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Prof.dr. J.H.J. Einmahl

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Expertise	Nonparametric statistics; Extreme value statistics; Empirical and (generalized) quantile processes; Censoring; Graphical methods
Expertise (NL)	Niet-parametrische statistiek; Extreme-waardenstatistiek; Empirische en (gegeneraliseerde) quantielprocessen; Censurering; Grafische methoden
Digital Author ID	info:eu-repo/dai/nl/071791574
Addition	Senior research fellow bij EURANDOM

Active as

Professor
Organisation	Department of Econometrics and Operations Research (UvT)
Chair (EN)	Econometrics / Statistics
Chair (NL)	Econometrie / Statistiek
Phone	+31-13-4668208
Email	j. h. j. einmahl -at- tilburguniversity. edu
URL	http://www.tilburguniversity.edu/nl/webwijs/show/?anr=253832

Publications

Testing for bivariate spherical symmetry
Visualizing Multiple Quantile Plots
Superefficient estimation of the marginals by exploiting knowledge on the copula
Estimation of extreme risk regions under multivariate regular variation
An M-Estimator for Tail Dependence in Arbitrary Dimensions

All publications..

Current research

(the most recent research is at the top)
Project leader	Project on Multivariate Extreme Value Theory

Completed research projects

(the most recent research is at the top)
Supervisor	Some Nonparametric Diagnostic Statistical Procedures and their Asymptotic Behavior
Project leader	Extreme values in high-dimensional time series

Classification

D11600	Probability theory, statistics
D43000	Economics

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