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~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
DNB Working Papers
471
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172
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ECONIS (ZBW)
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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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2
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
3
Rate of convergence for bivariate extremes (total variation metric)
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000912391
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4
A note on conditions for quantile process approximations
Drees, Holger
;
Haan, Laurens de
-
1996
Persistent link: https://www.econbiz.de/10000939220
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5
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
Saved in:
6
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
7
Estimating the limit distribution of multivariate extremes
Haan, Laurens de
;
Resnick, Sidney I.
-
1995
Persistent link: https://www.econbiz.de/10000922704
Saved in:
8
Exact rates of convergence to a symmetric stable law
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000922708
Saved in:
9
A convergence rate in extreme-value theory
Balkema, A. A.
;
Haan, Laurens de
-
1988
Persistent link: https://www.econbiz.de/10000769467
Saved in:
10
On extreme value theory in the presence of a trend
Haan, Laurens de
;
Verkade, E. M.
-
1984
Persistent link: https://www.econbiz.de/10000716271
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