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Author ID: de-haan.laurens Recent zbMATH articles by "de Haan, Laurens"
Published as: de Haan, Laurens; de Haan, L.; De Haan, Laurens; De Haan, L.
Homepage: https://personal.eur.nl/ldehaan/
External Links: MGP · Wikidata · dblp · GND · IdRef
Documents Indexed: 147 Publications since 1969, including 3 Books
1 Contribution as Editor
Biographic References: 1 Publication
Co-Authors: 57 Co-Authors with 119 Joint Publications
1,145 Co-Co-Authors
all top 5

Serials

13 The Annals of Statistics
12 The Annals of Probability
11 Extremes
10 Stochastic Processes and their Applications
8 Journal of Applied Probability
8 Journal of Multivariate Analysis
5 Statistica Neerlandica
5 Communications in Statistics. Stochastic Models
4 Statistics & Probability Letters
4 Probability and Mathematical Statistics
3 Teoriya Veroyatnosteĭ i eë Primeneniya
3 Theory of Probability and its Applications
3 Journal of Statistical Planning and Inference
3 Publications de l’Institut Mathématique. Nouvelle Série
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 Journal of the Australian Mathematical Society. Series A
3 Bernoulli
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Annals of Mathematical Statistics
2 Journal of Mathematical Analysis and Applications
2 Journal of the American Statistical Association
2 Journal of the London Mathematical Society. Second Series
2 Sankhyā. Series A. Methods and Techniques
2 The Annals of Applied Probability
2 Communications in Statistics. Theory and Methods
2 REVSTAT
1 Advances in Applied Probability
1 Scandinavian Journal of Statistics
1 Annals of the Institute of Statistical Mathematics
1 Canadian Journal of Mathematics
1 Indagationes Mathematicae
1 Journal of Economic Theory
1 Journal of Econometrics
1 The Quarterly Journal of Mathematics. Oxford Second Series
1 Statistics
1 Journal of Theoretical Probability
1 CWI Quarterly
1 Journal of the Royal Statistical Society. Series B
1 Mathematical Population Studies
1 Finance and Stochastics
1 Portugaliae Mathematica. Nova Série
1 CWI Tracts
1 The Annals of Applied Statistics
1 Springer Series in Operations Research and Financial Engineering

Publications by Year

Citations contained in zbMATH Open

130 Publications have been cited 4,207 times in 1,974 Documents Cited by Year
Extreme value theory. An introduction. Zbl 1101.62002
de Haan, Laurens; Ferreira, Ana
593
2006
On regular variation and its application to the weak convergence of sample extremes. Zbl 0226.60039
de Haan, Laurens
265
1970
A moment estimator for the index of an extreme-value distribution. Zbl 0701.62029
Dekkers, A. L. M.; Einmahl, J. H. J.; De Haan, L.
246
1989
Residual life time at great age. Zbl 0295.60014
Balkema, A. A.; de Haan, Laurens
204
1974
Regular variation, extensions and Tauberian theorems. Zbl 0624.26003
Geluk, J. L.; de Haan, L.
154
1987
A spectral representation for max-stable processes. Zbl 0597.60050
de Haan, Laurens
149
1984
Stationary max-stable fields associated to negative definite functions. Zbl 1208.60051
Kabluchko, Zakhar; Schlather, Martin; de Haan, Laurens
126
2009
Limit theory for multivariate sample extremes. Zbl 0375.60031
de Haan, Laurens; Resnick, Sidney I.
120
1977
Using a bootstrap method to choose the sample fraction in tail index estimation. Zbl 0976.62044
Danielsson, J.; de Haan, L.; Peng, L.; de Vries, C. G.
100
2001
Generalized regular variation of second order. Zbl 0878.26002
De Haan, Laurens; Stadtmüller, Ulrich
100
1996
Comparison of tail index estimators. Zbl 0937.62050
de Haan, L.; Peng, L.
98
1998
On the estimation of the extreme-value index and large quantile estimation. Zbl 0699.62028
Dekkers, Arnold L. M.; De Haan, Laurens
78
1989
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G.
70
1989
Optimal choice of sample fraction in extreme-value estimation. Zbl 0797.62016
Dekkers, Arnold L. M.; de Haan, Laurens
64
1993
Bivariate tail estimation: dependence in asymptotic independence. Zbl 1058.62043
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens
59
2004
A new class of semi-parametric estimators of the second order parameter. Zbl 1042.62050
Fraga Alves, M. I.; Gomes, M. Ivette; de Haan, Laurens
59
2003
On maximum likelihood estimation of the extreme value index. Zbl 1102.62051
Drees, Holger; Ferreira, Ana; de Haan, Laurens
59
2004
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
58
2000
Sea and wind: multivariate extremes at work. Zbl 0921.62144
de Haan, Laurens; de Ronde, John
56
1998
On spatial extremes: with application to a rainfall problem. Zbl 1273.62258
Buishand, T. A.; de Haan, L.; Zhou, C.
55
2008
A bootstrap-based method to achieve optimality in estimating the extreme-value index. Zbl 0972.62014
Draisma, G.; de Haan, L.; Peng, L.; Pereira, T. T.
51
1999
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. Zbl 1400.62318
Gomes, M. Ivette; de Haan, Laurens; Rodrigues, Lígia Henriques
50
2008
Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046
Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I.
48
2001
On convergence toward an extreme value distribution in \(C[0,1]\). Zbl 1010.62016
de Haan, Laurens; Lin, Tao
46
2001
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
45
1996
Spatial extremes: models for the stationary case. Zbl 1104.60021
de Haan, Laurens; Pereira, Teresa T.
42
2006
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
39
1993
Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027
Gomes, M. Ivette; de Haan, Laurens; Peng, Liang
32
2003
The generalized Pareto process; with a view towards application and simulation. Zbl 1312.60068
Ferreira, Ana; De Haan, Laurens
31
2014
On optimising the estimation of high quantiles of a probability distribution. Zbl 1210.62052
Ferreira, A.; de Haan, L.; Peng, L.
30
2003
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition. Zbl 1246.60051
Einmahl, John H. J.; De Haan, Laurens; Li, Deyuan
30
2006
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
30
1998
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
29
1997
Estimating the spectral measure of an extreme value distribution. Zbl 0905.62051
Einmahl, John H. J.; de Haan, L.; Sinha, Ashoke Kumar
29
1997
On the estimation of high quantiles. Zbl 0770.62026
de Haan, Laurens; Rootzén, Holger
28
1993
Approximations to the tail empirical distribution function with application to testing extreme value conditions. Zbl 1093.62052
Drees, Holger; de Haan, Laurens; Li, Deyuan
28
2006
Domains of attraction and regular variation in \({\mathbb{R}}^ d\). Zbl 0536.60027
de Haan, Laurens; Omey, E.; Resnick, Sidney I.
26
1984
Estimation of the minimum of a function using order statistics. Zbl 0462.62031
de Haan, Laurens
24
1981
The rate of growth of sample maxima. Zbl 0241.60033
de Haan, Laurens; Hordijk, Arie
24
1972
Mixed moment estimator and location invariant alternatives. Zbl 1223.62075
Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
24
2009
On the maximal life span of humans. Zbl 0872.62096
Aarssen, Karin; de Haan, Laurens
23
1994
On the distribution of tail array sums for strongly mixing stationary sequences. Zbl 0939.60007
Rootzén, Holger; Leadbetter, M. Ross; de Haan, Laurens
23
1998
Estimating the probability of a rare event. Zbl 1105.62344
de Haan, Laurens; Sinha, Ashoke Kumar
22
1999
On the block maxima method in extreme value theory: PWM estimators. Zbl 1310.62064
Ferreira, Ana; de Haan, Laurens
21
2015
Statistics of heteroscedastic extremes. Zbl 1411.62124
Einmahl, John H. J.; de Haan, Laurens; Zhou, Chen
20
2016
A simple asymptotic estimate for the index of a stable distribution. Zbl 0422.62017
De Haan, Laurens; Resnick, Sidney I.
20
1980
An Abel-Tauber theorem for Laplace transforms. Zbl 0331.44002
de Haan, Laurens
20
1976
Estimating a multidimensional extreme-value distribution. Zbl 0778.62047
Einmahl, John H. J.; de Haan, Laurens; Xin, Huang
19
1993
Estimation of the marginal expected shortfall: the mean when a related variable is extreme. Zbl 1414.91433
Cai, Juan-juan; Einmahl, John H. J.; de Haan, Laurens; Zhou, Chen
18
2015
Approximation by penultimate extreme value distributions. Zbl 0947.60019
Gomes, M. Ivette; de Haan, Laurens
18
1999
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
18
2002
Bias correction in multivariate extremes. Zbl 1312.62061
Fougères, Anne-Laure; de Haan, Laurens; Mercadier, Cécile
17
2015
Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II. Zbl 0528.60021
de Haan, Laurens; Omey, E.
17
1984
Limit distributions for order statistics. I. Zbl 0423.62019
Balkema, A. A.; De Haan, Laurens
16
1978
An extension of Karamata’s Tauberian theorem and its connection with complementary convex functions. Zbl 0464.44002
Balkema, A. A.; Geluk, J. L.; de Haan, Laurens
16
1979
Bias correction in extreme value statistics with index around zero. Zbl 1266.62094
Cai, Juan-Juan; de Haan, Laurens; Zhou, Chen
16
2013
Parametric tail copula estimation and model testing. Zbl 1141.62011
de Haan, Laurens; Neves, Cláudia; Peng, Liang
16
2008
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions. Zbl 0398.60013
De Haan, Laurens; Resnick, Sidney I.
15
1979
A characterization of multidimensional extreme-value distributions. Zbl 0412.62030
De Haan, Laurens
15
1978
Extremes in higher dimensions: The model and some statistics. Zbl 0646.62016
de Haan, L.
15
1985
A form of regular variation and its application to the domain of attraction of the double exponential distribution. Zbl 0204.51401
de Haan, Laurens
14
1971
Equivalence classes of regularly varying functions. Zbl 0287.26003
de Haan, Laurens
14
1974
Dominated variation and related concepts and Tauberian theorems for Laplace transforms. Zbl 0581.44003
de Haan, L.; Stadtmüller, U.
14
1985
Local limit theorems for sample extremes. Zbl 0485.60017
de Haan, Laurens; Resnick, Sidney I.
14
1982
Sample extremes: An elementary introduction. Zbl 0353.60032
de Haan, Laurens
13
1976
Estimation of extreme risk regions under multivariate regular variation. Zbl 1221.62075
Cai, Juan-Juan; Einmahl, John H. J.; de Haan, Laurens
13
2011
Fighting the arch-enemy with mathematics. Zbl 0713.62104
de Haan, L.
13
1990
Embedding a stochastic difference equation into a continuous-time process. Zbl 0679.60066
de Haan, L.; Karandikar, R. L.
13
1989
A test procedure for detecting super-heavy tails. Zbl 1149.62036
Alves, Isabel Fraga; de Haan, Laurens; Neves, Cláudia
12
2009
Conjugate \(\pi\)-variation and process inversion. Zbl 0428.60033
De Haan, Laurens; Resnick, Sidney I.
12
1979
Slow variation and characterization of domains of attraction. Zbl 0566.60023
de Haan, Laurens
12
1984
A note on second order conditions in extreme value theory: linking general and heavy tail conditions. Zbl 1149.62040
Fraga Alves, M. Isabel; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
11
2007
Limit distributions for order statistics. II. Zbl 0405.62041
Balkema, A. A.; De Haan, Laurens
11
1978
Stable probability distributions and their domains of attraction: A direct approach. Zbl 0994.60011
Geluk, J. L.; de Haan, L.
11
2000
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Zbl 1380.62246
de Haan, Laurens; Mercadier, Cécile; Zhou, Chen
11
2016
On R. von Mises’ condition for the domain of attraction of \(\exp (-e^{-x})\). Zbl 0239.60018
Balkema, A. A.; de Haan, Laurens
10
1972
On large deviation for extremes. Zbl 1113.62329
Drees, Holger; de Haan, Laurens; Li, Deyuan
10
2003
Joint exceedances of the ARCH process. Zbl 1065.60054
Gomes, M. Ivette; de Haan, Laurens; Pestana, Dinis
9
2004
On extreme-value theory in the presence of a trend. Zbl 0623.60035
de Haan, L.; Verkade, E.
9
1987
Third order extended regular variation. Zbl 1164.26304
Fraga Alves, Isabel; de Haan, Laurens; Lin, Tao
9
2006
A convergence rate in extreme-value theory. Zbl 0723.60056
Balkema, A. A.; de Haan, L.
9
1990
Almost sure limit points of record values. Zbl 0269.60026
De Haan, Laurens; Resnick, Sidney I.
8
1973
Weak limits of sample range. Zbl 0304.60017
de Haan, Laurens
8
1974
Weak consistency of extreme value estimators in \(C[0,1]\). Zbl 1055.62059
de Haan, Laurens; Lin, Tao
8
2003
On regular variation of probability densities. Zbl 0625.60022
de Haan, L.; Resnick, S.
8
1987
Rarely observed sample maxima. Zbl 0992.60055
Canto e Castro, L.; de Haan, L.; Temido, M. G.
8
2000
Large quantile estimation in a multivariate setting. Zbl 0820.62045
de Haan, Laurens; Huang, Xin
7
1995
Rates of convergence for bivariate extremes. Zbl 0880.62015
de Haan, L.; Peng, L.
7
1997
On the observation closest to the origin. Zbl 0465.60035
de Haan, Laurens; Resnick, Sidney I.
7
1981
Estimating the index of a stable distribution. Zbl 0946.62038
de Haan, L.; Pereira, T. Themido
7
1999
Extreme residual dependence for random vectors and processes. Zbl 1216.62078
De Haan, Laurens; Zhou, Chen
7
2011
On extreme value analysis of a spatial process. Zbl 1153.62074
de Haan, Laurens; Zhou, Chen
6
2008
Exact rates of convergence to a stable law. Zbl 0947.60025
de Haan, L.; Peng, L.
6
1999
Slow convergence to normality: An Edgeworth expansion without third moment. Zbl 0902.60021
de Haan, L.; Peng, L.
6
1997
On sample quantiles from a regularly varying distribution function. Zbl 0315.62021
de Haan, Laurens
6
1974
Estimating extreme bivariate quantile regions. Zbl 1266.62030
Einmahl, John H. J.; de Haan, Laurens; Krajina, Andrea
6
2013
Stochastic compactness of sample extremes. Zbl 0395.60029
De Haan, Laurens; Ridder, Geert
5
1979
Almost sure continuity of stable moving average processes with index less than one. Zbl 0634.60037
Balkema, A. A.; de Haan, L.
5
1988
Stochastic compactness and point processes. Zbl 0555.60018
de Haan, Laurens; Resnick, Sidney I.
5
1984
On tail trend detection: modeling relative risk. Zbl 1319.60119
de Haan, Laurens; Tank, Albert Klein; Neves, Cláudia
5
2015
Limits to human life span through extreme value theory. Zbl 1428.62504
Einmahl, Jesson J.; Einmahl, John H. J.; de Haan, Laurens
4
2019
Extreme value estimation for discretely sampled continuous processes. Zbl 1408.62094
Drees, Holger; de Haan, Laurens; Turkman, Feridun
1
2018
Statistics of heteroscedastic extremes. Zbl 1411.62124
Einmahl, John H. J.; de Haan, Laurens; Zhou, Chen
20
2016
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Zbl 1380.62246
de Haan, Laurens; Mercadier, Cécile; Zhou, Chen
11
2016
On the block maxima method in extreme value theory: PWM estimators. Zbl 1310.62064
Ferreira, Ana; de Haan, Laurens
21
2015
Estimation of the marginal expected shortfall: the mean when a related variable is extreme. Zbl 1414.91433
Cai, Juan-juan; Einmahl, John H. J.; de Haan, Laurens; Zhou, Chen
18
2015
Bias correction in multivariate extremes. Zbl 1312.62061
Fougères, Anne-Laure; de Haan, Laurens; Mercadier, Cécile
17
2015
On tail trend detection: modeling relative risk. Zbl 1319.60119
de Haan, Laurens; Tank, Albert Klein; Neves, Cláudia
5
2015
Estimating failure probabilities. Zbl 1385.60054
Drees, Holger; de Haan, Laurens
3
2015
Convergence of heteroscedastic extremes. Zbl 1328.62297
de Haan, Laurens
1
2015
The generalized Pareto process; with a view towards application and simulation. Zbl 1312.60068
Ferreira, Ana; De Haan, Laurens
31
2014
Bias correction in extreme value statistics with index around zero. Zbl 1266.62094
Cai, Juan-Juan; de Haan, Laurens; Zhou, Chen
16
2013
Estimating extreme bivariate quantile regions. Zbl 1266.62030
Einmahl, John H. J.; de Haan, Laurens; Krajina, Andrea
6
2013
How far can man go? Zbl 1300.62033
Alves, Isabel Fraga; de Haan, Laurens; Neves, Cláudia
1
2013
The number of active bidders in internet auctions. Zbl 1285.91053
de Haan, Laurens; de Vries, Casper G.; Zhou, Chen
1
2013
Exceedance probability of the integral of a stochastic process. Zbl 1274.62345
Ferreira, Ana; de Haan, Laurens; Zhou, Chen
4
2012
Estimation of extreme risk regions under multivariate regular variation. Zbl 1221.62075
Cai, Juan-Juan; Einmahl, John H. J.; de Haan, Laurens
13
2011
Extreme residual dependence for random vectors and processes. Zbl 1216.62078
De Haan, Laurens; Zhou, Chen
7
2011
Stationary max-stable fields associated to negative definite functions. Zbl 1208.60051
Kabluchko, Zakhar; Schlather, Martin; de Haan, Laurens
126
2009
Mixed moment estimator and location invariant alternatives. Zbl 1223.62075
Alves, M. Isabel Fraga; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
24
2009
A test procedure for detecting super-heavy tails. Zbl 1149.62036
Alves, Isabel Fraga; de Haan, Laurens; Neves, Cláudia
12
2009
The expected payoff to Internet auctions. Zbl 1224.91034
de Haan, Laurens; de Vries, Casper G.; Zhou, Chen
1
2009
On spatial extremes: with application to a rainfall problem. Zbl 1273.62258
Buishand, T. A.; de Haan, L.; Zhou, C.
55
2008
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. Zbl 1400.62318
Gomes, M. Ivette; de Haan, Laurens; Rodrigues, Lígia Henriques
50
2008
Parametric tail copula estimation and model testing. Zbl 1141.62011
de Haan, Laurens; Neves, Cláudia; Peng, Liang
16
2008
On extreme value analysis of a spatial process. Zbl 1153.62074
de Haan, Laurens; Zhou, Chen
6
2008
A note on second order conditions in extreme value theory: linking general and heavy tail conditions. Zbl 1149.62040
Fraga Alves, M. Isabel; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
11
2007
Extreme value theory. An introduction. Zbl 1101.62002
de Haan, Laurens; Ferreira, Ana
593
2006
Spatial extremes: models for the stationary case. Zbl 1104.60021
de Haan, Laurens; Pereira, Teresa T.
42
2006
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition. Zbl 1246.60051
Einmahl, John H. J.; De Haan, Laurens; Li, Deyuan
30
2006
Approximations to the tail empirical distribution function with application to testing extreme value conditions. Zbl 1093.62052
Drees, Holger; de Haan, Laurens; Li, Deyuan
28
2006
Third order extended regular variation. Zbl 1164.26304
Fraga Alves, Isabel; de Haan, Laurens; Lin, Tao
9
2006
Bivariate tail estimation: dependence in asymptotic independence. Zbl 1058.62043
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens
59
2004
On maximum likelihood estimation of the extreme value index. Zbl 1102.62051
Drees, Holger; Ferreira, Ana; de Haan, Laurens
59
2004
Joint exceedances of the ARCH process. Zbl 1065.60054
Gomes, M. Ivette; de Haan, Laurens; Pestana, Dinis
9
2004
A new class of semi-parametric estimators of the second order parameter. Zbl 1042.62050
Fraga Alves, M. I.; Gomes, M. Ivette; de Haan, Laurens
59
2003
Semi-parametric estimation of the second order parameter in statistics of extremes. Zbl 1039.62027
Gomes, M. Ivette; de Haan, Laurens; Peng, Liang
32
2003
On optimising the estimation of high quantiles of a probability distribution. Zbl 1210.62052
Ferreira, A.; de Haan, L.; Peng, L.
30
2003
On large deviation for extremes. Zbl 1113.62329
Drees, Holger; de Haan, Laurens; Li, Deyuan
10
2003
Weak consistency of extreme value estimators in \(C[0,1]\). Zbl 1055.62059
de Haan, Laurens; Lin, Tao
8
2003
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
18
2002
On bootstrap sample size in exstreme value theory. Zbl 1034.60043
Geluk, Jaap; de Haan, Laurens
4
2002
Using a bootstrap method to choose the sample fraction in tail index estimation. Zbl 0976.62044
Danielsson, J.; de Haan, L.; Peng, L.; de Vries, C. G.
100
2001
Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046
Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I.
48
2001
On convergence toward an extreme value distribution in \(C[0,1]\). Zbl 1010.62016
de Haan, Laurens; Lin, Tao
46
2001
Penultimate approximation for Hill’s estimator. Zbl 0980.62042
Cheng, Shi Hong; de Haan, L.
2
2001
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
58
2000
Stable probability distributions and their domains of attraction: A direct approach. Zbl 0994.60011
Geluk, J. L.; de Haan, L.
11
2000
Rarely observed sample maxima. Zbl 0992.60055
Canto e Castro, L.; de Haan, L.; Temido, M. G.
8
2000
A bootstrap-based method to achieve optimality in estimating the extreme-value index. Zbl 0972.62014
Draisma, G.; de Haan, L.; Peng, L.; Pereira, T. T.
51
1999
Estimating the probability of a rare event. Zbl 1105.62344
de Haan, Laurens; Sinha, Ashoke Kumar
22
1999
Approximation by penultimate extreme value distributions. Zbl 0947.60019
Gomes, M. Ivette; de Haan, Laurens
18
1999
Estimating the index of a stable distribution. Zbl 0946.62038
de Haan, L.; Pereira, T. Themido
7
1999
Exact rates of convergence to a stable law. Zbl 0947.60025
de Haan, L.; Peng, L.
6
1999
Conditions for quantile process approximations. Zbl 0937.60019
Drees, Holger; de Haan, Laurens
2
1999
Comparison of tail index estimators. Zbl 0937.62050
de Haan, L.; Peng, L.
98
1998
Sea and wind: multivariate extremes at work. Zbl 0921.62144
de Haan, Laurens; de Ronde, John
56
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
30
1998
On the distribution of tail array sums for strongly mixing stationary sequences. Zbl 0939.60007
Rootzén, Holger; Leadbetter, M. Ross; de Haan, Laurens
23
1998
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
29
1997
Estimating the spectral measure of an extreme value distribution. Zbl 0905.62051
Einmahl, John H. J.; de Haan, L.; Sinha, Ashoke Kumar
29
1997
Rates of convergence for bivariate extremes. Zbl 0880.62015
de Haan, L.; Peng, L.
7
1997
Slow convergence to normality: An Edgeworth expansion without third moment. Zbl 0902.60021
de Haan, L.; Peng, L.
6
1997
Rate of convergence of intermediate order statistics. Zbl 0878.62012
Cheng, Shihong; de Haan, Laurens; Huang, Xin
4
1997
Generalized regular variation of second order. Zbl 0878.26002
De Haan, Laurens; Stadtmüller, Ulrich
100
1996
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
45
1996
Asymptotic distributions of multivariate intermediate order statistics. Zbl 0901.62027
Cheng, Shi Hong; De Haan, L.; Yang, J.
3
1996
Von Mises-type conditions in second order regular variation. Zbl 0857.26002
de Haan, L.
2
1996
Large quantile estimation in a multivariate setting. Zbl 0820.62045
de Haan, Laurens; Huang, Xin
7
1995
On the maximal life span of humans. Zbl 0872.62096
Aarssen, Karin; de Haan, Laurens
23
1994
Estimating the home range. Zbl 0811.60006
de Haan, L.; Resnick, Sidney
3
1994
Estimating exceedance probabilities in higher-dimensional space. Zbl 0807.60051
de Haan, Laurens
2
1994
A unified criterion for the domain of attraction of extreme value distributions. Zbl 0832.60061
de Haan, L.
1
1994
Optimal choice of sample fraction in extreme-value estimation. Zbl 0797.62016
Dekkers, Arnold L. M.; de Haan, Laurens
64
1993
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
39
1993
On the estimation of high quantiles. Zbl 0770.62026
de Haan, Laurens; Rootzén, Holger
28
1993
Estimating a multidimensional extreme-value distribution. Zbl 0778.62047
Einmahl, John H. J.; de Haan, Laurens; Xin, Huang
19
1993
Asymptotic distribution of the maximum of \(n\) independent stochastic processes. Zbl 0770.60036
Balkema, A. A.; de Haan, L.; Karandikar, R. L.
3
1993
Fighting the arch-enemy with mathematics. Zbl 0713.62104
de Haan, L.
13
1990
A convergence rate in extreme-value theory. Zbl 0723.60056
Balkema, A. A.; de Haan, L.
9
1990
A moment estimator for the index of an extreme-value distribution. Zbl 0701.62029
Dekkers, A. L. M.; Einmahl, J. H. J.; De Haan, L.
246
1989
On the estimation of the extreme-value index and large quantile estimation. Zbl 0699.62028
Dekkers, Arnold L. M.; De Haan, Laurens
78
1989
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G.
70
1989
Embedding a stochastic difference equation into a continuous-time process. Zbl 0679.60066
de Haan, L.; Karandikar, R. L.
13
1989
Estimates of the rate of convergence for max-stable processes. Zbl 0678.60019
de Haan, L.; Rachev, S. T.
4
1989
Almost sure continuity of stable moving average processes with index less than one. Zbl 0634.60037
Balkema, A. A.; de Haan, L.
5
1988
Regular variation, extensions and Tauberian theorems. Zbl 0624.26003
Geluk, J. L.; de Haan, L.
154
1987
On extreme-value theory in the presence of a trend. Zbl 0623.60035
de Haan, L.; Verkade, E.
9
1987
On regular variation of probability densities. Zbl 0625.60022
de Haan, L.; Resnick, S.
8
1987
On limiting laws for the convex hull of a sample. Zbl 0653.60011
Brozius, Henk; de Haan, Laurens
3
1987
A Tauberian theorem of exponential type. Zbl 0615.44001
Geluk, J. L.; De Haan, L.; Stadtmüller, U.
4
1986
Extremes in higher dimensions: The model and some statistics. Zbl 0646.62016
de Haan, L.
15
1985
Dominated variation and related concepts and Tauberian theorems for Laplace transforms. Zbl 0581.44003
de Haan, L.; Stadtmüller, U.
14
1985
Multivariate regular variation and applications in probability theory. Zbl 0583.60020
de Haan, Laurens
1
1985
A spectral representation for max-stable processes. Zbl 0597.60050
de Haan, Laurens
149
1984
Domains of attraction and regular variation in \({\mathbb{R}}^ d\). Zbl 0536.60027
de Haan, Laurens; Omey, E.; Resnick, Sidney I.
26
1984
Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II. Zbl 0528.60021
de Haan, Laurens; Omey, E.
17
1984
Slow variation and characterization of domains of attraction. Zbl 0566.60023
de Haan, Laurens
12
1984
Stochastic compactness and point processes. Zbl 0555.60018
de Haan, Laurens; Resnick, Sidney I.
5
1984
Asymptotically balanced functions and stochastic compactness of sample extremes. Zbl 0538.60025
de Haan, Laurens; Resnick, Sidney I.
5
1984
...and 30 more Documents
all top 5

Cited by 1,892 Authors

57 de Haan, Laurens
57 Guillou, Armelle
55 Resnick, Sidney Ira
54 Leal de Carvalho Gomes, Maria Ivette
48 Peng, Liang
40 Hashorva, Enkelejd
36 Falk, Michael
35 Girard, Stéphane
34 Beirlant, Jan
34 Segers, Johan
32 Goegebeur, Yuri
25 Drees, Holger
24 Peng, Zuoxiang
23 Gardes, Laurent
22 Klüppelberg, Claudia
21 Einmahl, John H. J.
21 Li, Deyuan
20 Davis, Richard A.
20 Hüsler, Jürg
20 Omey, Edward
20 Stupfler, Gilles
19 Nadarajah, Saralees
19 Samorodnitsky, Gennady Pinkhosovich
18 Caeiro, Frederico
18 Stoev, Stilian A.
17 Dombry, Clément
17 Tawn, Jonathan A.
16 Mikosch, Thomas
16 Zhou, Chen
15 Das, Bikramjit
15 Fraga Alves, M. Isabel
15 Kabluchko, Zakhar A.
14 Huser, Raphaël
14 Qi, Yongcheng
14 Schlather, Martin
13 Bücher, Axel
13 Djurčić, Dragan Ž.
13 Engelke, Sebastian
13 Necir, Abdelhakim
13 Pestana, Dinis Duarte
13 Robert, Christian Yann
13 Zhang, Zhengjun
12 Bingham, Nicholas Hugh
12 Ferreira, Marta
12 Geluk, Jaap L.
12 Henriques-Rodrigues, Lígia
12 Maller, Ross Arthur
12 Mao, Tiantian
12 Neves, Cláudia
12 Worms, Rym
11 Barakat, Haroon Mohamed
11 de Wet, Tertius
11 Fougères, Anne-Laure
11 Hu, Taizhong
11 Naveau, Philippe
11 Padoan, Simone A.
10 Bacro, Jean-Noël
10 Diebolt, Jean
10 Embrechts, Paul
10 Mason, David M.
10 Meraghni, Djamel
10 Rootzén, Holger
10 Tang, Qihe
10 Vaičiulis, Marijus
10 Wang, Yizao
9 Daouia, Abdelaati
9 Davison, Anthony C.
9 de Vries, Casper George
9 Figueiredo, Fernanda Otilia
9 Genton, Marc G.
9 Nigm, E. M.
9 Oesting, Marco
9 Opitz, Thomas
9 Rachev, Svetlozar T.
9 Rodionov, Igor’ Vladimirovich
8 Asimit, Alexandru V.
8 Aulbach, Stefan
8 Canto e Castro, Luísa
8 Cheng, Shihong
8 Di Bernardino, Elena
8 Ling, Chengxiu
8 Řehák, Pavel
8 Soulier, Philippe
8 Strokorb, Kirstin
8 Teugels, Jozef L.
8 Wadsworth, Jennifer L.
7 Dębicki, Krzysztof
7 Kočinac, Ljubiša D. R.
7 Kulik, Rafał
7 Lindskog, Filip
7 Mai, Jan-Frederik
7 Matsak, Ivan K.
7 Mercadier, Cécile
7 Molchanov, Ilya S.
7 Reich, Brian James
7 Ribereau, Pierre
7 Sabourin, Anne
7 Worms, Julien
6 Barbe, Philippe
6 Chavez-Demoulin, Valérie
...and 1,792 more Authors
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Cited in 249 Serials

223 Extremes
121 Statistics & Probability Letters
107 Journal of Statistical Planning and Inference
96 Stochastic Processes and their Applications
89 Journal of Multivariate Analysis
74 Insurance Mathematics & Economics
63 Communications in Statistics. Theory and Methods
54 The Annals of Statistics
51 Bernoulli
34 Computational Statistics and Data Analysis
33 Advances in Applied Probability
30 Journal of Applied Probability
29 Electronic Journal of Statistics
28 Journal of Mathematical Analysis and Applications
28 Journal of Econometrics
27 The Annals of Applied Statistics
26 Probability Theory and Related Fields
25 Lithuanian Mathematical Journal
25 Annals of the Institute of Statistical Mathematics
25 Test
24 The Annals of Applied Probability
19 Statistics
19 Journal of Statistical Computation and Simulation
18 Methodology and Computing in Applied Probability
16 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
15 The Annals of Probability
14 Communications in Statistics. Simulation and Computation
14 Journal of Statistical Theory and Practice
13 Scandinavian Actuarial Journal
12 Metrika
11 Journal of Theoretical Probability
11 Journal of Applied Statistics
11 Stochastic Models
11 ASTIN Bulletin
11 North American Actuarial Journal
10 Journal of the American Statistical Association
10 Journal of Nonparametric Statistics
10 Econometric Theory
10 Journal of Agricultural, Biological, and Environmental Statistics
9 Journal of Statistical Physics
9 Scandinavian Journal of Statistics
9 Journal of Mathematical Sciences (New York)
9 Electronic Journal of Probability
9 Journal of the Korean Statistical Society
9 Dependence Modeling
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Statistica Neerlandica
7 European Journal of Operational Research
7 Quantitative Finance
6 The Canadian Journal of Statistics
6 Theory of Probability and its Applications
6 Journal of Computational and Applied Mathematics
6 Kybernetika
6 Mathematics and Computers in Simulation
6 Statistical Science
6 Econometric Reviews
6 Theory of Probability and Mathematical Statistics
6 Journal of Inequalities and Applications
6 Acta Mathematica Sinica. English Series
6 Probability in the Engineering and Informational Sciences
6 Stochastics
6 AStA. Advances in Statistical Analysis
6 Journal of Computational and Graphical Statistics
6 Statistics and Computing
5 Moscow University Mathematics Bulletin
5 Ukrainian Mathematical Journal
5 Applied Mathematics and Computation
5 Statistical Papers
5 Statistical Inference for Stochastic Processes
5 Brazilian Journal of Probability and Statistics
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
5 Journal of Probability and Statistics
5 Sankhyā. Series A
5 European Actuarial Journal
4 Mathematical Proceedings of the Cambridge Philosophical Society
4 Physica A
4 Publications de l’Institut Mathématique. Nouvelle Série
4 Stochastic Analysis and Applications
4 Economics Letters
4 Journal of Global Optimization
4 Indagationes Mathematicae. New Series
4 Mathematical Methods of Statistics
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 International Journal of Theoretical and Applied Finance
3 Israel Journal of Mathematics
3 Mathematical Notes
3 Chaos, Solitons and Fractals
3 Journal of Functional Analysis
3 Mathematische Zeitschrift
3 Proceedings of the American Mathematical Society
3 Journal of Time Series Analysis
3 Acta Mathematica Hungarica
3 Acta Mathematicae Applicatae Sinica. English Series
3 Mathematical and Computer Modelling
3 Science in China. Series A
3 Computational Statistics
3 Mathematical Programming. Series A. Series B
3 Mathematical Problems in Engineering
3 Doklady Mathematics
...and 149 more Serials
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Cited in 45 Fields

1,391 Statistics (62-XX)
997 Probability theory and stochastic processes (60-XX)
257 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
115 Numerical analysis (65-XX)
57 Real functions (26-XX)
35 Operations research, mathematical programming (90-XX)
31 Geophysics (86-XX)
22 Sequences, series, summability (40-XX)
19 Dynamical systems and ergodic theory (37-XX)
17 Computer science (68-XX)
14 Combinatorics (05-XX)
14 Ordinary differential equations (34-XX)
13 Measure and integration (28-XX)
12 Difference and functional equations (39-XX)
11 Functional analysis (46-XX)
10 Partial differential equations (35-XX)
9 Statistical mechanics, structure of matter (82-XX)
8 Number theory (11-XX)
8 Integral transforms, operational calculus (44-XX)
8 Biology and other natural sciences (92-XX)
6 Convex and discrete geometry (52-XX)
6 Information and communication theory, circuits (94-XX)
5 Functions of a complex variable (30-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
4 Special functions (33-XX)
3 History and biography (01-XX)
3 Approximations and expansions (41-XX)
3 Operator theory (47-XX)
3 Algebraic topology (55-XX)
3 Systems theory; control (93-XX)
2 General and overarching topics; collections (00-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Group theory and generalizations (20-XX)
2 Potential theory (31-XX)
2 Integral equations (45-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Mechanics of deformable solids (74-XX)
2 Astronomy and astrophysics (85-XX)
1 Mathematical logic and foundations (03-XX)
1 Category theory; homological algebra (18-XX)
1 Abstract harmonic analysis (43-XX)
1 General topology (54-XX)
1 Fluid mechanics (76-XX)
1 Quantum theory (81-XX)

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