Poisson and Gaussian approximation of weighted local empirical processes
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- Einmahl, John H. J., 1997. "Poisson and Gaussian approximation of weighted local empirical processes," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 31-58, October.
References listed on IDEAS
- Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar, 1997.
"Estimating the spectral measure of an extreme value distribution,"
Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 143-171, October.
- J Einmahl, .H. & de Haan, L. & Sinha, A., 1997. "Estimating the spectral measure of an extreme value distribution," Other publications TiSEM ac22e123-1e5d-448a-981e-a, Tilburg University, School of Economics and Management.
- Csörgo, Miklós & Mason, David M., 1985. "On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails," Stochastic Processes and their Applications, Elsevier, vol. 21(1), pages 119-132, December.
- Mason, David M., 1983. "The asymptotic distribution of weighted empirical distribution functions," Stochastic Processes and their Applications, Elsevier, vol. 15(1), pages 99-109, June.
- Einmahl, J.H.J. & Mason, D.M., 1988. "Laws of the iterated logarithm in the tails for weighted uniform empirical processes," Other publications TiSEM d5a5a8d5-c060-4344-9675-2, Tilburg University, School of Economics and Management.
- Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J., 1987. "Multivariate empirical processes," Other publications TiSEM 4d74fa6b-5281-48ea-aa4d-5, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J., 1996. "Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process," Other publications TiSEM e4026f4e-14f7-4c80-9f72-2, Tilburg University, School of Economics and Management.
- Einmahl, J. H.J., 1992. "The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process," Other publications TiSEM 5520438c-0aea-424b-b2c4-2, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Ruymgaart, F.H., 1995. "Tail processes under heavy random censorship with applications," Other publications TiSEM a77f6162-4e20-4e5f-8250-9, Tilburg University, School of Economics and Management.
Citations
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Cited by:
- Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011.
"An M-Estimator for Tail Dependence in Arbitrary Dimensions,"
Discussion Paper
2011-013, Tilburg University, Center for Economic Research.
- Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012. "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA 2012035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM 7d447c58-3e8f-4387-b36b-e, Tilburg University, School of Economics and Management.
- EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM 27508aa0-9825-4d9e-b1f4-1, Tilburg University, School of Economics and Management.
- Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar, 1997.
"Estimating the spectral measure of an extreme value distribution,"
Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 143-171, October.
- J Einmahl, .H. & de Haan, L. & Sinha, A., 1997. "Estimating the spectral measure of an extreme value distribution," Other publications TiSEM ac22e123-1e5d-448a-981e-a, Tilburg University, School of Economics and Management.
- John H. J. Einmahl & Fan Yang & Chen Zhou, 2021.
"Testing the Multivariate Regular Variation Model,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 907-919, October.
- Einmahl, John & Yang, Fan & Zhou, Chen, 2018. "Testing the Multivariate Regular Variation Model," Discussion Paper 2018-044, Tilburg University, Center for Economic Research.
- Einmahl, John & Yang, Fan & Zhou, Chen, 2018. "Testing the Multivariate Regular Variation Model," Other publications TiSEM dd3c4dd0-7181-40f3-af44-f, Tilburg University, School of Economics and Management.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"Gaussian approximation of suprema of empirical processes,"
CeMMAP working papers
CWP44/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP75/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP41/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 41/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 44/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 75/13, Institute for Fiscal Studies.
- Claudia Klüppelberg & Gabriel Kuhn & Liang Peng, 2008. "Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 701-718, December.
- Chan, Ngai-Hang & Lee, Thomas C.M. & Peng, Liang, 2010. "On nonparametric local inference for density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 509-515, February.
- Estate Khmaladze & Wolfgang Weil, 2018. "Fold-up derivatives of set-valued functions and the change-set problem: A Survey," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 1-38, February.
- Uwe Einmahl & David M. Mason, 2000. "An Empirical Process Approach to the Uniform Consistency of Kernel-Type Function Estimators," Journal of Theoretical Probability, Springer, vol. 13(1), pages 1-37, January.
- Chiapino, Mael & Sabourin, Anne & Segers, Johan, 2018. "Identifying groups of variables with the potential of being large simultaneously," LIDAM Discussion Papers ISBA 2018006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jan Beirlant & John H. J. Einmahl, 2010.
"Asymptotics for the Hirsch Index,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 355-364, September.
- Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Other publications TiSEM 2670b5ef-bb04-4ce8-82b2-7, Tilburg University, School of Economics and Management.
- Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Discussion Paper 2007-86, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Other publications TiSEM c3485b9b-a0bd-456f-9baa-0, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Segers, J.J.J., 2008.
"Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution,"
Other publications TiSEM
e9340b9a-fe69-4e77-8594-8, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Segers, J.J.J., 2009. "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM ffef2e15-c4a8-471f-b730-1, Tilburg University, School of Economics and Management.
- 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.
- Einmahl, John & Krajina, Andrea, 2023. "Empirical Likelihood Based Testing for Multivariate Regular Variation," Discussion Paper 2023-001, Tilburg University, Center for Economic Research.
- Krajina, A., 2010. "An M-estimator of multivariate tail dependence," Other publications TiSEM 66518e07-db9a-4446-81be-c, Tilburg University, School of Economics and Management.
- D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023.
"Nonparametric difference-in-differences in repeated cross-sections with continuous treatments,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
- Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2021. "Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments," Papers 2104.14458, arXiv.org, revised May 2022.
- Estate Khmaladze & Wolfgang Weil, 2008. "Local empirical processes near boundaries of convex bodies," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 813-842, December.
- Einmahl, J.H.J. & Khmaladze, E.V., 2007.
"Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets,"
Other publications TiSEM
c4c26f2d-99d3-473f-9900-e, Tilburg University, School of Economics and Management.
- 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.
- Einmahl, John & Krajina, Andrea, 2023. "Empirical Likelihood Based Testing for Multivariate Regular Variation," Other publications TiSEM 261583f5-c571-48c6-8cea-9, Tilburg University, School of Economics and Management.
- Dümbgen, Lutz & Wellner, Jon A. & Wolff, Malcolm, 2016. "A law of the iterated logarithm for Grenander’s estimator," Stochastic Processes and their Applications, Elsevier, vol. 126(12), pages 3854-3864.
- Einmahl, J.H.J. & Deheuvels, P., 2000. "Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications," Other publications TiSEM ac9bbdc0-62f8-4b48-9a84-1, Tilburg University, School of Economics and Management.
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