The following pages link to Laurens De Haan (Q449960):
Displaying 50 items.
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- (Q180303) (redirect page) (← links)
- (Q287658) (redirect page) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- On regular variation of probability densities (Q579734) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- The expected payoff to Internet auctions (Q626292) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Rate of convergence of intermediate order statistics (Q677878) (← links)
- Estimating a multidimensional extreme-value distribution (Q689363) (← links)
- Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II (Q786447) (← links)
- Domains of attraction and regular variation in \({\mathbb{R}}^ d\) (Q791974) (← links)
- Asymptotically balanced functions and stochastic compactness of sample extremes (Q793433) (← links)
- Convergence of heteroscedastic extremes (Q893905) (← links)
- On the estimation of the extreme-value index and large quantile estimation (Q913399) (← links)
- A moment estimator for the index of an extreme-value distribution (Q914280) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- Dominated variation and related concepts and Tauberian theorems for Laplace transforms (Q1068314) (← links)
- A spectral representation for max-stable processes (Q1079288) (← links)
- Almost sure continuity of stable moving average processes with index less than one (Q1096963) (← links)
- The index of the outstanding observation among n independent ones (Q1098189) (← links)
- Estimates of the rate of convergence for max-stable processes (Q1124201) (← links)
- Conjugate \(\pi\)-variation and process inversion (Q1137305) (← links)
- On Bahadur's representation of sample quantiles (Q1149709) (← links)
- On the observation closest to the origin (Q1154738) (← links)
- Local limit theorems for sample extremes (Q1164311) (← links)
- Residual life time at great age (Q1213242) (← links)
- On sample quantiles from a regularly varying distribution function (Q1221458) (← links)
- Asymptotic properties of a correlation coefficient type statistic connected with the general linear model (Q1247150) (← links)
- Stochastic compactness of sample extremes (Q1253048) (← links)
- Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions (Q1254052) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- Sea and wind: multivariate extremes at work (Q1294760) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- Optimal choice of sample fraction in extreme-value estimation (Q1321980) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- On random indices and limit distributions (Q1393891) (← links)
- On large deviation for extremes. (Q1423151) (← links)
- Testing extreme value conditions (Q1424668) (← links)
- Semi-parametric estimation of the second order parameter in statistics of extremes (Q1424690) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- A new class of semi-parametric estimators of the second order parameter. (Q1432743) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Embedding a stochastic difference equation into a continuous-time process (Q1822836) (← links)
- Equivalence classes of regularly varying functions (Q1845839) (← links)
