Laurens de Haan : Citation Profile


Are you Laurens de Haan?

Universiteit van Tilburg

4

H index

3

i10 index

64

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   30 years (1978 - 2008). See details.
   Cites by year: 2
   Journals where Laurens de Haan has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pde531
   Updated: 2019-04-20    RAS profile: 2011-09-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurens de Haan.

Is cited by:

de Vries, Casper (4)

Krajina, Andrea (4)

Einmahl, John (4)

Danielsson, Jon (3)

Schaumburg, Julia (2)

Zhou, Chen (2)

Schienle, Melanie (2)

Onali, Enrico (2)

Hammoudeh, Shawkat (1)

Lucas, Andre (1)

Brooks, Chris (1)

Cites to:

Horvath, Lajos (1)

Einmahl, John (1)

Main data


Where Laurens de Haan has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis3
Statistics & Probability Letters3

Recent works citing Laurens de Haan (2018 and 2017)


YearTitle of citing document
2018Extreme quantile estimation for β-mixing time series and applications. (2018). Chavez-Demoulin, Valerie ; Guillou, Armelle. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:59-74.

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2018Empirical likelihood based inference for conditional Pareto-type tail index. (2018). Ma, Yaolan ; Huang, Wei ; Jiang, Yuexiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:134:y:2018:i:c:p:114-121.

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2018How accurate are modern Value-at-Risk estimators derived from extreme value theory?. (2018). Mogel, Benjamin ; Auer, Benjamin R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0652-y.

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2018A review of more than one hundred Pareto-tail index estimators. (2018). Fedotenkov, Igor. In: MPRA Paper. RePEc:pra:mprapa:90072.

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2017Estimation of the tail exponent of multivariate regular variation. (2017). Kim, Moosup ; Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0574-9.

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2017Bias-corrected and robust estimation of the bivariate stable tail dependence function. (2017). Escobar-Bach, Mikael ; You, Alexandre ; Guillou, Armelle ; Goegebeur, Yuri. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0511-5.

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Works by Laurens de Haan:


YearTitleTypeCited
2008Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses In: Journal of the Royal Statistical Society Series B.
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article23
1978Asymptotic properties of a correlation coefficient type statistic connected with the general linear model In: Journal of Econometrics.
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article0
1984Domains of attraction and regular variation in IRd In: Journal of Multivariate Analysis.
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article5
1997Rates of Convergence for Bivariate Extremes In: Journal of Multivariate Analysis.
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article4
2008Parametric tail copula estimation and model testing In: Journal of Multivariate Analysis.
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article12
1999Estimating the index of a stable distribution In: Statistics & Probability Letters.
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article19
2003On large deviation for extremes In: Statistics & Probability Letters.
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article1
2006A class of distribution functions with less bias in extreme value estimation In: Statistics & Probability Letters.
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article0

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