Laurens de Haan

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All published works

Action	Title	Year	Authors
+ PDF Chat	Spatial dependence and space–time trend in extreme events	2022	J.H.J. Einmahl Ana Ferreira Laurens de Haan Cláudia Neves Chen Zhou
+	Spatial dependence and space-time trend in extreme events	2020	J.H.J. Einmahl Ana Ferreira Laurens de Haan Cláudia Neves Chen Zhou
+	Spatial dependence and space-time trend in extreme events	2020	J.H.J. Einmahl Ana Ferreira Laurens de Haan Cláudia Neves Chen Zhou
+ PDF Chat	Extreme value estimation for discretely sampled continuous processes	2018	Holger Drees Laurens de Haan K. F. Turkman
+	Extreme Value Estimation for Discretely Sampled Continuous Processes	2017	Holger Drees Laurens de Haan K. F. Turkman
+	Estimating space-time trend and dependence of heavy rainfall	2017	Ana Ferreira Petra Friederichs Laurens de Haan Cláudia Neves Martin Schlather
+	Extreme Value Estimation for Discretely Sampled Continuous Processes	2017	Holger Drees Laurens de Haan K. F. Turkman
+	Estimating failure probabilities	2015	Holger Drees Laurens de Haan
+	Bias correction in multivariate extremes	2015	Anne-Laure Fougères Laurens de Haan Cécile Mercadier
+ PDF Chat	Bias correction in multivariate extremes	2015	Anne-Laure Fougères Laurens de Haan Cécile Mercadier
+	On the block maxima method in extreme value theory: PWM estimators	2014	Ana Ferreira Laurens de Haan
+ PDF Chat	On tail trend detection: modeling relative risk	2014	Laurens de Haan Albert Klein Tank Cláudia Neves
+ PDF Chat	The generalized Pareto process; with a view towards application and simulation	2014	Ana Ferreira Laurens de Haan
+	On the block maxima method in extreme value theory	2013	Ana Ferreira Laurens de Haan
+	Multivariate Pareto distributions: properties and examples	2013	Ana Ferreira Laurens de Haan
+	Bias correction in extreme value statistics with index around zero	2012	Juan‐Juan Cai Laurens de Haan Chen Zhou
+	Estimating extreme bivariate quantile regions	2012	J.H.J. Einmahl Laurens de Haan Andrea Krajina
+	The Generalized Pareto process; with application	2012	Ana Ferreira Laurens de Haan
+ PDF Chat	Estimation of extreme risk regions under multivariate regular variation	2011	Juan‐Juan Cai J.H.J. Einmahl Laurens de Haan
+ PDF Chat	Stationary max-stable fields associated to negative definite functions	2009	Zakhar Kabluchko Martin Schlather Laurens de Haan
+	Estimating Extreme Bivariate Quantile Regions	2009	J.H.J. Einmahl Laurens de Haan
+ PDF Chat	On spatial extremes: With application to a rainfall problem	2008	T. A. Buishand Laurens de Haan Chen Zhou
+	A test procedure for detecting super-heavy tails	2008	Isabel Fraga Alves Laurens de Haan Cláudia Neves
+	Stationary max-stable fields associated to negative definite functions	2008	Zakhar Kabluchko Martin Schlather Laurens de Haan
+	A Note on Second Order Conditions in Extreme Value Theory: Linking General and Heavy Tail Conditions	2007	Isabel Fraga Alves M. Ivette Gomes Laurens de Haan
+ PDF Chat	Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition	2006	J.H.J. Einmahl Laurens de Haan Deyuan Li
+	A class of distribution functions with less bias in extreme value estimation	2006	Laurens de Haan Luísa Canto e Castro
+ PDF Chat	Spatial extremes: Models for the stationary case	2006	Laurens de Haan Teresa T. Pereira
+ PDF Chat	Approximations to the tail empirical distribution function with application to testing extreme value conditions	2005	Holger Drees Laurens de Haan Deyuan Li
+	Joint exceedances of the ARCH process	2004	M. Ivette Gomes Laurens de Haan Dínis Pestana
+	Joint exceedances of the ARCH process	2004	M. Ivette Gomes Laurens de Haan Dínis Pestana
+ PDF Chat	On maximum likelihood estimation of the extreme value index	2004	Holger Drees Ana Ferreira Laurens de Haan
+	Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition	2004	J.H.J. Einmahl Laurens de Haan Deyuan Li
+	A new class of semi-parametric estimators of the second order parameter.	2003	Isabel Fraga Alves M. Ivette Gomes Laurens de Haan
+	Alternative conditions for attraction to stable vectors	2002	Laurens de Haan D. Li Liang Peng H. Iglesias-Pereira
+ PDF Chat	Nonparametric estimation of the spectral measure of an extreme value distribution	2001	J.H.J. Einmahl V. I. Piterbarg Laurens de Haan
+ PDF Chat	Penultimate Approximation for Hill's Estimator	2001	Shan Cheng Laurens de Haan
+ PDF Chat	How to make a Hill plot	2000	Holger Drees Sidney I. Resnick Laurens de Haan
+ PDF Chat	Estimating the probability of a rare event	1999	A. K. Sinha Laurens de Haan
+	Adaptive estimators for the endpoint and high quantities of a probability distribution	1999	Ana Ferreira Laurens de Haan Liang Peng
+	Estimating the index of a stable distribution	1999	Laurens de Haan Tatiana Pereira
+	Conditions for quantile process approximations	1999	Holger Drees Laurens de Haan
+ PDF Chat	On the distribution of tail array sums for strongly mixing stationary sequences	1998	M. R. Leadbetter Holger Rootzén Laurens de Haan
+	Comparison of tail index estimators	1998	Laurens de Haan Liang Peng
+ PDF Chat	On asymptotic normality of the hill estimator	1998	Laurens de Haan Sidney I. Resnick
+ PDF Chat	On asymptotic normality of the hill estimator	1998	Laurens de Haan Sidney I. Resnick
+	Estimating the spectral measure of an extreme value distribution	1997	J.H.J. Einmahl Laurens de Haan A. K. Sinha
+	Rates of Convergence for Bivariate Extremes	1997	Laurens de Haan Liang Peng
+	Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation	1997	Jón Danı́elsson Laurens de Haan Liang Peng Casper G. de Vries
+	Asymptotic Distributions of Multivariate Intermediate Order Statistics	1997	Shengxian Cheng Laurens de Haan Jingping Yang
+	None	1997	Shihong Cheng Laurens de Haan Xin Huang
+	Estimating the spectral measure of an extreme value distribution	1997	J.H.J. Einmahl Laurens de Haan A. K. Sinha
+ PDF Chat	Asymptotic distributions of multivariate intermediate order statistics	1996	Shi Hong Cheng Shi Hong Cheng Лоренс де Хаан Laurens de Haan Jing Ping Yang Jing Ping Yang
+	Large Quantile Estimation in a Multivariate Setting	1995	Laurens de Haan Xun Huang
+	Measuring asymptotic convexity	1995	A. A. Balkema Jaap Geluk Laurens de Haan
+ PDF Chat	Random transformations for poisson processes and sup—integral processes	1994	Laurens de Haan Sidney I. Resnick
+	Asymptotic distribution of the maximum of <i>n</i> independent stochastic processes	1993	A. A. Balkema Laurens de Haan Rajeeva L. Karandikar
+	Asymptotic distribution of the maximum of n independent stochastic processes	1993	A. A. Balkema Laurens de Haan Rajeeva L. Karandikar
+	Estimating a multidimensional extreme-value distribution	1993	J.H.J. Einmahl Laurens de Haan Hua Xin
+	Estimating a multidimensional extreme-value distribution	1993	J.H.J. Einmahl Laurens de Haan Hua Xin
+	On the estimation of the exceedance probability of a high level	1990	van Jitse Dijk Laurens de Haan
+ PDF Chat	A Moment Estimator for the Index of an Extreme-Value Distribution	1989	Arnold Dekkers J.H.J. Einmahl Laurens de Haan
+ PDF Chat	On the Estimation of the Extreme-Value Index and Large Quantile Estimation	1989	Arnold Dekkers Laurens de Haan
+	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes	1989	Laurens de Haan Sidney I. Resnick Holger Rootzén Casper G. de Vries
+	Embedding a stochastic difference equation into a continuous-time process	1989	Laurens de Haan Rajeeva L. Karandikar
+	A Brownian Bridge Connected with Extreme Values	1988	Laurens de Haan
+	The index of the outstanding observation among <i>n</i> independent ones	1988	Laurens de Haan Ishay Weissman
+	On limiting laws for the convex hull of a sample	1987	Henk Brozius Laurens de Haan
+	On limiting laws for the convex hull of a sample	1987	Henk Brozius Laurens de Haan
+	The index of the outstanding observation among n independent ones	1987	Laurens de Haan Ishay Weissman
+ PDF Chat	A Tauberian Theorem of Exponential Type	1986	Jaap Geluk Laurens de Haan Ulrich Stadtmüller
+	Dominated variation and related concepts and Tauberian theorems for Laplace transforms	1985	Laurens de Haan Ulrich Stadtmüller
+ PDF Chat	A Spectral Representation for Max-stable Processes	1984	Laurens de Haan
+	Integrals and derivatives of regularly varying functions in Rd and domains of attraction of stable distributions II.	1984	Laurens de Haan Edward Omey
+	Extremal Processes	1984	Laurens de Haan
+ PDF Chat	Local Limit Theorems for Sample Extremes	1982	Laurens de Haan Sidney I. Resnick
+ PDF Chat	On the observation closest to the origin	1981	Laurens de Haan Sidney I. Resnick
+	Estimation of the Minimum of a Function Using Order Statistics	1981	Laurens de Haan
+	Local limit theorem for sample extremes	1981	Laurens de Haan Sidney I. Resnick
+ PDF Chat	On functions with small differences	1981	Jaap Geluk Laurens de Haan
+	A Simple Asymptotic Estimate for the Index of a Stable Distribution	1980	Laurens de Haan Sidney I. Resnick
+	Estimation of the minimum of a function using order statistics	1980	Laurens de Haan
+	On Bahadur's representation of sample quantiles	1979	Laurens de Haan Elselien Taconis-Haantjes
+	Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions	1979	Laurens de Haan Sidney I. Resnick
+ PDF Chat	Stochastic Compactness of Sample Extremes	1979	Laurens de Haan Geert Ridder
+	Limit Distributions for Order Statistics. II	1979	A. A. Balkema Laurens de Haan
+	AN EXTENSION OF KARAMATA'S TAUBERIAN THEOREM AND ITS CONNECTION WITH COMPLEMENTARY CONVEX FUNCTIONS	1979	A. A. Balkema Jaap Geluk Laurens de Haan
+	Limit Distributions for Order Statistics. I	1978	A. A. Balkema Laurens de Haan
+	Stochastic compactness of sample maxima	1978	Laurens de Haan Geert Ridder
+ PDF Chat	Asymptotic properties of a correlation coefficient type statistic connected with the general linear model	1978	Laurens de Haan Elselien Taconis-Haantjes
+ PDF Chat	On functions derived from regularly varying functions	1977	Laurens de Haan
+ PDF Chat	Limit theory for multivariate sample extremes	1977	Laurens de Haan Sidney I. Resnick
+ PDF Chat	An Abel-Tauber Theorem for Laplace Transforms	1976	Laurens de Haan
+	Applications in probability theory of a special kind of regular variation	1976	Laurens de Haan
+	Limit laws for order statistics	1975	Laurens de Haan A. A. Balkema
+	ON AN ABEL-TAUBER THEOREM FOR LAPLACE TRANSFORMS	1974	Laurens de Haan
+	Weak limits of sample range	1974	Laurens de Haan
+	Weak limits of sample range	1974	Laurens de Haan
+ PDF Chat	Residual Life Time at Great Age	1974	A. A. Balkema Laurens de Haan
+ PDF Chat	On Sample Quantiles from a Regularly Varying Distribution Function	1974	Laurens de Haan
+	Equivalence classes of regularly varying functions	1974	Laurens de Haan
+	Weak limits of sample range	1974	Laurens de Haan
+ PDF Chat	On Random Indices and Limit Distributions	1974	Laurens de Haan
+	Almost sure limit points of record values	1973	Laurens de Haan Sidney I. Resnick
+	Almost sure limit points of record values	1973	Laurens de Haan Sidney I. Resnick
+ PDF Chat	On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$	1972	A. A. Balkema Laurens de Haan
+ PDF Chat	The Rate of Growth of Sample Maxima	1972	Laurens de Haan Arie Hordijk
+ PDF Chat	A form of regular variation and its application to the domain of attraction of the double exponential distribution	1971	Laurens de Haan
+	Note on a Paper by H. G. Tucker	1970	Laurens de Haan
+	Some remarks concerning the quotient of sample median and sample range for a sample of size 2<i>n</i>+1 from a normal distribution	1969	Laurens de Haan J. Th. Runnenburg

Common Coauthors

Coauthor	Papers Together
J.H.J. Einmahl	14
Sidney I. Resnick	12
Ana Ferreira	11
A. A. Balkema	9
Holger Drees	8
Cláudia Neves	6
Chen Zhou	5
Liang Peng	5
Jaap Geluk	4
M. Ivette Gomes	4
Rajeeva L. Karandikar	3
K. F. Turkman	3
Isabel Fraga Alves	3
Martin Schlather	3
Deyuan Li	3
A. K. Sinha	3
Elselien Taconis-Haantjes	2
Juan‐Juan Cai	2
Casper G. de Vries	2
Zakhar Kabluchko	2
Anne-Laure Fougères	2
Holger Rootzén	2
Ulrich Stadtmüller	2
Geert Ridder	2
Hua Xin	2
Arnold Dekkers	2
Henk Brozius	2
Dínis Pestana	2
Cécile Mercadier	2
Ishay Weissman	2
Jing Ping Yang	1
van Jitse Dijk	1
Jón Danı́elsson	1
Arie Hordijk	1
Tatiana Pereira	1
Shihong Cheng	1
Shan Cheng	1
Shengxian Cheng	1
Sidney I. Resnick	1
Teresa T. Pereira	1
Andrea Krajina	1
Xun Huang	1
M. R. Leadbetter	1
J. Th. Runnenburg	1
Edward Omey	1
Xin Huang	1
H. Iglesias-Pereira	1
T. A. Buishand	1
D. Li	1
V. I. Piterbarg	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire	1943	B Gnedenko	15
+ PDF Chat	Limit theory for multivariate sample extremes	1977	Laurens de Haan Sidney I. Resnick	13
+ PDF Chat	A Moment Estimator for the Index of an Extreme-Value Distribution	1989	Arnold Dekkers J.H.J. Einmahl Laurens de Haan	12
+ PDF Chat	A Simple General Approach to Inference About the Tail of a Distribution	1975	Bruce M. Hill	10
+	On Smooth Statistical Tail Functionals	1998	Holger Drees	9
+ PDF Chat	A Spectral Representation for Max-stable Processes	1984	Laurens de Haan	8
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	8
+	Empirical Processes with Applications to Statistics	2009	Galen R. Shorack Jon A. Wellner	8
+ PDF Chat	Estimating Tails of Probability Distributions	1987	Richard L. Smith	7
+	On regular variation and its application to the weak convergence of sample extremes	1970	L.F.M. deHaan	7
+	Weighted Approximations in Probability and Statistics	1993	Lajos Horváth Miklós Csörgő	7
+ PDF Chat	Residual Life Time at Great Age	1974	A. A. Balkema Laurens de Haan	6
+ PDF Chat	Approximations to the tail empirical distribution function with application to testing extreme value conditions	2005	Holger Drees Laurens de Haan Deyuan Li	6
+ PDF Chat	On spatial extremes: With application to a rainfall problem	2008	T. A. Buishand Laurens de Haan Chen Zhou	5
+ PDF Chat	Limit theorems for tail processes with application to intermediate quantile estimation	1992	J.H.J. Einmahl	5
+	On a stochastic difference equation and a representation of non–negative infinitely divisible random variables	1979	Wim Vervaat	5
+ PDF Chat	Estimating the probability of a rare event	1999	A. K. Sinha Laurens de Haan	5
+ PDF Chat	Spatial extremes: Models for the stationary case	2006	Laurens de Haan Teresa T. Pereira	4
+ PDF Chat	Laws of Large Numbers for Sums of Extreme Values	1982	David M. Mason	4
+ PDF Chat	Asymptotic normality of extreme value estimators on C[0,1]	2006	J.H.J. Einmahl Tao Lin	4
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén	4
+ PDF Chat	An Abel-Tauber Theorem for Laplace Transforms	1976	Laurens de Haan	4
+	Tail equivalence and its applications	1971	Sidney I. Resnick	4
+	Selecting the optimal sample fraction in univariate extreme value estimation	1998	Holger Drees Edgar Kaufmann	4
+	Modelling Extremes of the Areal Rainfall Process	1996	Stuart Coles Jonathan A. Tawn	4
+	Equivalence classes of regularly varying functions	1974	Laurens de Haan	4
+	Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function	1998	Holger Drees Xin Huang	4
+	Point processes, regular variation and weak convergence	1986	Sidney I. Resnick	4
+	Extreme values of independent stochastic processes	1977	B. M. Brown Sidney I. Resnick	4
+	Estimating the spectral measure of an extreme value distribution	1997	J.H.J. Einmahl Laurens de Haan A. K. Sinha	3
+ PDF Chat	Monotone Transformations and Limit Laws	1974	Pali Sen A. A. Balkema	3
+	Models for Exceedances Over High Thresholds	1990	A. C. Davison Richard L. Smith	3
+	An Introduction to Probability Theory and its Applications	1967	Frank E. Grubbs	3
+	Regular Variation	1987	Ν. H. Bingham Charles M. Goldie J. L. Teugels	3
+ PDF Chat	The Rate of Growth of Sample Maxima	1972	Laurens de Haan Arie Hordijk	3
+	Non-parametric estimators of multivariate extreme dependence functions	2005	Belkacem Abdous Kilani Ghoudi	3
+ PDF Chat	Supremum self-decomposable random vectors	1986	Gerard Gerritse	3
+ PDF Chat	Implicit Renewal Theory and Tails of Solutions of Random Equations	1991	Charles M. Goldie	3
+	Bias correction in extreme value statistics with index around zero	2012	Juan‐Juan Cai Laurens de Haan Chen Zhou	3
+ PDF Chat	Weighted Empirical and Quantile Processes	1986	Miklós Csörgő Sándor Csörgő Lajos Horváth David M. Mason	3
+	Poisson and Gaussian approximation of weighted local empirical processes	1997	J.H.J. Einmahl	3
+	Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks	2009	J.H.J. Einmahl Jun Li Regina Y. Liu	3
+ PDF Chat	On testing extreme value conditions	2006	Jürg Hüsler Deyuan Li	3
+	The convex hull of a spherically symmetric sample	1981	William F. Eddy James D. Gale	3
+ PDF Chat	Functional central limit theorems for processes with positive drift and their inverses	1972	Wim Vervaat	3
+ PDF Chat	Nonparametric estimation of the spectral measure of an extreme value distribution	2001	J.H.J. Einmahl V. I. Piterbarg Laurens de Haan	3
+ PDF Chat	Random difference equations and Renewal theory for products of random matrices	1973	Harry Kesten	3
+	Max-infinite divisibility	1977	A. A. Balkema Sidney I. Resnick	3
+	Direct Reduction of Bias of the Classical Hill Estimator	2005	Frederico Caeiro M. Ivette Gomes Dínis Pestana	3
+ PDF Chat	On tail trend detection: modeling relative risk	2014	Laurens de Haan Albert Klein Tank Cláudia Neves	3