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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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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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How can we get rid of dogmatic prior information?
Kloek, Teunis - 1986
Persistent link: https://www.econbiz.de/10000716428
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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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Note on the eigenvalues of the covariance matrix of disturbances in the general linear model
Stroeker, R. J. - 1978
Persistent link: https://www.econbiz.de/10003546992
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Posterior probabilities of alternative linear models
Kloek, T.; Lempers, F. B. - 1970 - Vervielf.
Persistent link: https://www.econbiz.de/10001573976
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A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1994
Persistent link: https://www.econbiz.de/10000903476
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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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Note on the eigenvalues of the covariance matrix o disturbances in the general linear model ; 2
Stroeker, R. J. - 1980
Persistent link: https://www.econbiz.de/10001379137
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Note on the eigenvalues of the covariance matrix o disturbances in the general linear model
Stroeker, R. J. - 1980
Persistent link: https://www.econbiz.de/10001379138