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ESTIMATING A MULTIDIMENSIONAL EXTREME-VALUE DISTRIBUTION.

DE HAAN, L.; XIN, H. - Econometrisch Instituut, Faculteit der Economische … - 1990

Persistent link: https://www.econbiz.de/10005625239

TAIL AND QUANTILE ESTIMATION FOR STRONGLY MIXING STATIONARY SEQUENCES .

ROOTZEN, H.; LEADBETTER, L.; DE HAAN, L. - Econometrisch Instituut, Faculteit der Economische … - 1990

Persistent link: https://www.econbiz.de/10005625243

Domains of attraction and regular variation in IRd

de Haan, L.; Omey, E.; Resnick, S. - In: Journal of Multivariate Analysis 14 (1984) 1, pp. 17-33

A general form for regular variation in IR2 is introduced and applied to domains of attraction of stable distribution in IR2 where the components have different indices. The situation in IRd with d > 2 is more complicated but not essentially different. For simplicity this paper is limited to IR2.

Persistent link: https://www.econbiz.de/10005221616

Estimating the Limit Distribution of Multivariate Exteremes.

De Haan, L.; Resnick, S.I. - Econometrisch Instituut, Faculteit der Economische … - 1995

Persistent link: https://www.econbiz.de/10005474872

A moment estimator for the index of an extreme-value distribution

Einmahl, J. H.J.; Dekkers, A. L.M.; de Haan, L. - Tilburg University, School of Economics and Management - 1989

Persistent link: https://www.econbiz.de/10011087734

Estimating the spectral measure of an extreme value distribution

J Einmahl, .H.; de Haan, L.; Sinha, A. - Tilburg University, School of Economics and Management - 1997

Persistent link: https://www.econbiz.de/10011088034

Estimating a multidimensional extreme-value distribution

Einmahl, J.H.J.; de Haan, L.; Xin, H. - Tilburg University, School of Economics and Management - 1993

Persistent link: https://www.econbiz.de/10011088657

Estimating the Home Range.

De Haan, L.; Resnick, S. - Econometrisch Instituut, Faculteit der Economische … - 1993

Persistent link: https://www.econbiz.de/10005660891

Rate of Convergence of Intermediate Order Statistics.

Cheng, S.; De Haan, L.; Huang, X. - Econometrisch Instituut, Faculteit der Economische … - 1994

Persistent link: https://www.econbiz.de/10005660900

Uniform Distance Between the Distribution Fuction of Hill's Estiomator and the Normal Distribution Function.

Cheng, S.; De Haan, L.; Huang, X. - Econometrisch Instituut, Faculteit der Economische … - 1993

Persistent link: https://www.econbiz.de/10005660904