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 6 23 115
Total Working Papers 0 0 2 30 3 6 23 115


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 6 9 46
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model 0 0 0 42 0 1 1 228
Domains of attraction and regular variation in IRd 0 0 0 22 2 6 6 70
Estimating the index of a stable distribution 0 0 0 24 0 3 3 115
On large deviation for extremes 0 0 1 10 0 2 3 44
Parametric tail copula estimation and model testing 0 0 0 21 1 1 2 71
Rates of Convergence for Bivariate Extremes 0 0 0 26 1 2 2 61
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses 0 0 0 53 1 2 3 162
Total Journal Articles 0 0 1 202 7 23 29 797


Statistics updated 2026-03-04