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 2 30 3 11 24 112
Total Working Papers 0 0 2 30 3 11 24 112


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 3 5 6 43
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model 0 0 0 42 1 1 1 228
Domains of attraction and regular variation in IRd 0 0 0 22 2 2 2 66
Estimating the index of a stable distribution 0 0 0 24 1 1 1 113
On large deviation for extremes 0 0 1 10 1 1 3 43
Parametric tail copula estimation and model testing 0 0 0 21 0 1 1 70
Rates of Convergence for Bivariate Extremes 0 0 0 26 0 0 2 59
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses 0 0 0 53 0 1 1 160
Total Journal Articles 0 0 1 202 8 12 17 782


Statistics updated 2026-01-09