CentER

CentER is a world-class research institute that draws on the academic expertise of some of the most outstanding minds in the field of economics and business.

Center

John H.J. Einmahl

Address: Department of Econometrics and Operations Research
Tilburg University
P.O. Box 90153
5000 LE Tilburg
The Netherlands
Phone:+31 13 466 8208
Secretary:+31 13 466 2340
Fax:+31 13 466 3280
mail:j.h.j.einmahl@uvt.nl

John H.J. Einmahl is professor of Statistics at the Department of Econometrics and research fellow at CentER, both at Tilburg University. John's research has been published in leading journals in Statistics and Probability Theory. His research interests are mainly in the area of nonparametric statistics and its ramifications, including statistics of extremes, empirical likelihood, generalized quantiles, and (local) empirical processes.

John is an Associate Editor of Bernoulli and Extremes. Since 1994 he is a fellow of the Institute of Mathematical Statistics and since 2005 an elected member of its council. He has been a codirector of the Stochastics of Extremes and Risk Analysis program at the European research institute Eurandom (Eindhoven) from 2001-2004. From 1999-2003 he has been Associate Editor of The Annals of Probability and from 2001-2004 of The Annals of Statistics. In 1998 he visited Florida State University as a Senior Fulbright Scholar.

Publications (Full text available here)

  1. (Together with D.M. Mason)
    Bounds for weighted multivariate empirical distribution functions (1985). Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 70, 563-571.
  2. (Together with F.H. Ruymgaart)
    A strong law for the oscillation modulus of the multivariate empirical process (1985). Statistics and Decisions 3, 357-362.
  3. On the Kolmogorov-Smirnov statistic of certain dependent random variables (1985). Publications de l'institut de Statistique de l'université de Paris 30, 53-57.
  4. (Together with F.H. Ruymgaart)
    Some properties of weighted compound multivariate empirical processes (1986). Sankhya Ser. A 48, 393-403.
  5. (Together with F.H. Ruymgaart)
    The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes (1987). Journal of Multivariate Analysis 21, 263-273.
  6. A general form of the law of the iterated logarithm for the weighted multivariate empirical process (1987). Statistics and Probability Letters 5, 181-185.
  7. Multivariate empirical processes (1987). CWI Tract 32, Amsterdam.
  8. (Together with F.H. Ruymgaart)
    The almost sure behaviour of the oscillation modulus of the multivariate empirical process (1987). Statistics and Probability Letters 6, 87-96.
  9. A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings (1987). Publications de l'institut de Statistique de l'université de Paris 32, 23-27.
  10. (Together with M.C.A. van Zuijlen)
    Strong bounds for weighted empirical distribution functions based on uniform spacings (1988). Annals of Probability 16, 108-125.
  11. (Together with D.M. Mason)
    Laws of the iterated logarithm in the tails for weighted uniform empirical processes (1988). Annals of Probability 16, 126-141.
  12. (Together with P. Deheuvels, D.M. Mason and F.H. Ruymgaart)
    The almost sure behavior of maximal and minimal multivariate kn-spacings (1988). Journal of Multivariate Analysis 24, 155-176.
  13. (Together with F.H. Ruymgaart and J.A. Wellner)
    A characterization of weak convergence of weighted multivariate empirical processes (1988). Acta Scientiarum Mathematicarum (Szeged) 52, 191-205.
  14. (Together with D.M. Mason and F.H. Ruymgaart)
    Processus empiriques multi-dimensionnels: aperçu de quelques résultats récents (1988). International Statistical Review 56, 139-151.
  15. (Together with E. Haeusler and D.M. Mason)
    On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics (1988). Probability Theory and Related Fields 79, 59-74.
  16. (Together with D.M. Mason)
    Strong limit theorems for weighted quantile processes (1988). Annals of Probability 16, 1623-1643.
  17. Limit theorems for the negative parts of weighted multivariate empirical processes with application (1989). Journal of Multivariate Analysis 29, 199-218.
  18. On the standardized empirical process (1989). Statistica Neerlandica 43, 175-179.
  19. (Together with D.M. Mason)
    A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes (1989). Asymptotic Statistics 3, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics, Charles University, 215-227.
  20. (Together with A.L.M. Dekkers and L. de Haan)
    A moment estimator for the index of an extreme-value distribution (1989). Annals of Statistics 17, 1833-1855.
  21. The empirical distribution function as a tail estimator (1990). Statistica Neerlandica 44, 79-82.
  22. (Together with J. Beirlant)
    Bahadur-Kiefer theorems for the product-limit process (1990). Journal of Multivariate Analysis 35, 276-294.
  23. (Together with J. Beirlant, P. Deheuvels and D.M. Mason)
    Bahadur-Kiefer theorems for uniform spacings processes (1991). Teorija Verojtnostei i ee Primenenia 36, 724-743. Also: Theory of Probability and its Applications 36, 647-669 (1992).
  24. The almost sure behavior of the weighted empirical process and the law of the iterated logarithm for the weighted tail empirical process (1992). Annals of Probability 20, 681-695.
  25. (Together with M.C.A. van Zuijlen)
    Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings (1992). Statistics and Probability Letters 13, 411-419.
  26. (Together with A.J. Koning)
    Limit theorems for a general weighted process under random censoring (1992). Canadian Journal of Statistics 20, 93-105.
  27. (Together with D.M. Mason)
    Generalized quantile processes (1992). Annals of Statistics 20, 1062-1078.
  28. Limit theorems for tail processes with application to intermediate quantile estimation (1992). Journal of Statistical Planning and Inference 32, 137-145.
  29. (Together with P. Deheuvels)
    Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions (1992). Journal of Multivariate Analysis 43, 200-217.
  30. Confidence bands for the quantile function under random censoring (1993). Journal of Statistical Planning and Inference 36, 69-75.
  31. (Together with L. de Haan and Huang Xin)
    Estimating a multidimensional extreme-value distribution (1993). Journal of Multivariate Analysis 47, 35-47.
  32. (Together with J. Beirlant)
    Asymptotic confidence intervals for the length of the shortt under random censoring (1995). Statistica Neerlandica 49, 1-8.
  33. A Bahadur-Kiefer theorem beyond the largest observation (1995). Journal of Multivariate Analysis 55, 29-38.
  34. (Together with F.H. Ruymgaart)
    Tail processes under heavy random censorship with applications (1995). Journal of Nonparametric Statistics 5, 223-235.
  35. Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process (1996). Communications in Statistics - Theory and Methods 25, 813-822.
  36. (Together with P. Deheuvels)
    On the strong limiting behavior of local functionals of empirical processes based upon censored data (1996). Annals of Probability 24, 504-525.
  37. A short and elementary proof of the main Bahadur-Kiefer theorem (1996). Annals of Probability 24, 526-531.
  38. (Together with J. Beirlant)
    Maximal type test statistics based on conditional processes (1996). Journal of Statistical Planning and Inference 53, 1-19.
  39. Poisson and Gaussian approximation of weighted local empirical processes (1997). Stochastic Processes and their Applications 70, 31-58.
  40. (Together with L. de Haan and A. Sinha)
    Estimating the spectral measure of an extreme value distribution (1997). Stochastic Processes and their Applications 70, 143-171.
  41. (Together with M.C.A. van Zuijlen)
    On the approximation of an integral by a sum of random variables (1998). Journal of Applied Mathematics and Stochastic Analysis 11, 107-114.
  42. (Together with I.W. McKeague)
    Confidence tubes for multiple quantile plots via empirical likelihood (1999). Annals of Statistics 27, 1348-1367.
  43. (Together with P. Deheuvels)
    Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications (2000). Annals of Probability 28, 1301-1335.
  44. (Together with M. Geilen)
    A strong approximation of the shortt process (2000). Mathematical Methods of Statistics 9, 314-322.
  45. (Together with F.H. Ruymgaart)
    Some results for empirical processes of locally dependent arrays (2000). Mathematical Methods of Statistics 9, 399-414.
  46. (Together with E.V. Khmaladze)
    The two-sample problem in Rm and measure-valued martingales (2001). State of the Art in Probability and Statistics, IMS Lecture Notes - Monograph Series 36, 434-463.
  47. (Together with A. Rosalsky)
    The functional law of the iterated logarithm for the empirical process based on sample means (2001). Journal of Theoretical Probability 14, 577-597.
  48. (Together with L. de Haan and V.I. Piterbarg)
    Nonparametric estimation of the spectral measure of an extreme value distribution (2001). Annals of Statistics 29, 1401-1423.
  49. (Together with A. Di Bucchianico and N.A. Mushkudiani)
    Smallest nonparametric tolerance regions (2001). Annals of Statistics 29, 1320-1343.
  50. (Together with I.W. McKeague)
    Empirical likelihood based hypothesis testing (2003). Bernoulli 9, 267-290.
  51. (Together with B.O. Omolo, M.L. Puri and F.H. Ruymgaart)
    Aligned rank statistics for repeated measurement models with orthonormal design employing a Chernoff-Savage approach (2005). Journal of Statistical Planning and Inference 130, 167-182.
  52. (Together with A. Rosalsky)
    General weak laws of large numbers for bootstrap sample means (2005). Stochastic Analysis and Applications 23, 853-869.
  53. (Together with W. Foppen, O.W. Laseroms and C.G. de Vries)
    VaR stress tests for highly non-linear portfolios (2005). Journal of Risk Finance 6, 382-387.
  54. (Together with T. Lin)
    Asymptotic normality of extreme value estimators on C[0,1] (2006). Annals of Statistics 34, 469-492.
  55. (Together with L. de Haan and D. Li)
    Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (2006). Annals of Statistics 34, 1987-2014. Appendix
  56. (Together with N.A. Mushkudiani)
    Generalized probability-probability plots (2007). Journal of Statistical Planning and Inference 137, 738-752.
  57. (Together with I. Van Keilegom)
    Specification tests in nonparametric regression (2008). Journal of Econometrics 143, 88-102.
  58. (Together with A. Fils-Villetard and A. Guillou)
    Statistics of extremes under random censoring (2008). Bernoulli 14, 207-227.
  59. (Together with I. Van Keilegom)
    Tests for independence in nonparametric regression (2008). Statistica Sinica 18, 601-615. Supplement
  60. (Together with A. Krajina and J. Segers)
    A method of moments estimator of tail dependence (2008). Bernoulli 14, 1003-1026.
  61. (Together with J.R. Magnus)
    Records in athletics through extreme-value theory (2008). Journal of the American Statistical Association 103, 1382-1391.
  62. (Together with J. Segers)
    Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution (2009). Annals of Statistics 37, 2953-2989.
  63. (Together with J. Li and R.Y. Liu)
    Thresholding events of extreme in simultaneous monitoring of multiple risks (2009). Journal of the American Statistical Association 104, 982-992. Supplement
  64. (Together with M. Gantner and G. Sawitzki)
    The shorth plot (2010). Journal of Computational and Graphical Statistics 19, 62-73.
  65. (Together with M. Gantner and G. Sawitzki)
    Asymptotics of the shorth plot (2010). Journal of Statistical Planning and Inference 140, 3003-3012.
  66. (Together with J. Beirlant)
    Asymptotics for the Hirsch index (2010). Scandinavian Journal of Statistics.
  67. (Together with E.V. Khmaladze)
    Central limit theorems for local empirical processes near boundaries of sets (2010). Bernoulli.
  68. (Together with S.G.W.R. Smeets)
    Ultimate 100m world records through extreme-value theory (2010). Statistica Neerlandica.

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