Information about:
John Einmahl

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Affiliation

• CentER for Economic Research
  Universiteit van Tilburg

  Location: Tilburg, Netherlands
  Homepage: http://center.uvt.nl/
  Email:
  Phone: 31 13 4663050
  Fax: 31 13 4663066
  Postal: P.O. Box 90153, 5000 LE Tilburg
  Handle: RePEc:edi:cekubnl (registered authors at this institution)

Working papers

1. Einmahl, J.H.J. & Haan, L.F.M. de, 2009. "Estimating Extreme Bivariate Quantile Regions," Discussion Paper 2009-29, Tilburg University, Center for Economic Research. [Downloadable!]

2. Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Discussion Paper 2008-24, Tilburg University, Center for Economic Research. [Downloadable!]

3. Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research. [Downloadable!]

4. Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research. [Downloadable!]

5. Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Discussion Paper 2007-66, Tilburg University, Center for Economic Research. [Downloadable!]

6. Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Discussion Paper 2007-86, Tilburg University, Center for Economic Research. [Downloadable!]

7. Einmahl, John H.J. & Fils-Villetard, Amelie & Guillou, Armelle, 2006. "Statistics of extremes under random censoring," Discussion Paper 62, Tilburg University, Center for Economic Research. [Downloadable!]

8. Einmahl, John H.J. & Van Keilegom, Ingrid, 2006. "Tests for independence in nonparametric regression," Discussion Paper 80, Tilburg University, Center for Economic Research. [Downloadable!]

9. Einmahl, John H.J. & Li, Jun & Liu, Regina Y., 2006. "Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators," Discussion Paper 104, Tilburg University, Center for Economic Research. [Downloadable!]

10. Einmahl, John H.J. & Magnus, Jan R., 2006. "Records in athletics through extreme-value theory," Discussion Paper 83, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:
    • Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391. [Downloadable!] (restricted)

11. Mushkudiani, N.A. & Einmahl, J.H.J., 2004. "Generalized probability-probability plots," Discussion Paper 84, Tilburg University, Center for Economic Research. [Downloadable!]

12. Einmahl, J.H.J. & Omolo, B.O. & Puri, M.L. & Ruymgaart, F.H., 2004. "Aligned rank statistics for repeated measurement models with orthonormal design, employing a chernoff-savage approach," Discussion Paper 15, Tilburg University, Center for Economic Research. [Downloadable!]

13. Einmahl, J.H.J. & Haan, L. de & Li, D., 2004. "Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition," Discussion Paper 71, Tilburg University, Center for Economic Research. [Downloadable!]

14. Einmahl, J.H.J. & Rosalsky, A., 2004. "General weak laws of large numbers for bootstrap sample means," Discussion Paper 112, Tilburg University, Center for Economic Research. [Downloadable!]

15. Einmahl, J.H.J. & Keilegom, I. van, 2004. "Goodness-of-fit tests in nonparametric regression," Discussion Paper 12, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
    • Einmahl, John H.J. & Van Keilegom, Ingrid, 2006. "Goodness-of-fit tests in nonparametric regression," Discussion Paper 79, Tilburg University, Center for Economic Research. [Downloadable!]

16. Einmahl, J.H.J. & Lin, T., 2003. "Asymptotic normality of extreme value estimators on C[0,1]," Discussion Paper 132, Tilburg University, Center for Economic Research. [Downloadable!]

17. Einmahl, J.H.J. & McKeague, I.W., 2002. "Empirical likelihood based hypothesis testing," Discussion Paper 92, Tilburg University, Center for Economic Research. [Downloadable!]

18. J.H.J. Einmahl & L.F.M. De Haan, 1998. "Nonparametric estimation of the spectral measure of an extreme value distribution," Econometric Institute Report 1998, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

1. Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391. [Downloadable!] (restricted)
   Other versions:
   • Einmahl, John H.J. & Magnus, Jan R., 2006. "Records in athletics through extreme-value theory," Discussion Paper 83, Tilburg University, Center for Economic Research. [Downloadable!]

2. Einmahl, John H.J. & Van Keilegom, Ingrid, 2008. "Specification tests in nonparametric regression," Journal of Econometrics, Elsevier, vol. 143(1), pages 88-102, March. [Downloadable!] (restricted)

3. John H.J. Einmahl & Walter N. Foppen & Olivier W. Laseroms & Casper G. de Vries, 2005. "VaR stress tests for highly non-linear portfolios," Journal of Risk Finance, Emerald Group Publishing, vol. 6(5), pages 382-387, November. [Downloadable!] (restricted)

4. John Einmahl & Axel Munk, 2002. "Guest editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(2), pages 129-131. [Downloadable!] (restricted)

5. Einmahl, J. H. J., 1995. "A Bahadur-Kiefer Theorem beyond the Largest Observation," Journal of Multivariate Analysis, Elsevier, vol. 55(1), pages 29-38, October. [Downloadable!] (restricted)

6. Einmahl, J. H. J. & Dehaan, L. & Huang, X., 1993. "Estimating a Multidimensional Extreme-Value Distribution," Journal of Multivariate Analysis, Elsevier, vol. 47(1), pages 35-47, October. [Downloadable!] (restricted)

7. Einmahl, John H. J. & van Zuijlen, Martien C. A., 1992. "Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 411-419, April. [Downloadable!] (restricted)

8. Deheuvels, Paul & Einmahl, John H. J., 1992. "Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions," Journal of Multivariate Analysis, Elsevier, vol. 43(2), pages 200-217, November. [Downloadable!] (restricted)

9. Beirlant, Jan & Einmahl, John H. J., 1990. "Bahadur-Kiefer theorems for the product-limit process," Journal of Multivariate Analysis, Elsevier, vol. 35(2), pages 276-294, November. [Downloadable!] (restricted)

10. Einmahl, John H. J., 1989. "Limit theorems for the negative parts of weighted multivariate empirical processes with application," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 199-218, May. [Downloadable!] (restricted)

11. Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H., 1988. "The almost sure behavior of maximal and minimal multivariate kn-spacings," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 155-176, January. [Downloadable!] (restricted)

12. Einmahl, J. H. J. & Ruymgaart, F. H., 1987. "The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 263-273, April. [Downloadable!] (restricted)

13. Einmahl, John H. J., 1987. "A general form of the law of the iterated logarithm for the weighted multivariate empirical process," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 181-185, April. [Downloadable!] (restricted)

14. Einmahl, J. H. J. & Ruymgaart, F. H., 1987. "The almost sure behavior of the oscillation modulus of the multivariate empirical process," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 87-96, November. [Downloadable!] (restricted)

1. NEP-COM: Industrial Competition (1) 2006-09-30
2. NEP-ECM: Econometrics (17) 2002-11-13 2004-02-08 2004-03-07 2004-04-11 2004-09-30 2004-10-21 2004-12-02 2006-07-09 2006-09-16 2006-09-16 2006-11-18 2007-09-16 2007-10-20 2007-11-10 2008-03-01 2008-05-05 2009-05-30 Author is listed
3. NEP-EEC: European Economics (1) 2006-09-30
4. NEP-ETS: Econometric Time Series (1) 2004-12-02
5. NEP-FIN: Finance (1) 2006-09-30
6. NEP-FMK: Financial Markets (1) 2006-09-30
7. NEP-IFN: International Finance (1) 2004-12-02
8. NEP-RMG: Risk Management (2) 2004-03-07 2006-11-18
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This page was last updated on 2009-11-18.