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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Bovenberg, Ary Lans"
~person:"Einmahl, John H. J."
~type_genre:"Working Paper"
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Bovenberg, Ary Lans
Einmahl, John H. J.
Kleijnen, Jack P. C.
73
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69
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67
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63
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37
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ECONIS (ZBW)
44
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Superefficient estimation of the marginals by exploiting knowledge on the copula
Einmahl, John H. J.
;
Akker, Ramon van den
-
2010
Persistent link: https://www.econbiz.de/10008746125
Saved in:
6
A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674635
Saved in:
7
Central limit theorems for local emprical processes near boundaries of sets
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003661444
Saved in:
8
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
9
On the choice of prior in Bayesian model averaging
Einmahl, John H. J.
;
Kumar, Kamlesh
;
Magnus, Jan R.
-
2011
Persistent link: https://www.econbiz.de/10008807390
Saved in:
10
An M-estimator for tail dependence in arbitrary dimensions
Einmahl, John H. J.
;
Krajina, Andrea
;
Segers, Johan
-
2011
Persistent link: https://www.econbiz.de/10008841187
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