Expertise

John H.J. Einmahl is research scholar and emeritus professor of Statistics at the Department of Econometrics & OR at Tilburg University. He was Arie Kapteyn professor 2019-2022. John's research has been published in leading journals in Statistics and Probability Theory, like the Annals of Statistics, the Annals of Probability, JRSS B, JASA, J. of Econometrics, and Probability Theory and Related Fields. His research interests are mainly in the area of nonparametric statistics and its ramifications, including statistics of extremes, empirical likelihood, generalized and multivariate quantiles, and (local) empirical processes.

John is a fellow of the Institute of Mathematical Statistics and an Associate Editor of Extremes, Econometrics and Statistics, and Statistica Neerlandica. He has been an Associate Editor of The Annals of Statistics, The Annals of Probability, and Bernoulli. He visited Florida State University as a Senior Fulbright Scholar. 

CV John Einmahl

Recent publications

  1. Improved regression inference using a second overlapping regression m…

    Peng, L., & Einmahl, J. (2025). Improved regression inference using a second overlapping regression model. Statistica Sinica, 35(2). Advance online publication.
  2. Extreme value statistics in semi-supervised models

    Ahmed, H., Einmahl, J., & Zhou, C. (Accepted/In press). Extreme value statistics in semi-supervised models. Journal of the American Statistical Association.
  3. Two-sample testing for tail copulas with an application to equity ind…

    Can, S. U., Einmahl, J., & Laeven, R. J. A. (2024). Two-sample testing for tail copulas with an application to equity indices. Journal of Business & Economic Statistics, 42(1), 147-159. ,
  4. Tail Copula Estimation for Heteroscedastic Extremes

    Einmahl, J., & Zhou, C. (2024). Tail Copula Estimation for Heteroscedastic Extremes. (CentER Discussion Paper; Vol. 2024-003). CentER, Center for Economic Research.
  5. A beautiful theorem needs no application

    Einmahl, J. (2023). A beautiful theorem needs no application. Tilburg University.

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