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subject:"Theorie"
isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Haan, Laurens de"
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Estimation theory
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Haan, Laurens de
Kleibergen, Frank
9
Franses, Philip Hans
5
Kiviet, J. F.
5
Carroll, Raymond J.
4
Daníelsson, Jón
4
Gooijer, Jan G. de
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Journal of the Royal Statistical Society
Discussion paper / Tinbergen Institute
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
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1
Penultimate approximation for Hill's estimator
Cheng, Shihong
;
Haan, Laurens de
-
1999
Persistent link: https://www.econbiz.de/10001412089
Saved in:
2
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
3
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
4
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:
5
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
Saved in:
6
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910491
Saved in:
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