J. Einmahl

activity

20062026

most citedStatistics of extremes under random censoring

83 citations · 404 across the 14 of their papers we have counts for

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Showing 2006Show all

2 papers · 1 filter

math.ST2006★ 73 cited

Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition

John H. J. Einmahl, Laurens de Haan, Deyuan Li

Consider $n$ i.i.d. random vectors on $R^{2}$ , with unknown, common distribution function $F$ . Under a sharpening of the extreme value condition on $F$ , we derive a weighted…

math.ST2006

Asymptotic normality of extreme value estimators on $C [0, 1]$

John H. J. Einmahl, Tao Lin

Consider $n$ i.i.d. random elements on $C [0, 1]$ . We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value ind…

Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition

Asymptotic normality of extreme value estimators on C[0,1]

Asymptotic normality of extreme value estimators on $C [0, 1]$