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 1 2 29 1 4 10 96
Total Working Papers 0 1 2 29 1 4 10 96


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 1 1 38
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 1 64
Estimating the index of a stable distribution 0 0 1 24 0 0 2 112
On large deviation for extremes 0 1 1 10 0 1 2 42
Parametric tail copula estimation and model testing 0 0 0 21 0 0 0 69
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 0 1 159
Total Journal Articles 0 1 2 202 0 2 9 770


Statistics updated 2025-06-06