Laurens de Haan
AuthID: R-00F-VGY
11
TITLE: A test procedure for detecting super-heavy tails Full Text
AUTHORS: Isabel Fraga Alves ; Laurens de Haan; Claudia Neves ;
PUBLISHED: 2009, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 139, ISSUE: 2
AUTHORS: Isabel Fraga Alves ; Laurens de Haan; Claudia Neves ;
PUBLISHED: 2009, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 139, ISSUE: 2
12
TITLE: Parametric tail copula estimation and model testing Full Text
AUTHORS: Laurens de Haan; Claudia Neves ; Liang Peng;
PUBLISHED: 2008, SOURCE: JOURNAL OF MULTIVARIATE ANALYSIS, VOLUME: 99, ISSUE: 6
AUTHORS: Laurens de Haan; Claudia Neves ; Liang Peng;
PUBLISHED: 2008, SOURCE: JOURNAL OF MULTIVARIATE ANALYSIS, VOLUME: 99, ISSUE: 6
13
TITLE: Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses Full Text
AUTHORS: Ivette I Gomes ; Laurens de Haan; Ligia H Henriques Rodrigues ;
PUBLISHED: 2008, SOURCE: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, VOLUME: 70, ISSUE: 1
AUTHORS: Ivette I Gomes ; Laurens de Haan; Ligia H Henriques Rodrigues ;
PUBLISHED: 2008, SOURCE: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, VOLUME: 70, ISSUE: 1
14
TITLE: On spatial extremes: With application to a rainfall problem
AUTHORS: Buishand, TA; de Haan, L; Zhou, C;
PUBLISHED: 2008, SOURCE: Annals of Applied Statistics, VOLUME: 2, ISSUE: 2
AUTHORS: Buishand, TA; de Haan, L; Zhou, C;
PUBLISHED: 2008, SOURCE: Annals of Applied Statistics, VOLUME: 2, ISSUE: 2
INDEXED IN: 
Scopus 
CrossRef
Scopus CrossRef15
TITLE: Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
AUTHORS: Einmahl, JHJ; De Haan, L; Li, D;
PUBLISHED: 2006, SOURCE: Annals of Statistics, VOLUME: 34, ISSUE: 4
AUTHORS: Einmahl, JHJ; De Haan, L; Li, D;
PUBLISHED: 2006, SOURCE: Annals of Statistics, VOLUME: 34, ISSUE: 4
INDEXED IN: Scopus CrossRef
Scopus CrossRef16
TITLE: On large deviation for extremes Full Text
AUTHORS: Drees, H; de Haan, L; Li, D;
PUBLISHED: 2003, SOURCE: Statistics and Probability Letters, VOLUME: 64, ISSUE: 1
AUTHORS: Drees, H; de Haan, L; Li, D;
PUBLISHED: 2003, SOURCE: Statistics and Probability Letters, VOLUME: 64, ISSUE: 1
INDEXED IN: Scopus CrossRef
Scopus CrossRef17
TITLE: Estimating the index of a stable distribution Full Text
AUTHORS: de Haan, L; Pereira, TT;
PUBLISHED: 1999, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 41, ISSUE: 1
AUTHORS: de Haan, L; Pereira, TT;
PUBLISHED: 1999, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 41, ISSUE: 1
