4. Mathematics
  5. Statistics Theory

John H. J. Einmahl

Mathematics – Statistics Theory

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A method of moments estimator of tail dependence

Mathematics – Statistics Theory
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An M-estimator for tail dependence in arbitrary dimensions

Mathematics – Statistics Theory
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Asymptotic normality of extreme value estimators on $C[0,1]$

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Central limit theorems for local empirical processes near boundaries of sets

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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

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