Details about Laurens de Haan

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Short-id: pde531

Working Papers

2008

1. The Extent of Internet Auction Markets
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2007

2. Weak & Strong Financial Fragility
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2000

3. A bootstrap-based method to achieve optimality on estimating the extreme-value index
   Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute View citations

1997

4. Estimating the Index of a Stable Distribution
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
   See also Journal Article in Statistics & Probability Letters (1999)
5. Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
   Tinbergen Institute Discussion Papers, Tinbergen Institute

1995

6. Estimating the Limit Distribution of Multivariate Exteremes
   Working Papers, Erasmus University of Rotterdam - Econometric Institute View citations

1994

7. Rate of Convergence of Intermediate Order Statistics
   Working Papers, Erasmus University of Rotterdam - Econometric Institute
8. Second Order Regular Variation and rates of Convergence in Extreme Value Theory
   Working Papers, Erasmus University of Rotterdam - Econometric Institute View citations

1993

9. A Unified Criterion for the Domain off Attraction of Extreme-Vlaue Distributions
   Working Papers, Erasmus University of Rotterdam - Econometric Institute
10. Estimating Exceedance Probalities In Higher-Dimensional Space
    Working Papers, Erasmus University of Rotterdam - Econometric Institute
11. Estimating the Home Range
    Working Papers, Erasmus University of Rotterdam - Econometric Institute
12. Uniform Distance Between the Distribution Fuction of Hill's Estiomator and the Normal Distribution Function
    Working Papers, Erasmus University of Rotterdam - Econometric Institute

1992

13. Generalized Regular Variation of Second Order
    Working Papers, Erasmus University of Rotterdam - Econometric Institute View citations

1990

14. ESTIMATING A MULTIDIMENSIONAL EXTREME-VALUE DISTRIBUTION
    Working Papers, Erasmus University of Rotterdam - Econometric Institute
15. ON A SUBCLASS OF BEURLING VARYING FUNCTIONS
    Working Papers, Erasmus University of Rotterdam - Econometric Institute
16. TAIL AND QUANTILE ESTIMATION FOR STRONGLY MIXING STATIONARY SEQUENCES
    Working Papers, Erasmus University of Rotterdam - Econometric Institute View citations

Journal Articles

2008

1. Parametric tail copula estimation and model testing
   Journal of Multivariate Analysis, 2008, 99, (6), 1260-1275
2. Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses
   Journal Of The Royal Statistical Society Series B, 2008, 70, (1), 31-52

2006

3. A class of distribution functions with less bias in extreme value estimation
   Statistics & Probability Letters, 2006, 76, (15), 1617-1624

2003

4. On large deviation for extremes
   Statistics & Probability Letters, 2003, 64, (1), 51-62

1999

5. Estimating the index of a stable distribution
   Statistics & Probability Letters, 1999, 41, (1), 39-55 View citations
   See also Working Paper (1997)

1997

6. Rates of Convergence for Bivariate Extremes
   Journal of Multivariate Analysis, 1997, 61, (2), 195-230 View citations

1984

7. Domains of attraction and regular variation in IRd
   Journal of Multivariate Analysis, 1984, 14, (1), 17-33

1978

8. Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
   Journal of Econometrics, 1978, 7, (1), 15-21