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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - 2017
Persistent link: https://www.econbiz.de/10011764588
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
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Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.; Haan, Laurens de; Sinha, Ashok Kumar - 1995
Persistent link: https://www.econbiz.de/10000959331
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Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.; Li, Jun; Liu, Regina Y. - 2015
Persistent link: https://www.econbiz.de/10011350125
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Estimation of extreme depth-based quantile regions
He, Yi; Einmahl, John H. J. - 2014
Persistent link: https://www.econbiz.de/10011282830
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Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.; Ferreira, Ana; Haan, Laurens de; … - 2020
Persistent link: https://www.econbiz.de/10012182625
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Empirical tail copulas for functional data
Einmahl, John H. J.; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012161555
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Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe; Einmahl, John H. J. - 2020
Persistent link: https://www.econbiz.de/10012227977
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Estimating the maximum possible earthquake magnitude using extreme value methodology : the Groningen case
Beirlant, Jan; Kijko, Andrzej; Reynkens, Tom; Einmahl, … - 2017
Persistent link: https://www.econbiz.de/10011764578