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 1 30 4 7 24 119
Total Working Papers 0 0 1 30 4 7 24 119


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 2 8 46
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 1 3 7 71
Estimating the index of a stable distribution 0 0 0 24 0 0 3 115
On large deviation for extremes 0 0 0 10 4 4 6 48
Parametric tail copula estimation and model testing 0 0 0 21 1 3 4 73
Rates of Convergence for Bivariate Extremes 0 0 0 26 2 3 4 63
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses 0 0 0 53 1 2 4 163
Total Journal Articles 0 0 0 202 9 17 37 807


Statistics updated 2026-05-06