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 5 11 21 109
Total Working Papers 0 0 2 30 5 11 21 109


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 2 3 40
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model 0 0 0 42 0 0 0 227
Domains of attraction and regular variation in IRd 0 0 0 22 0 0 0 64
Estimating the index of a stable distribution 0 0 0 24 0 0 0 112
On large deviation for extremes 0 0 1 10 0 0 2 42
Parametric tail copula estimation and model testing 0 0 0 21 1 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 1 1 1 160
Total Journal Articles 0 0 1 202 3 4 9 774


Statistics updated 2025-12-06