Laurens de Haan

Residual Life Time at Great Age

A. A. Balkema, Laurens de Haan · The Annals of Probability · 1974 · 1.5K citations · Full text

Natural Sciences, Physics, Stochastic Processes +5

A Moment Estimator for the Index of an Extreme-Value Distribution

Arnold Dekkers, J.H.J. Einmahl, Laurens de Haan · The Annals of Statistics · 1989 · 699 citations · Full text

Natural Sciences, Biostatistics, Statistics +11

On Regular Variation and Its Application to the Weak Convergence of Sample Extremes

Simeon M. Berman, Laurens de Haan · Technometrics · 1972 · 617 citations

Natural Sciences, Mathematics, Probability Theory +12

A Spectral Representation for Max-stable Processes

Laurens de Haan · The Annals of Probability · 1984 · 536 citations · Full text

Engineering, Mathematics, Probability Theory +13

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Laurens de Haan, Liang Peng, Casper G. de Vries · Journal of Multivariate Analysis · 2001 · 459 citations

Public Health, Economics, Econometrics +15