Laurens de Haan

23 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6591-6018

Erasmus University Rotterdam, Rotterdam, Netherlands;b University of Lisbon, Lisbon, Portugal

Publications

Bootstrapping Extreme Value Estimators — Journal of the American Statistical Association 2024
Spatial dependence and space–time trend in extreme events — The Annals of Statistics 2022
Trends in Extreme Value Indices — Journal of the American Statistical Association 2021
Limits to Human Life Span Through Extreme Value Theory — Journal of the American Statistical Association 2019
Statistics of heteroscedastic extremes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
Estimation of the marginal expected shortfall: the mean when a related variable is extreme — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
On the block maxima method in extreme value theory: PWM estimators — The Annals of Statistics 2015
Bias correction in multivariate extremes — The Annals of Statistics 2015
Estimation of extreme risk regions under multivariate regular variation — The Annals of Statistics 2011
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
On spatial extremes: With application to a rainfall problem — The Annals of Applied Statistics 2008
Extreme Value Theory: An Introduction — Journal of the American Statistical Association 2008
Spatial extremes: Models for the stationary case — The Annals of Statistics 2006
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition — The Annals of Statistics 2006
Weak consistency of extreme value estimators in C[0,1] — The Annals of Statistics 2003
Nonparametric estimation of the spectral measure of an extreme value distribution — The Annals of Statistics 2001
How to make a Hill plot — The Annals of Statistics 2000
Estimating the probability of a rare event — The Annals of Statistics 1999
On the Estimation of the Extreme-Value Index and Large Quantile Estimation — The Annals of Statistics 1989
A Moment Estimator for the Index of an Extreme-Value Distribution — The Annals of Statistics 1989
Estimation of the Minimum of a Function Using Order Statistics — Journal of the American Statistical Association 1981
A Simple Asymptotic Estimate for the Index of a Stable Distribution — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1980
On Sample Quantiles from a Regularly Varying Distribution Function — The Annals of Statistics 1974