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Person
ISNI: 
0000 0001 1488 6023
Name: 
De Haan, L.
De Haan, Laurens
De Haan, Laurentius Franciscus Maria
deHaan, L.
DeHaan, Laurens
Haan, L. de
Haan, L. F. M. de
Haan, Laurens
Haan, Laurens de
Haan, Laurens F.M. de
Haan, Laurentinus de
Haan, Laurentius F. de
Haan, Laurentius Franciscus Maria
Haan, Laurentius Franciscus Maria de
Dates: 
1937-
Creation class: 
article
Language material
Text
Creation role: 
author
Related names: 
Alves, Maria Isabel Fraga (1958-)
Canto e Castro, Luisa
Cheng, Shihong
Danielsson, J.
de Haan, L.
De Haan, Laurens
Dekkers, A.L.M. (1957-)
Dekkers, Arnoldus Louis Maria (1957-)
Drees, Holger
Einmahl, J.H.J. (1957-)
Einmahl, Johannes Hubertus Jacob (1957-)
Ferreira, Ana (1969-)
Geluk, J.L.
Geluk, J.L. (1947-)
Geluk, Jakob Levinus (1947- ))
Geluk, Jakob Levinus (1947-)
Gomes, M. Ivette
Haan, L. de
Haan, Laurens de
Huang, Xin
Li, Deyuan
Neves, Cláudia
Omey, E.
Peng, L.
Peng, Liang
Pereira, T. Themido
Resnick, S.
Resnick, Sid
Rodrigues, Lígia Henriques
Rootzén, Holger (1945-)
Stadtmüller, U.
Stadtmüller, Ulrich
Taconis-Haantjes, Elselien
Universiteit Faculteit Economie en Bedrijfswetenschappen Affiliation (see also from)
Universiteit van Tilburg / School of Economics and Management / Departement Econometrie & Operations Research
University of Lisbon Affiliation (see also from)
Vries, C.G. de
Vries, Casper de
Zhou, Chen
Titles: 
A.S. continuity of stable moving average processes with index <1
Abel-Tauber theorem for laplace transforms, An
Accomodation of bias in the weigthed log-excesses and tail index estimation
Adaptive estimators for the endpoint and high quantiles of a probability distribution
Approximation by penultimate extreme value distributions
Approximation by penultimate stable laws
Asymptotic distributions of multivariate intermediate order statistics
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
bootstrap-based method to achieve optimality in estimating the extreme-value index, A
class of distribution functions with less bias in extreme value estimation, A
Comparison of tail index estimators
Consistent empirical estimators of multivariate extreme value distributions
convergence rate in extreme-value theory, A
Domains of attraction and regular variation in IRd
Dominated variation and related concepts and tauberian theorems for laplace transforms
Email from CaOWtU, Nov. 15, 2006
Embedding a stochastic difference equation into a continuous-time process
Equivalence classes of regularly varying functions
Estimates of the rate of convergence for max-stable processes
Estimating a multi-dimensional extreme-value distribution
Estimating a multidimensional extreme-value distribution
Estimating exceedance probabilities in higher-dimensional space
Estimating extreme bivariate quantile regions
Estimating the home range
Estimating the index of a stable distribution
Estimating the limit distribution of multivariate extremes
Estimating the spectral measure of an extreme value distribution
Estimation and testing for distributions with light, heavy and super-heavy tails
Estimation of the parameter controlling the speed of convergence in extreme value theory
estimator for the extreme-value index, An
Exact rates of convergence to a symmetic stable law
extent of internet auction markets, The
Extremal behaviour of solutions to a stochastic difference equation with applications to arch-processes
Extreme value theory : an introduction
Extremes in higher dimensions : the model and some statistics
generalized pareto processes, with application, The
Generalized regular variation of second order
geval van statistiek, Een
How to make a Hill plot
index of the outstanding observation among n independent ones, The
introduction. -, an
Large qantile estimation in a multivariate setting
Large quantile estimation in a multivariate setting
Large quantile estimation under extreme-value conditions
Limit theory for multivariate sample extremes
Local limit theorems for sample extremes
maximum of n independent stochastic processes, The
moment estimator for the index of an extreme-value distribution, A : a.s. convergence
new class of semi-parametric estimators of the second order parameter, A
Nonparametric estimation of the spectral measure of an extreme value distribution
note on conditions for quantile process approximations, A
On a consistent estimate of the index of an extreme value distribution
On a subclass of Beurling varying functions
On asymptotic normality of the Hill estimator
On bootstrap sample size in extreme value theory
On extreme value theory in the presence of a trend
On large deviation for extremes
On limiting laws for the convex hull of a sample
On Mises type conditions in second order regular variation
On random indices and limit distributions ; On sample quantiles from a regularly varying distribution function ; Equivalence classes of regularly varying functions
On regular variation and its application to the weak convergence of sample extremes
On regular variation of probability densities
On the estimation of high quantities
On the estimation of the exceedance probability of a high level
On the maximal life span of humans
On the observation closest to the origin
Optimal choice of sample fraction in extreme-value estimation
Parametric tail copula estimation and model testing
Penultimate approximation for hill's estimator
Poisson-stability as a unifying factor for max-stability and sum-stability
Rate of convergence for bivariate extremes (total variation metric)
Rate of convergence for bivariate extremes (uniform metric)
Rate of convergence of intermediate order statistics
Rates of Convergence for Bivariate Extremes
Regular variation, extensions and Tauberian theorems
Regular variation, extensions ... c1987
Second order regular variation and rates of convergence in extreme value theory
Semi-parametric estimation of the second order parameter asymptotic and finite sample behaviour
simple asymptotic estimate for the index of a stable distribution /L. de Haan and S.I. Resnick., A
Slow convergence to normality: an edgeworth expansion without third moment
spectral representation for max-stable processes, A
Stable probability distributions and their domains of attraction a direct approach
Stationary min-stable stochastic processes
Statistical inference for heavy and super-heavy tailed distributions
Stochastic compactness of sample extremes
Tail and quantile estimation for strongly mixing stationary sequences
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses
Tauberian theorem of exponential type, A
unified criterion for the domain of attraction of extreme-value distributions, A
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
Von Mises type conditions in second order regular variation
Weak & Strong Financial Fragility
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Weighted approximations of tail copula processes with applications to testing the multivariate extreme value condition
Notes: 
Sources: 
VIAF BNF DNB LC NTA NUKAT PTBNP RERO SELIBR SUDOC WKP
DAI
OPENL