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Von mises type conditions in second order regular variation
Haan, Laurens de - 1995
Persistent link: https://www.econbiz.de/10000910499
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Estimating exceedance probabilities in higher-dimensional space
Haan, Laurens de - 1993
Persistent link: https://www.econbiz.de/10000893830
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A spectral representation for max-stable processes
Haan, L. de - 1983
Persistent link: https://www.econbiz.de/10003552624
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A convergence rate in extreme-value theory
Balkema, A. A.; Haan, Laurens de - 1988
Persistent link: https://www.econbiz.de/10000769467
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Estimating the limit distribution of multivariate extremes
Haan, Laurens de; Resnick, Sidney I. - 1995
Persistent link: https://www.econbiz.de/10000922704
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Exact rates of convergence to a symmetric stable law
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000922708
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1994
Persistent link: https://www.econbiz.de/10000908363
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Asymptotic distributions of multivariate intermediate order statistics
Cheng, Shihong; Haan, Laurens de; Yang, Jinping - 1995
Persistent link: https://www.econbiz.de/10000909106
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910491
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Second order regular variation ans rates of convergence in extreme value theory
Haan, Laurens de; Resnick, Sidney I. - 1995
Persistent link: https://www.econbiz.de/10000910493