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isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
type_genre:"Graue Literatur"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Haan, Laurens de"
~type_genre:"Non-commercial literature"
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Estimation theory
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Haan, Laurens de
Franses, Philip Hans
12
Kleibergen, Frank
7
Dijk, Herman K. van
6
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4
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4
Ooms, Marius
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
2
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
3
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
4
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
Saved in:
5
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
6
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
7
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
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