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Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
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On asymptotic normality of the hill estimator
Haan, Laurens de; Resnick, Sidney I. - 1996
Persistent link: https://www.econbiz.de/10000941231
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A note on conditions for quantile process approximations
Drees, Holger; Haan, Laurens de - 1996
Persistent link: https://www.econbiz.de/10000941232
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Slow convergence to normality : an edgeworth expansion without third moment
Haan, Laurens de; Lian, Peng - 1996
Persistent link: https://www.econbiz.de/10000941233
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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
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Stable probability and their domains of attraction : a direct approach
Geluk, J. L.; Haan, Laurens de - 1997
Persistent link: https://www.econbiz.de/10000970288
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Approximation by penultimate stable laws
Haan, Laurens de; Peng, Liang - 1997
Persistent link: https://www.econbiz.de/10000970298
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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
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Approximation by penultimate extreme value distributions
Haan, Laurens de - 1998
Persistent link: https://www.econbiz.de/10000984807