Multivariate empirical processes / J.H.J. EinmahlA Bahadur-Kiefer theorem beyond the largest observation / J.H.J. EinmahlEstimating a multi-dimensional extreme-value distribution / J.H.J. Einmahl, L. de Haan and Huang XinTail processes under heavy random censorship with applications / J.H.J. Einmahl, F.H. RuymgaartExtension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process / John H.J. EinmahlA short and elementary proof of the main Bahadur-Kiefer theorem / John H.J. EinmahlPoisson and Gaussian approximation of weighted local emperical processes / J.H.J. EinmahlEstimating the spectral measure of an extreme value distribution / John H.J. Einmahl, Laurens de Haan, Ashoke Kumar SinhaSome results for empirical processes of locally dependent time series / J.H.J. Einmahl and F. RuymgaartThe functional law of the iterated logarithm for the empirical process based on sample means / J.H.J. Einmahl, A. RosalskyA strong approximation of the shortt process / J.H.J. Einmahl, M. GeilenNonparametric estimation of the spectral measure of an extreme value distribution / J.H.J. Einmahl, L. de Haan, V.I. PiterbargNonparametric estimation of the spectral measure of an extreme value distribution / Einmahl J.H.J., Haan L.F.M. de, & Piterbarg V.IEmpirical likelihood based hypothesis testing / J.H.J. Einmahl, I.W. McKeagueAsymptotic normality of extreme value estimators on C(0,1) / John H.J. Einmahl, Tao LinEmpirical likelihood based hypothesis testing / John H.J. Einmahl, Ian W. McKeagueAsymptotic normality of extreme value estimators on C[0,1] / by J.H.J. Einmahl, T. LinGoodness-of-fit tests in nonparametric regression / by J.H.J. Einmahl, I. van KeilegomWeighted approximations of tail copula processes with applications to testing the multivariate extreme value condition / J. Einmahl, L. de Haan, D. LiWeighted approximations of tail copula processes with application to testing the multivariate extreme value condition / by J.H.J. Einmahl, L. de Haan, D. LiGeneral weak laws of large numbers for bootstrap sample means / by J.H.J. Einmahl, A. RosalskyGoodness-of-fit tests in nonparametric regression / by John H.J. Einmahl, Ingrid Van KeilegomTests for independence in nonparametric regression / by John H.J. Einmahl, Ingrid Van KeilegomCentral limit theorems for local emprical processes near boundaries of sets / by John H.J. Einmahl, Estáte V. KhmaladzeA method of moments estimator of tail dependence / by John H.J. Einmahl, Andrea Krajina, Johan SegersThe shorth plot / by John H.J. Einmahl, Maria Gantner, Günther SawitzkiMaximum empirical likelihood estimation of the spectral measure of an extreme value distribution / by John H.J. Einmahl, Johan SegersEstimating extreme bivariate quantile regions / by John H.J. Einmahl, Laurens de HaanUltimate 100m world records through extreme-value theory / by John H.J. Einmahl, Sander G.W.R. SmeetsThe half-half plot / by John H.J. Einmahl, Maria GantnerMultivariate empirical processes / Johannes Hubertus Jacob Einmahl
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Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan - Meier estimators of lifetime distributions / by P. Deheuvels, J. EinmahlAsymptotic confidence intervals for the length of the shortt under random censoring / Jan Beirlant, John H.J. EinmahlMaximal type test statistics based on conditional processes / J. Beirlant, J.H.J. EinmahlSmall nonparametric tolerance regions / A. Di Bucchianico, J.H.J. Einmahl, N.A. MushkudianiSmall nonparametric tolerance regions / A. Di Bucchianico, J.H.J. Einmahl and N.A. MushkudianiVaR stress tests for highly non-linear portfolios / J.H.J. Einmahl ... [et al.]Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach / by J.H.J. Einmahl ... [et al.]Generalized probability-probability plots / by N.A. Mushkudiani, J.H.J. EinmahlAsymptotics for the Hirsch index / by Jan Beirlant, John H.J. EinmahlEssays on nonlinear panel data models / Jinghua LeiThree essays in econometric theory / Zhuojiong GanA large deviations approach to the statistics of extreme events / Cees Fouad de ValkMultivariate extreme value statistics for risk assessment / Yi He