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 0 4 25 123
Total Working Papers 0 0 0 30 0 4 25 123


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 1 1 9 47
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model 0 0 0 42 0 0 1 228
Domains of attraction and regular variation in IRd 0 0 0 22 0 2 9 73
Estimating the index of a stable distribution 0 0 0 24 1 2 5 117
On large deviation for extremes 0 0 0 10 0 0 6 48
Parametric tail copula estimation and model testing 0 0 0 21 0 0 4 73
Rates of Convergence for Bivariate Extremes 0 0 0 26 1 1 5 64
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses 0 0 0 53 0 2 6 165
Total Journal Articles 0 0 0 202 3 8 45 815


Statistics updated 2026-08-07