John H. J. Einmahl
Finance · 2000–2016
A researcher in the Science corpus: 14 papers; trusts 26 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Finance — 53 citations into it; #1,667 of 10,518 by trust here, #2,212 by citations
- Statistics and Probability — 35 citations into it; #1,766 of 12,932 by trust here, #2,261 by citations
- Economics and Econometrics — 17 citations into it; #6,644 of 23,481 by trust here, #10,872 by citations
- Management Science and Operations Research — 16 citations into it
- Global and Planetary Change — 15 citations into it; #1,054 of 10,225 by trust here, #4,099 by citations
- Mechanical Engineering — 9 citations into it
- Mathematical Physics — 7 citations into it
- Environmental Engineering — 6 citations into it
Whom John H. J. Einmahl trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Laurens de Haan
- A. C. Davison
- Mathieu Ribatet
- Raphaël Huser
- Stuart Coles
- Ana Ferreira
- Zakhar Kabluchko
- Martin Schlather
- Thomas Mikosch
- Jan Beirlant
Who trusts John H. J. Einmahl overall
- Emilie Chautru
- A. C. Davison
- Johan Segers
- Charles Truong
- Sidney I. Resnick
- Axel Bucher
- Sebastian Engelke
- Gordon Gudendorf
- Miguel de Carvalho
- Arnab Sen
Papers from John H. J. Einmahl's perspective
Ordered by how strongly the researchers John H. J. Einmahl trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Statistical Modeling of Extreme Values
- Extreme value theory : an introduction
- On spatial extremes: With application to a rainfall problem
- Stationary max-stable fields associated to negative definite functions.
- Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to ExtremeValue Data
- Spatial extremes: Models for the stationary case
- Likelihood-Based Inference for Max-Stable Processes
- Models for Stationary Max-Stable Random Fields
- On convergence toward an extreme value distribution in C[0,1]
- A dependence measure for multivariate and spatial extreme values: Properties and inference
Their papers
- Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution (2008) — 112 citations
- Nonparametric estimation of the spectral measure of an extreme value distribution (2001) — 128 citations
- Weighted approximations to tail copula processes with application to testing the extreme value condition (2006) — 63 citations
- An M‐estimator of spatial tail dependence (2014) — 54 citations
- Specification tests in nonparametric regression (2008) — 54 citations
- Empirical likelihood based hypothesis testing (2003) — 116 citations
- Estimation of extreme risk regions under multivariate regular variation (2011) — 50 citations
- Estimation of the marginal expected shortfall: the mean when a related variable is extreme (2012) — 126 citations
- Statistics of heteroscedastic extremes (2016) — 104 citations
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (2016) — 53 citations
- An M-Estimator for Tail Dependence in Arbitrary Dimensions (2011) — 115 citations
- Records in Athletics Through Extreme-Value Theory (2008) — 93 citations
- A method of moments estimator of tail dependence (2007) — 49 citations
- Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications (2000) — 83 citations