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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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A simple asymptotic estimate for the index of a stable distribution
Haan, L. de; Resnick, S. I. - 1979
Persistent link: https://www.econbiz.de/10003547251
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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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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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Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Lehtomaa, Jaakko; Resnick, Sidney I. - In: Insurance / Mathematics & economics 93 (2020), pp. 262-277
Persistent link: https://www.econbiz.de/10012294133
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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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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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Comparison of tail index estimators
Haan, Laurens de; Peng, Liang - 1995
Persistent link: https://www.econbiz.de/10000560735
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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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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