Laurentius Franciscus Maria de Haan
AuthID: R-000-PBS
21
TITLE: Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation Full Text
AUTHORS: Danielsson, J; De Haan, L; Peng, L; De Vries, CG;
PUBLISHED: 2001, SOURCE: Journal of Multivariate Analysis, VOLUME: 76, ISSUE: 2
AUTHORS: Danielsson, J; De Haan, L; Peng, L; De Vries, CG;
PUBLISHED: 2001, SOURCE: Journal of Multivariate Analysis, VOLUME: 76, ISSUE: 2
22
TITLE: Nonparametric estimation of the spectral measure of an extreme value distribution
AUTHORS: Einmahl, JHJ; De Haan, L; Piterbarg, VI;
PUBLISHED: 2001, SOURCE: Annals of Statistics, VOLUME: 29, ISSUE: 5
AUTHORS: Einmahl, JHJ; De Haan, L; Piterbarg, VI;
PUBLISHED: 2001, SOURCE: Annals of Statistics, VOLUME: 29, ISSUE: 5
INDEXED IN: 
Scopus
Scopus23
TITLE: On convergence toward an extreme value distribution in C[0,1]
AUTHORS: De Haan, L; Lin, T;
PUBLISHED: 2001, SOURCE: Annals of Probability, VOLUME: 29, ISSUE: 1
AUTHORS: De Haan, L; Lin, T;
PUBLISHED: 2001, SOURCE: Annals of Probability, VOLUME: 29, ISSUE: 1
24
TITLE: Penultimate approximation for Hill's estimator Full Text
AUTHORS: Cheng, S; De Haan, L;
PUBLISHED: 2001, SOURCE: Scandinavian Journal of Statistics, VOLUME: 28, ISSUE: 3
AUTHORS: Cheng, S; De Haan, L;
PUBLISHED: 2001, SOURCE: Scandinavian Journal of Statistics, VOLUME: 28, ISSUE: 3
INDEXED IN: Scopus
Scopus IN MY: 
ORCID
ORCID25
TITLE: Estimating the probability of a rare event
AUTHORS: De Haan, L; Sinha, AK;
PUBLISHED: 1999, SOURCE: Annals of Statistics, VOLUME: 27, ISSUE: 2
AUTHORS: De Haan, L; Sinha, AK;
PUBLISHED: 1999, SOURCE: Annals of Statistics, VOLUME: 27, ISSUE: 2
INDEXED IN: Scopus
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ORCID26
TITLE: Exact rates of convergence to a stable law Full Text
AUTHORS: De Haan, L; Peng, L;
PUBLISHED: 1999, SOURCE: Journal of the London Mathematical Society, VOLUME: 59, ISSUE: 3
AUTHORS: De Haan, L; Peng, L;
PUBLISHED: 1999, SOURCE: Journal of the London Mathematical Society, VOLUME: 59, ISSUE: 3
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID27
TITLE: Conditions for quantile process approximations
AUTHORS: Drees, H; De Haan, L;
PUBLISHED: 1999, SOURCE: Communications in Statistics. Part C: Stochastic Models, VOLUME: 15, ISSUE: 3
AUTHORS: Drees, H; De Haan, L;
PUBLISHED: 1999, SOURCE: Communications in Statistics. Part C: Stochastic Models, VOLUME: 15, ISSUE: 3
INDEXED IN: Scopus
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ORCID28
TITLE: On asymptotic normality of the hill estimator
AUTHORS: De Haan, L; Resnick, S;
PUBLISHED: 1998, SOURCE: Communications in Statistics. Part C: Stochastic Models, VOLUME: 14, ISSUE: 4
AUTHORS: De Haan, L; Resnick, S;
PUBLISHED: 1998, SOURCE: Communications in Statistics. Part C: Stochastic Models, VOLUME: 14, ISSUE: 4
INDEXED IN: Scopus
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ORCID29
TITLE: On the distribution of tail array sums for strongly mixing stationary sequences
AUTHORS: Rootzen, H; Leadbetter, MR; De Haan, L;
PUBLISHED: 1998, SOURCE: Annals of Applied Probability, VOLUME: 8, ISSUE: 3
AUTHORS: Rootzen, H; Leadbetter, MR; De Haan, L;
PUBLISHED: 1998, SOURCE: Annals of Applied Probability, VOLUME: 8, ISSUE: 3
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID30
TITLE: Comparison of tail index estimators Full Text
AUTHORS: De Haan, L; Peng, L;
PUBLISHED: 1998, SOURCE: Statistica Neerlandica, VOLUME: 52, ISSUE: 1
AUTHORS: De Haan, L; Peng, L;
PUBLISHED: 1998, SOURCE: Statistica Neerlandica, VOLUME: 52, ISSUE: 1
INDEXED IN: Scopus
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ORCID