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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

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

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

Integrals and derivatives of regularly varying functions in Rd and domains of attraction of stable distributions II

Haan, L. de; Omey, E. - 1981

Persistent link: https://www.econbiz.de/10003549868

Stable probability distributions and their domains of attraction

Geluk, J. L.; Haan, Laurens de - 1997

The theory of stable probability distributions and their domains of attraction is derived in a direct way(avoiding the usual route via infinitely divisible distributions) using Fourier transforms. Regularly varyingfunctions play an important role in the exposition.

Persistent link: https://www.econbiz.de/10010339445

Statistics of heteroscedastic extremes

Einmahl, John H. J.; Haan, Laurens de; Chen Zhou - 2014

Persistent link: https://www.econbiz.de/10010395089

Spatial dependence and space-time trends in extreme event

Einmahl, John H. J.; Ferreira, Ana; Haan, Laurens de; … - 2020

Persistent link: https://www.econbiz.de/10012182625