1
TITLE: Limits to Human Life Span Through Extreme Value Theory
AUTHORS: Jesson J Einmahl; John H J Einmahl; Laurens de Haan;
PUBLISHED: 2019, SOURCE: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, VOLUME: 114, ISSUE: 527
INDEXED IN: Scopus WOS
2
TITLE: Statistics of heteroscedastic extremes  Full Text
AUTHORS: John H J Einmahl; Laurens de Haan; Chen Zhou;
PUBLISHED: 2016, SOURCE: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, VOLUME: 78, ISSUE: 1
INDEXED IN: WOS CrossRef
3
TITLE: Estimation of the marginal expected shortfall: the mean when a related variable is extreme  Full Text
AUTHORS: Juan Juan Cai; John H J Einmahl; Laurens de Haan; Chen Zhou;
PUBLISHED: 2015, SOURCE: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, VOLUME: 77, ISSUE: 2
INDEXED IN: WOS CrossRef
4
TITLE: Estimating extreme bivariate quantile regions  Full Text
AUTHORS: John H J Einmahl; Laurens de Haan; Andrea Krajina;
PUBLISHED: 2013, SOURCE: EXTREMES, VOLUME: 16, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
5
TITLE: ESTIMATION OF EXTREME RISK REGIONS UNDER MULTIVARIATE REGULAR VARIATION
AUTHORS: Juan Juan Cai; John H J Einmahl; Laurens De Haan;
PUBLISHED: 2011, SOURCE: ANNALS OF STATISTICS, VOLUME: 39, ISSUE: 3
INDEXED IN: WOS CrossRef
6
TITLE: Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
AUTHORS: Einmahl, JHJ; De Haan, L; Li, D;
PUBLISHED: 2006, SOURCE: Annals of Statistics, VOLUME: 34, ISSUE: 4
INDEXED IN: Scopus CrossRef
7
TITLE: Nonparametric estimation of the spectral measure of an extreme value distribution
AUTHORS: Einmahl, JHJ; De Haan, L; Piterbarg, VI;
PUBLISHED: 2001, SOURCE: Annals of Statistics, VOLUME: 29, ISSUE: 5
INDEXED IN: Scopus
8
TITLE: value distribution
AUTHORS: Vladimir I Piterbarg; Laurens de Haan; John H.J Einmahl;
PUBLISHED: 2001, SOURCE: Ann. Statist. - The Annals of Statistics, VOLUME: 29, ISSUE: 5
INDEXED IN: CrossRef
9
TITLE: Estimating the spectral measure of an extreme value distribution  Full Text
AUTHORS: Einmahl, JHJ; De Haan, L; Sinha, AK;
PUBLISHED: 1997, SOURCE: Stochastic Processes and their Applications, VOLUME: 70, ISSUE: 2
INDEXED IN: Scopus