John H. J. Einmahl

Identifiers

• name variant John H. J. Einmahl 0.60 · backfill

Papers (7)

1. Bridging centrality and extremity: Refining empirical data depth using extreme value statistics math.ST · 2015 · author #1
2. Asymptotically distribution-free goodness-of-fit testing for tail copulas math.ST · 2015 · author #2
3. Estimation of extreme risk regions under multivariate regular variation math.ST · 2012 · author #2
4. An M-estimator for tail dependence in arbitrary dimensions math.ST · 2011 · author #1
5. Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution math.ST · 2008 · author #1
6. Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition math.ST · 2006 · author #1
7. Asymptotic normality of extreme value estimators on $C[0,1]$ math.ST · 2006 · author #1

Mentions

• 1504.00465 #2 · backfill · confidence 0.70 John H. J. Einmahl
• 1211.5239 #2 · backfill · confidence 0.70 John H. J. Einmahl
• 1112.0905 #1 · backfill · confidence 0.70 John H. J. Einmahl
• 0812.3485 #1 · backfill · confidence 0.70 John H. J. Einmahl

Frequent Coauthors

• Johan Segers 2 shared papers
• Laurens de Haan 2 shared papers
• Andrea Krajina 1 shared papers
• Deyuan Li 1 shared papers
• Estate V. Khmaladze 1 shared papers
• Juan-Juan Cai 1 shared papers
• Jun Li 1 shared papers
• Regina Y. Liu 1 shared papers
• Roger J. A. Laeven 1 shared papers
• Sami Umut Can 1 shared papers
• Tao Lin 1 shared papers