Haan, Laurens de
Haan, L. de
Haan, Laurens de 1937-
Haan, L. de (Laurentius Franciscus Maria), 1937-
De Haan, L.
Haan, L. de (Laurens), 1937-
Haan, L. de, 1937-
Laurens de Haan Nederlands wiskundige
VIAF ID: 22222910 ( Personal )
Permalink: http://viaf.org/viaf/22222910
Preferred Forms
- 100 1 _ ‡a De Haan, L.
- 200 _ | ‡a Haan ‡b L. de
- 100 1 _ ‡a Haan, L. de
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- 100 1 _ ‡a Haan, L. de ‡q (Laurens), ‡d 1937-
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- 100 1 _ ‡a Haan, Laurens de
- 100 1 _ ‡a Haan, Laurens de
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- 100 1 _ ‡a Haan, Laurens de ‡d 1937-
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- 100 0 _ ‡a Laurens de Haan ‡c Nederlands wiskundige
4xx's: Alternate Name Forms (47)
5xx's: Related Names (7)
- 510 2 _ ‡a Department of Econometrics and Operations Research
- 510 2 _ ‡a Econometrisch Instituut (Rotterdam)
- 510 2 _ ‡a Econometrisch Instituut ‡g Rotterdam ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Thesis Univ. Amsterdam
- 510 2 _ ‡a Universiteit van Tilburg / School of Economics and Management / Departement Econometrie & Operations Research
- 510 2 _ ‡a Universiteit van Tilburg ‡b Faculteit Economie en Bedrijfswetenschappen
- 510 2 _ ‡a Universiteit van Tilburg ‡b Faculteit Economie en Bedrijfswetenschappen ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
An Abel-Tauber theorem for laplace transforms | |
Alternative conditions for attraction to stable vectors | |
Approximation by penultimate stable laws | |
Approximations to the tail empirical distribution function with application to testing extreme value conditions | |
A bootstrap-based method to achieve optimality in estimating the extreme-value index | |
Comparison of tail index estimators | |
Email from CaOWtU, Nov. 15, 2006 | |
The empirical relationship between investment, dividend and financing decisions of Dutch firms | |
The extent of internet auction markets | |
Extremal behaviour of solutions to a stochastic difference equation with applications to arch-processes | |
Extreme value theory : an introduction | |
Extremes in higher dimensions : the model and some statistics | |
Fröbels plaats in de moderne Onderwijssystemen | |
generalized pareto processes, with application | |
Generalized regular variation of second order | |
Een geval van statistiek | |
How to make a Hill plot | |
Large q[u]antile estimation in a multivariate setting | |
Large quantile estimation under extreme-value conditions | |
Local limit theorems for sample extremes | |
The maximum of n independent stochastic processes | |
new class of semi-parametric estimators of the second order parameter | |
Nonparametric estimation of the spectral measure of an extreme value distribution | |
A note on conditions for quantile process approximations | |
On a subclass of Beurling varying functions | |
On asymptotic normality of the Hill estimator | |
On limiting laws for the convex hull of a sample | |
On regular variation and its application to the weak convergence of sample extremes | |
On regular variation of probability densities | |
On sample quantiles from a regularly varying distribution function | |
On the estimation of the exceedance probability of a high level | |
On the maximal life span of humans | |
On the observation closest to the origin | |
Optimal choice of sample fraction in extreme-value estimation | |
Poisson-stability as a unifying factor for max-stability and sum-stability | |
Rate of convergence for bivariate extremes (uniform metric) | |
Rate of convergence of intermediate order statistics | |
Regular variation, extensions and Tauberian theorems | |
A simple asymptotic estimate for the index of a stable distribution | |
Slow convergence to normality : an Edgeworth expansion without third moment | |
A spectral representation for max-stable processes | |
Stable probability distributions and their domains of attraction: a direct approach | |
Stationary min-stable stochastic processes | |
Statistical inference for heavy and super-heavy tailed distributions | |
Stochastic compactness of sample extremes | |
Tail and quantile estimation for strongly mixing stationary sequences | |
A Tauberian theorem of exponential type | |
A unified criterion for the domain of attraction of extreme-value distributions | |
Uniform distance between the distribution function of Hill's estimator and the normal distribution function |