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Laurens de Haan

This is information that was supplied by Laurens de Haan in registering through RePEc. If you are Laurens de Haan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Laurens
Middle Name:
Last Name:de Haan
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RePEc Short-ID:pde531
Email:[This author has chosen not to make the email address public]
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Postal Address:
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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 (more details at EDIRC)
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    RePEc:dgr:uvatin:19970016 is not listed on IDEAS
    RePEc:dgr:uvatin:20070023 is not listed on IDEAS
    RePEc:dgr:uvatin:20080041 is not listed on IDEAS
  1. 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.
  2. 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.
  3. 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.
  4. Drees, Holger & de Haan, Laurens & Li, Deyuan, 2003. "On large deviation for extremes," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 51-62, August.
  5. 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.
  6. de Haan, L. & Peng, L., 1997. "Rates of Convergence for Bivariate Extremes," Journal of Multivariate Analysis, Elsevier, vol. 61(2), pages 195-230, May.
  7. 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.
  8. 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.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

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