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Multivariate empirical processes

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  • Einmahl, J.H.J.

    (Tilburg University, School of Economics and Management)

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  • Einmahl, J.H.J., 1987. "Multivariate empirical processes," Other publications TiSEM 4d74fa6b-5281-48ea-aa4d-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:4d74fa6b-5281-48ea-aa4d-5cc3d8f4ac8a
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    Cited by:

    1. Cai, J., 2012. "Estimation concerning risk under extreme value conditions," Other publications TiSEM a92b089f-bc4c-41c2-b297-c, Tilburg University, School of Economics and Management.
    2. Gantner, M., 2010. "Some nonparametric diagnostic statistical procedures and their asymptotic behavior," Other publications TiSEM eb04bdba-bf8a-4f6c-8dd8-9, Tilburg University, School of Economics and Management.
    3. 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.
    4. 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.
    5. Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015. "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 417-442, March.
    6. John Einmahl & Maria Gantner, 2012. "Testing for bivariate spherical symmetry," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 54-73, March.
    7. Billio Monica & Frattarolo Lorenzo & Guégan Dominique, 2021. "Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case," Dependence Modeling, De Gruyter, vol. 9(1), pages 43-61, January.
    8. B. N. Cheng & S. T. Rachev, 1995. "Multivariate Stable Futures Prices," Mathematical Finance, Wiley Blackwell, vol. 5(2), pages 133-153, April.
    9. Einmahl, J.H.J. & McKeague, I.W., 2002. "Empirical Likelihood based on Hypothesis Testing," Other publications TiSEM 402576fa-8c0e-45e2-a394-8, Tilburg University, School of Economics and Management.
    10. John H. J. Einmahl & Andrew Rosalsky, 2001. "The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means," Journal of Theoretical Probability, Springer, vol. 14(2), pages 577-597, April.

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