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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 (1965-)
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: 
A.S. continuity of stable moving average processes with index <1
Abel-Tauber theorem for laplace transforms, An
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
Domains of attraction and regular variation in IRd
Email from CaOWtU, Nov. 15, 2006
empirical relationship between investment, dividend and financing decisions of Dutch firms, The
Estimates of the rate of convergence for max-stable processes
Estimating the home range
Estimating the index of a stable distribution
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
Fröbels plaats in de moderne Onderwijssystemen
geval van statistiek, Een
How to make a Hill plot
index of the outstanding observation among n independent ones, The
Large q[u]antile estimation in a multivariate setting
Large quantile estimation under extreme-value conditions
Local limit theorems for sample extremes
maximum of n independent stochastic processes, The
Nonparametric estimation of the spectral measure of an extreme value distribution
note on conditions for quantile process approximations, A
On a subclass of Beurling varying functions
On asymptotic normality of the Hill estimator
On large deviation for extremes
On limiting laws for the convex hull of a sample
On regular variation and its application to the weak convergence of sample extremes
On regular variation of probability densities
On sample quantiles from a regularly varying distribution function
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 (uniform metric)
Rate of convergence of intermediate order statistics
Rates of Convergence for Bivariate Extremes
Regular variation, extensions and Tauberian theorems
Semi-parametric estimation of the second order parameter asymptotic and finite sample behaviour
simple asymptotic estimate for the index of a stable distribution, 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 applications to testing the multivariate extreme value condition
Notes: 
Thesis Univ. Amsterdam
Sources: 
VIAF DNB LC NTA NUKAT PTBNP RERO SELIBR SUDOC WKP
DAI
OPENL