Laurentius Franciscus Maria de Haan
AuthID: R-000-PBS
11
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
12
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: 
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ORCID
ORCID13
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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ORCID14
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
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ORCID15
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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ORCID16
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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ORCID17
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
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ORCID18
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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ORCID19
TITLE: Rates of convergence for bivariate extremes Full Text
AUTHORS: De Haan, L; Peng, L;
PUBLISHED: 1997, SOURCE: Journal of Multivariate Analysis, VOLUME: 61, ISSUE: 2
AUTHORS: De Haan, L; Peng, L;
PUBLISHED: 1997, SOURCE: Journal of Multivariate Analysis, VOLUME: 61, ISSUE: 2
20
TITLE: Second-order regular variation, convolution and the central limit theorem Full Text
AUTHORS: Geluk, J; De Haan, L; Resnick, S; Starica, C;
PUBLISHED: 1997, SOURCE: Stochastic Processes and their Applications, VOLUME: 69, ISSUE: 2
AUTHORS: Geluk, J; De Haan, L; Resnick, S; Starica, C;
PUBLISHED: 1997, SOURCE: Stochastic Processes and their Applications, VOLUME: 69, ISSUE: 2
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