Access Statistics for Laurens de Haan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Tail Index Estimation: Quantile-Driven Threshold Selection 0 2 4 25 4 10 20 66
Total Working Papers 0 2 4 25 4 10 20 66


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of distribution functions with less bias in extreme value estimation 0 0 0 4 2 2 2 37
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model 0 0 0 42 0 0 0 226
Domains of attraction and regular variation in IRd 0 0 2 22 0 0 2 63
Estimating the index of a stable distribution 1 1 1 23 1 1 1 109
On large deviation for extremes 0 0 0 9 1 1 2 39
Parametric tail copula estimation and model testing 0 0 0 21 0 0 0 69
Rates of Convergence for Bivariate Extremes 0 0 0 26 0 0 0 56
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses 0 1 1 53 0 1 1 157
Total Journal Articles 1 2 4 200 4 5 8 756


Statistics updated 2023-05-07