Discussion Paper No. 2006-62
Number of pages: 25 Posted: 31 Jul 2006
John H. J. Einmahl, Amélie Fils-Villetard and Armelle Guillou
Tilburg University - Department of Econometrics & Operations Research, University of Paris VI Pierre et Marie Curie and University of Paris VI Pierre et Marie Curie
Downloads 59 (383,552)
Citation 1

Abstract:

Loading...

Asymptotic normality, extreme value index, extreme quantiles, random censoring

16.

Statistics of Heteroscedastic Extremes

CentER Discussion Paper Series No. 2014-015
Number of pages: 25 Posted: 19 Feb 2014
John H. J. Einmahl, Laurens de Haan and Chen Zhou
Tilburg University - Department of Econometrics & Operations Research, Erasmus University Rotterdam (EUR) - Department of Econometrics and De Nederlandsche Bank
Downloads 56 (393,339)
Citation 2

Abstract:

Loading...

Extreme value statistics, functional limit theorems, scale

17.

Generalized Probability-Probability Plots

CentER Discussion Paper Series No. 2004-84
Number of pages: 19 Posted: 05 Jan 2005
Nino A. Mushkudiani and John H. J. Einmahl
Erasmus University Medical Center Rotterdam - Department of Public Health and Tilburg University - Department of Econometrics & Operations Research
Downloads 55 (396,682)
Citation 1

Abstract:

Loading...

Probability theory, limit theorems

18.

Estimating Extreme Bivariate Quantile Regions

CentER Discussion Paper Series No. 2009-29
Number of pages: 22 Posted: 13 Jul 2009
John H. J. Einmahl and Laurens de Haan
Tilburg University - Department of Econometrics & Operations Research and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 48 (421,013)
Citation 2

Abstract:

Loading...

Density contour, extreme value, level set, multivariate quantile, rare event, semiparametric estimation, tail dependence

19.

The Shorth Plot

CentER Discussion Paper No. 2008-24
Number of pages: 24 Posted: 21 Feb 2008
John H. J. Einmahl, Maria Gantner and Günther Sawitzki
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Tilburg University School of Economics and Management and Heidelberg University - StatLab Heidelberg
Downloads 48 (421,013)
Citation 1

Abstract:

Loading...

Data analysis, distribution diagnostics, functional central limit theorem, probability mass concentration

20.

Central Limit Theorems for Local Empirical Processes Near Boundaries of Sets

CentER Discussion Paper Series No. 2007-66
Number of pages: 23 Posted: 05 Sep 2007
John H. J. Einmahl and Estate V. Khmaladze
Tilburg University - Department of Econometrics & Operations Research and Victoria University of Wellington - School of Mathematical and Computing Sciences
Downloads 48 (421,013)
Citation 1

Abstract:

Loading...

Convex body, differentiation of sets, Gaussian behavior, local empirical

21.

Asymptotic Normality of Extreme Value Estimators on C[0,1]

CentER Discussion Paper No. 2003-132
Number of pages: 25 Posted: 24 Jun 2004
John H. J. Einmahl and Tao Lin
Tilburg University - Department of Econometrics & Operations Research and Erasmus University Rotterdam (EUR) - Eurandom Program
Downloads 45 (432,297)

Abstract:

Loading...

Estimation, infinite dimensional systems, convergence, statistics

22.

Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula

CentER Discussion Paper No. 2010-120
Number of pages: 8 Posted: 01 Dec 2010
John H. J. Einmahl and Ramon Van den Akker
Tilburg University - Department of Econometrics & Operations Research and Tilburg University - CentER and department of Econometrics & OR
Downloads 39 (456,620)

Abstract:

Loading...

Copula, Estimation of Marginals, Superefficient Estimation

23.

Bridging Centrality and Extremity: Refining Empirical Data Depth Using Extreme Value Statistics

CentER Discussion Paper Series No. 2015-020
Number of pages: 30 Posted: 25 Mar 2015
John H. J. Einmahl, Li Jun and Regina Y. Liu
Tilburg University - Department of Econometrics & Operations Research, University of California, Riverside (UCR) and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 37 (465,095)

Abstract:

Loading...

Depth, extremes, nonparametric classification, nonparametric multivariate SPC, tail

24.

An M-Estimator for Tail Dependence in Arbitrary Dimensions

CentER Discussion Paper Series No. 2011-013
Number of pages: 24 Posted: 18 Feb 2011
John H. J. Einmahl, Andrea Krajina and Johan Segers
Tilburg University - Department of Econometrics & Operations Research, University of Gottingen, Institute of Mathematical Stochastics and Catholic University of Louvain (UCL)
Downloads 34 (478,592)
Citation 4

Abstract:

Loading...

Asymptotic Statistics, Factor Model, M-Estimation, Multivariate Extremes, Tail Dependence

25.

Visualizing Multiple Quantile Plots

CentER Working Paper Series No. 2011-085
Number of pages: 12 Posted: 08 Aug 2011
Marko A.A. Boon, Ian W. McKeague and John H. J. Einmahl
Eindhoven University of Technology (TUE), affiliation not provided to SSRN and Tilburg University - Department of Econometrics & Operations Research
Downloads 33 (483,279)

Abstract:

Loading...

Confidence region, empirical likelihood, quantile plot, three-sample comparison

26.

A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions

CentER Discussion Paper Series No. 2016-002
Number of pages: 24 Posted: 18 Jan 2016
John H. J. Einmahl, Anna Kiriliouk and Johan Segers
Tilburg University - Department of Econometrics & Operations Research, Catholic University of Louvain (UCL) and Catholic University of Louvain (UCL)
Downloads 30 (497,979)
Citation 2

Abstract:

Loading...

Brown-Resnick process, extremal coeffcient, max-linear model, multivariate extremes

27.

Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach

CentER Discussion Paper No. 2004-15
Number of pages: 20 Posted: 21 Sep 2004
John H. J. Einmahl, B.O. Omolo, Madan L. Puri and F.H. Ruymgaart
Tilburg University - Department of Econometrics & Operations Research, Texas Tech University - Department of Mathematics and Statistics, Indiana University Bloomington - Department of Mathematics and Texas Tech University - Department of Mathematics and Statistics
Downloads 30 (497,979)

Abstract:

Loading...

Aligned rank statistics, orthonormal design matrix, repeated measurements, Chernoff-Savage approach

28.

Testing for Bivariate Spherical Symmetry

CentER Discussion Paper Series No. 2010-71
Number of pages: 19 Posted: 17 Jul 2010
John H. J. Einmahl and Maria Gantner
Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Tilburg University School of Economics and Management
Downloads 22 (543,677)

Abstract:

Loading...

Asymptotic distribution, distribution-free, empirical likelihood, hypothesis test, spherical symmetry

29.

Testing the Multivariate Regular Variation Model

CentER Discussion Paper Series No. 2018-044
Number of pages: 25 Posted: 19 Nov 2018
John H. J. Einmahl, Fan Yang and Chen Zhou
Tilburg University - Department of Econometrics & Operations Research, University of Waterloo - Department of Statistics and Actuarial Science and De Nederlandsche Bank
Downloads 21 (549,827)

Abstract:

Loading...

Extreme value statistics; Hill estimator; local empirical process

30.

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

CentER Discussion Paper Series No. 2008-42
Number of pages: 35 Posted: 27 May 2008
John H. J. Einmahl and Johan Segers
Tilburg University - Department of Econometrics & Operations Research and Catholic University of Louvain (UCL)
Downloads 19 (562,492)
Citation 2

Abstract:

Loading...

functional central limit theorem, local empirical process, moment constraint, multivariate extremes, nonparametric maximum likelihood estimator, tail dependence

31.

An M-Estimator of Spatial Tail Dependence

CentER Discussion Paper Series No. 2014-021
Number of pages: 26 Posted: 11 Mar 2014
John H. J. Einmahl, Anna Kiriliouk, Andrea Krajina and Johan Segers
Tilburg University - Department of Econometrics & Operations Research, Catholic University of Louvain (UCL), University of Gottingen, Institute of Mathematical Stochastics and Catholic University of Louvain (UCL)
Downloads 18 (568,709)
Citation 1

Abstract:

Loading...

Brown-Resnick process; exceedances; multivariate extremes; ranks; spatial

32.

Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas

CentER Discussion Paper Series No. 2017-052
Number of pages: 33 Posted: 21 Dec 2017
Sami Can, John H. J. Einmahl and Roger J. A. Laeven
University of Amsterdam - Faculty of Economics and Business (FEB), Tilburg University - Department of Econometrics & Operations Research and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 17 (574,982)

Abstract:

Loading...

Khmaladze transform, copula estimation, empirical process

33.

Improved Estimation of the Extreme Value Index Using Related Variables

CentER Discussion Paper Series No. 2018-025
Number of pages: 16 Posted: 04 Aug 2018
Hanan Ahmed and John H. J. Einmahl
Tilburg University and Tilburg University - Department of Econometrics & Operations Research
Downloads 15 (587,668)

Abstract:

Loading...

Asymptotic Normality, Heavy Tail, Hill Estimator, Tail Dependence, Variance Reduction

34.

The Half-Half Plot

CentER Discussion Paper Series No. 2009-77
Number of pages: 24 Posted: 04 Oct 2009
John H. J. Einmahl and Maria Gantner
Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Tilburg University School of Economics and Management
Downloads 15 (587,668)

Abstract:

Loading...

Data analysis, functional central limit theorem, graphical methods, jump detection, nonparametric regression

35.

Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: The Groningen Case

CentER Discussion Paper Series No. 2017-050
Number of pages: 30 Posted: 21 Dec 2017
Jan Beirlant, Andrzej Kijko, Tom Reynkens and John H. J. Einmahl
Catholic University of Leuven (KUL), University of Pretoria, KU Leuven - Department of Mathematics and Tilburg University - Department of Econometrics & Operations Research
Downloads 13 (600,861)

Abstract:

Loading...

anthropogenic seismicity, endpoint estimation, extreme value

36.

Empirical Tail Copulas for Functional Data

CentER Discussion Paper Nr. 2020-004
Number of pages: 32 Posted: 04 Mar 2020
John H. J. Einmahl and Johan Segers
Tilburg University - Department of Econometrics & Operations Research and Catholic University of Louvain (UCL)
Downloads 9 (628,077)

Abstract:

Loading...

extreme value statistics, functional data, tail empirical process, tail dependence, tail copula estimation, uniform asymptotic normality.

37.

Spatial Dependence and Space-Time Trends in Extreme Events

CentER Discussion Paper Nr. 2020-009
Number of pages: 26 Posted: 17 Apr 2020
Tilburg University - Department of Econometrics & Operations Research, affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Department of Econometrics, University of Reading and De Nederlandsche Bank
Downloads 3 (670,658)

Abstract:

Loading...

Multivariate extreme value statistics, non-identical distributions, sequential tail empirical process, testing