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isPartOf:"Econometric reviews"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of applied econometrics"
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
3
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
Saved in:
4
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
5
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
6
Extremal connectedness of hedge funds
Mhalla, Linda
;
Hambuckers, Julien
;
Lambert, Marie
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644
Saved in:
7
Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.
;
Wang, Yulong
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
Saved in:
8
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
9
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
Saved in:
10
Size distributions reconsidered
Schluter, Christian
;
Trede, Mark
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 695-710
Persistent link: https://www.econbiz.de/10012181347
Saved in:
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