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Information about:
Laurens de Haan

Personal Details | Affiliation | Works

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Personal Details

First Name: Laurens
Middle Name:
Last Name: de Haan
Suffix:

RePEc Short-ID: pde531

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

(in no particular order)

Departement Econometrie & Operations Research (Department of Econometrics and Operations Research)
Faculteit der Economische Wetenschappen (Faculty of Economics and Business Administration)
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/eor/
Email:
Phone: +31 13 466 2430
Fax: +31 13 466 3280
Postal: PO Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:exkubnl (registered authors at this institution)

Works

Working papers

Laurens de Haan & Casper de Vries & Chen Zhou, 2008. "The Extent of Internet Auction Markets," Tinbergen Institute Discussion Papers 08-041/2, Tinbergen Institute. [Downloadable!]
J.L. Geluk & L. de Haan & C.G. de Vries, 2007. "Weak & Strong Financial Fragility," Tinbergen Institute Discussion Papers 07-023/2, Tinbergen Institute. [Downloadable!]
G. Draisma & L. de Haan & L. Peng, 2000. "A bootstrap-based method to achieve optimality on estimating the extreme-value index," Econometric Institute Report 198, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
J. Danielsson & L. de Haan & L. Peng & C.G. de Vries, 1997. "Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation," Tinbergen Institute Discussion Papers 97-016/4, Tinbergen Institute. [Downloadable!]
Other versions:
- J. Danielsson & L. de Haan & L. Peng & C.G. de Vries, 2000. "Using a bootstrap method to choose the sample fraction in tail index estimation," Econometric Institute Report 197, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Published as:
- Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G., 2001. "Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 226-248, February. [Downloadable!] (restricted)
L. de Haan & T. Themido Pereira, 1997. "Estimating the Index of a Stable Distribution," Tinbergen Institute Discussion Papers 97-040/4, Tinbergen Institute.
Published as:
- de Haan, L. & Pereira, T. Themido, 1999. "Estimating the index of a stable distribution," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 39-55, January. [Downloadable!] (restricted)
De Haan, L. & Resnick, S.I., 1995. "Estimating the Limit Distribution of Multivariate Exteremes," Papers 9525/a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L. & Resnick, S., 1994. "Second Order Regular Variation and rates of Convergence in Extreme Value Theory," Papers 9431-a, Erasmus University of Rotterdam - Econometric Institute.
Cheng, S. & De Haan, L. & Huang, X., 1994. "Rate of Convergence of Intermediate Order Statistics," Papers 9436-a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L., 1993. "A Unified Criterion for the Domain off Attraction of Extreme-Vlaue Distributions," Papers 9331-a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L. & Resnick, S., 1993. "Estimating the Home Range," Papers 9305-a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L., 1993. "Estimating Exceedance Probalities In Higher-Dimensional Space," Papers 9304-a, Erasmus University of Rotterdam - Econometric Institute.
Cheng, S. & De Haan, L. & Huang, X., 1993. "Uniform Distance Between the Distribution Fuction of Hill's Estiomator and the Normal Distribution Function," Papers 9307-a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L. & Stadtmuller, U., 1992. "Generalized Regular Variation of Second Order," Papers 9268-a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L. & Omey, E., 1990. "On A Subclass Of Beurling Varying Functions," Papers 9025-a, Erasmus University of Rotterdam - Econometric Institute.
Rootzen, H. & Leadbetter, L. & De Haan, L., 1990. "Tail And Quantile Estimation For Strongly Mixing Stationary Sequences ," Papers 9024-a, Erasmus University of Rotterdam - Econometric Institute.
De Haan, L. & Xin, H., 1990. "Estimating A Multidimensional Extreme-Value Distribution," Papers 9023-a, Erasmus University of Rotterdam - Econometric Institute.

Articles

de Haan, Laurens & Neves, Cláudia & Peng, Liang, 2008. "Parametric tail copula estimation and model testing," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1260-1275, July. [Downloadable!] (restricted)
M. Ivette Gomes & Laurens de Haan & Lígia Henriques Rodrigues, 2008. "Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages 31-52. [Downloadable!] (restricted)
de Haan, Laurens & Canto e Castro, Luisa, 2006. "A class of distribution functions with less bias in extreme value estimation," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1617-1624, September. [Downloadable!] (restricted)
Drees, Holger & de Haan, Laurens & Li, Deyuan, 2003. "On large deviation for extremes," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 51-62, August. [Downloadable!] (restricted)
de Haan, L. & Pereira, T. Themido, 1999. "Estimating the index of a stable distribution," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 39-55, January. [Downloadable!] (restricted)
Other versions:
- L. de Haan & T. Themido Pereira, 1997. "Estimating the Index of a Stable Distribution," Tinbergen Institute Discussion Papers 97-040/4, Tinbergen Institute.
de Haan, L. & Peng, L., 1997. "Rates of Convergence for Bivariate Extremes," Journal of Multivariate Analysis, Elsevier, vol. 61(2), pages 195-230, May. [Downloadable!] (restricted)
de Haan, L. & Omey, E. & Resnick, S., 1984. "Domains of attraction and regular variation in IRd," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 17-33, February. [Downloadable!] (restricted)
De Haan, Laurens & Taconis-Haantjes, Elselien, 1978. "Asymptotic properties of a correlation coefficient type statistic connected with the general linear model," Journal of Econometrics, Elsevier, vol. 7(1), pages 15-21, February. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-IAS: Insurance Economics (1) 2001-10-22 Author is listed

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This page was last updated on 2009-11-25.

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