JE
John H. J. Einmahl
math.STstat.THstat.MEstat.APmath.PRConfidence regionEmpirical likelihoodphysics.geo-phThree-sample comparison
On Valency
published · living versionsW_md5md9ph·v1 · currentpublished
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
with Laurens de Haan, Deyuan Li
1 version
W_dxrzu57y·v1published
W_vfy3v878·v1published
Preprints & journals
22 papers in the corpus · 2006–2026Trends in tail dependence of heteroscedastic extremes2604.11335v1 · John H.J. Einmahl, Chen Zhou2026 · 0 citationsarXiv
Tighter confidence intervals for quantiles of heterogeneous data2601.17302v1 · John H.J. Einmahl, Yi He2026 · 0 citationsarXiv
Testing for Conditional Independence in Binary Single-Index Models2512.19641v1 · John H. J. Einmahl, Denis Kojevnikov, Bas J. M. Werker2025 · 0 citationsarXiv
Accurate Estimates of Ultimate 100-Meter Records2502.04085v1 · John Einmahl, Yi He2025 · 1 citationarXiv
Cube root weak convergence of empirical estimators of a density level set2006.02229v1 · Philippe Berthet, John H.J. Einmahl2020 · 1 citationarXiv
Spatial dependence and space-time trend in extreme events2003.04265v1 · John H.J. Einmahl, Ana Ferreira, Laurens de Haan et al.2020 · 5 citationsarXiv
Empirical tail copulas for functional data2001.11408v2 · John H.J. Einmahl, Johan Segers2020 · 4 citationsarXiv
Improved estimation of the extreme value index using related variables1807.06470v1 · Hanan Ahmed, John H.J. Einmahl2018 · 5 citationsarXiv
Goodness-of-Fit Testing for Copulas: A Distribution-Free Approach1710.11504v2 · Sami Umut Can, John H.J. Einmahl, Roger J.A. Laeven2017 · 5 citationsarXiv
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case1709.07662v2 · Jan Beirlant, Andrzej Kijko, Tom Reynkens et al.2017 · 44 citationsNatural Hazards (2018)
A continuous updating weighted least squares estimator of tail dependence in high dimensions1601.04826v1 · John H.J. Einmahl, Anna Kiriliouk, Johan Segers2016 · 40 citationsarXiv
Bridging centrality and extremity: Refining empirical data depth using extreme value statistics1510.08694v1 · John H. J. Einmahl, Jun Li, Regina Y. Liu2015 · 22 citationsAnnals of Statistics 2015, Vol. 43, No. 6, 2738-2765
An M-estimator of spatial tail dependence1403.1975v2 · John Einmahl, Anna Kiriliouk, Andrea Krajina et al.2014 · 3 citationsarXiv
Visualizing Multiple Quantile Plots.24465124 · Boon, Marko A A, Einmahl, John H J, McKeague, Ian W2021 · 6 citationsJournal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America. 2013;22(1):69-78
Estimation of extreme risk regions under multivariate regular variation1211.5239v1 · Juan-Juan Cai, John H. J. Einmahl, Laurens de Haan2012 · 50 citationsAnnals of Statistics 2011, Vol. 39, No. 3, 1803-1826on Valency
An M-estimator for tail dependence in arbitrary dimensions1112.0905v3 · John H. J. Einmahl, Andrea Krajina, Johan Segers2011 · 96 citationsAnnals of Statistics 2012, Vol. 40, No. 3, 1764-1793
Central limit theorems for local empirical processes near boundaries of sets1104.4220v1 · John H.J. Einmahl, Est'ate V. Khmaladze2011 · 7 citationsBernoulli 2011, Vol. 17, No. 2, 545-561
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution0812.3485v2 · John H. J. Einmahl, Johan Segers2008 · 90 citationsAnnals of Statistics 2009, Vol. 37, No. 5B, 2953-2989
Statistics of extremes under random censoring0803.2162v1 · John H.J. Einmahl, Am'elie Fils-Villetard, Armelle Guillou2008 · 84 citationsBernoulli 2008, Vol. 14, No. 1, 207-227on Valency
A method of moments estimator of tail dependence0710.2039v2 · John H.J. Einmahl, Andrea Krajina, Johan Segers2007 · 42 citationsBernoulli 2008, Vol. 14, No. 4, 1003-1026
Weighted approximations of tail copula processes with application to testing the bivariate extreme value conditionmath/0611370v1 · John H. J. Einmahl, Laurens de Haan, Deyuan Li2006 · 71 citationsAnnals of Statistics 2006, Vol. 34, No. 4, 1987-2014on Valency
Asymptotic normality of extreme value estimators on math/0605612v1 · John H. J. Einmahl, Tao Lin2006 · 15 citationsAnnals of Statistics 2006, Vol. 34, No. 1, 469-492
Career total: 187 works. 22 are in this corpus.
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