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Weak & strong financial fragility
Geluk, J.L.; Haan, Laurens de; Vries, Casper G. de - 2007
Persistent link: https://www.econbiz.de/10003422974
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Asymptotic distributions of multivariate intermediate order statistics
Cheng, Shihong; Haan, Laurens de; Yang, Jinping - 1995
Persistent link: https://www.econbiz.de/10000909106
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910491
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Second order regular variation ans rates of convergence in extreme value theory
Haan, Laurens de; Resnick, Sidney I. - 1995
Persistent link: https://www.econbiz.de/10000910493
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Rate of convergence for bivariate extremes (uniform metric)
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910497
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Rate of convergence for bivariate extremes (total variation metric)
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910498
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Von mises type conditions in second order regular variation
Haan, Laurens de - 1995
Persistent link: https://www.econbiz.de/10000910499
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Rate of convergence of intermediate order statistics
Cheng, Shihong - 1995
Persistent link: https://www.econbiz.de/10000910500
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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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A note on conditions for quantile process approximations
Drees, Holger; Haan, Laurens de - 1996
Persistent link: https://www.econbiz.de/10000941232