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 0 0 30 2 4 27 125
Total Working Papers 0 0 0 30 2 4 27 125


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 0 1 9 47
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model 0 0 0 42 1 1 2 229
Domains of attraction and regular variation in IRd 0 0 0 22 0 0 9 73
Estimating the index of a stable distribution 0 0 0 24 66 67 71 183
On large deviation for extremes 0 0 0 10 0 0 6 48
Parametric tail copula estimation and model testing 0 0 0 21 1 1 5 74
Rates of Convergence for Bivariate Extremes 0 0 0 26 0 1 5 64
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses 0 0 0 53 0 1 6 165
Total Journal Articles 0 0 0 202 68 72 113 883


Statistics updated 2026-09-10