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subject:"Probability theory"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Haan, Laurens de"
~subject:"Credit risk"
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Probability theory
Credit risk
Estimation theory
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Schätztheorie
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Wahrscheinlichkeitsrechnung
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Theory
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Multivariate Analyse
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Haan, Laurens de
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Dijk, Herman K. van
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Einmahl, John H. J.
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Kleibergen, Frank
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Kloek, Teunis
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
5
Report / Econometric Institute, Erasmus University Rotterdam
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
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TRACE discussion papers / Tinbergen Institute
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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
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2
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
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3
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
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4
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
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