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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
Computer file
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
Econometrisch Instituut Affiliation (see also from)
Einmahl, J.H.J. (1957-)
Einmahl, Johannes Hubertus Jacob (1957-)
Ferreira, Ana
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
Thesis Univ. Amsterdam
Universiteit van Tilburg / School of Economics and Management / Departement Econometrie & Operations Research
Universiteit van Tilburg Faculteit Economie en Bedrijfswetenschappen Affiliation (see also from)
Vries, C.G. de
Vries, Casper de
Zhou, Chen
Titles: 
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
class of distribution functions with less bias in extreme value estimation, A
Domains of attraction and regular variation in IRd
Estimating the index of a stable distribution
extent of internet auction markets, The
Extreme value theory : an introduction
On large deviation for extremes
On regular variation and its application to the weak convergence of sample extremes
On regular variation of probability densities
Parametric tail copula estimation and model testing
Penultimate approximation for hill's estimator
Rates of Convergence for Bivariate Extremes
Regular variation, extensions and Tauberian theorems
Slow convergence to normality : an Edgeworth expansion without third moment
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
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
Notes: 
Thesis Univ. Amsterdam
Sources: 
VIAF DNB LC NTA NUKAT PTBNP RERO SELIBR SUDOC WKP
DAI
OPENL