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John H. J. Einmahl - MaRDI portal

John H. J. Einmahl

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Person:193781

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zbMath Open einmahl.john-h-jMaRDI QIDQ193781

List of research outcomes

PublicationDate of PublicationType
Two-Sample Testing for Tail Copulas with an Application to Equity Indices2024-03-06Paper
Extreme value inference for heterogeneous power law data2023-08-31Paper
Cube root weak convergence of empirical estimators of a density level set2022-06-24Paper
Empirical tail copulas for functional data2021-12-03Paper
Goodness-of-fit testing for copulas: a distribution-free approach2020-10-07Paper
Cube root weak convergence of empirical estimators of a density level set2020-06-02Paper
Improved estimation of the extreme value index using related variables2019-12-27Paper
Limits to Human Life Span Through Extreme Value Theory2019-11-12Paper
Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme2019-06-12Paper
Estimation of Extreme Depth-Based Quantile Regions2019-06-07Paper
Statistics of Heteroscedastic Extremes2019-05-09Paper
An M-Estimator of Spatial Tail Dependence2019-05-09Paper
A continuous updating weighted least squares estimator of tail dependence in high dimensions2018-08-03Paper
The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales2017-10-09Paper
A continuous updating weighted least squares estimator of tail dependence in high dimensions2017-08-31Paper
Specification tests in nonparametric regression2016-06-06Paper
Testing for central symmetry2015-12-22Paper
Bridging centrality and extremity: refining empirical data depth using extreme value statistics2015-11-18Paper
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks2015-06-10Paper
Asymptotically distribution-free goodness-of-fit testing for tail copulas2015-05-11Paper
Records in Athletics Through Extreme-Value Theory2014-05-02Paper
Estimating extreme bivariate quantile regions2013-06-25Paper
Testing for bivariate spherical symmetry2013-04-05Paper
An M-estimator for tail dependence in arbitrary dimensions2012-12-10Paper
Central limit theorems for local empirical processes near boundaries of sets2012-09-19Paper
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition2012-09-03Paper
Asymptotics for the Hirsch Index2011-11-26Paper
Estimation of extreme risk regions under multivariate regular variation2011-09-14Paper
Superefficient estimation of the marginals by exploiting knowledge on the copula2011-07-19Paper
Asymptotics of the shorth plot2010-08-19Paper
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion2009-08-19Paper
A method of moments estimator of tail dependence2009-03-02Paper
Statistics of extremes under random censoring2009-03-02Paper
https://portal.mardi4nfdi.de/entity/Q35024712008-05-23Paper
Generalized probability--probability plots2007-02-14Paper
Asymptotic normality of extreme value estimators on \(C[0,1\)]2006-06-21Paper
General Weak Laws of Large Numbers for Bootstrap Sample Means2005-08-25Paper
Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach2005-02-22Paper
Empirical likelihood based hypothesis testing2003-06-29Paper
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications2003-05-06Paper
Some results for empirical processes of locally dependent arrays2003-02-10Paper
Smallest nonparametric tolerance regions.2002-11-14Paper
Nonparametric estimation of the spectral measure of an extreme value distribution.2002-11-14Paper
The functional law of the iterated logarithm for the empirical process based on sample means2002-05-23Paper
Confidence tubes for multiple quantile plots via empirical likelihood2001-03-29Paper
On the approximation of an integral by a sum of random variables1999-05-26Paper
Poisson and Gaussian approximation of weighted local empirical processes1999-01-14Paper
Estimating the spectral measure of an extreme value distribution1999-01-14Paper
Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process1997-11-11Paper
On the strong limiting behavior of local functionals of empirical processes based upon censored data1997-03-13Paper
Tail processes under heavy random censorship with applications1997-01-07Paper
A short and elementary proof of the main Bahadur-Kiefer theorem1996-09-12Paper
Maximal type test statistics based on conditional processes1996-07-18Paper
A Bahadur-Kiefer theorem beyond the largest observation1996-02-13Paper
Asymptotic confidence intervals for the length of the shortt under random censoring1996-02-13Paper
Estimating a multidimensional extreme-value distribution1993-12-06Paper
Bahadur–Kiefer Theorems for Uniform Spacings Processes1993-09-22Paper
Confidence bands for the quantile function under random censoring1993-08-24Paper
Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions1993-04-01Paper
Limit theorems for tail processes with application to intermediate quantile estimation1993-01-17Paper
The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process1993-01-16Paper
Limit theorems for a general weighted process under random censoring1993-01-16Paper
Generalized quantile processes1992-09-27Paper
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39862991992-06-27Paper
Bahadur-Kiefer theorems for the product-limit process1990-01-01Paper
The empirical distribution function as a tail estimator1990-01-01Paper
A moment estimator for the index of an extreme-value distribution1989-01-01Paper
Limit theorems for the negative parts of weighted multivariate empirical processes with application1989-01-01Paper
On the standarized empirical process1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34826271989-01-01Paper
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics1988-01-01Paper
The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings1988-01-01Paper
Strong bounds for weighted empirical distribution functions based on uniform spacings1988-01-01Paper
Laws of the iterated logarithm in the tails for weighted uniform empirical processes1988-01-01Paper
Strong limit theorems for weighted quantile processes1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38023141988-01-01Paper
Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents1988-01-01Paper
A general form of the law of the iterated logarithm for the weighted multivariate empirical process1987-01-01Paper
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes1987-01-01Paper
The almost sure behavior of the oscillation modulus of the multivariate empirical process1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37562191987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38055481987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38318011987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38318961986-01-01Paper
Bounds for weighted multivariate empirical distribution functions1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37005191985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37965371985-01-01Paper

Research outcomes over time


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