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- Laurens de Haan & Chen Zhou (2024) - Bootstrapping Extreme Value Estimators - Journal of the American Statistical Association, 119 (545), 382-393 - doi: 10.1080/01621459.2022.2120400 - [link]
- Laurens de Haan & Chen Zhou (2020) - Trends in extreme value indices - Journal of the American Statistical Association, 116 (535), 1265-1279 - doi: 10.1080/01621459.2019.1705307 - [link]
- JHJ Einmahl, Laurens de Haan & A Krajina (2013) - Estimating extreme bivariate quantile regions - Extremes, 16 (2), 121-145 - doi: 10.1007/s10687-012-0156-z - [link]
- Z Kabluchko, M Schlather & Laurens de Haan (2009) - Stationary max-stable fields associated to negative definite functions - Annals of Probability, 37 (5), 2042-2065 - doi: 10.1214/09-AOP455 - [link]
- L Canto e Castro & Laurens de Haan (2006) - A class of distribution functions with less bias in extreme value - Statistics and Probability Letters, 76, 1617-1624 - doi: 10.1016/j.spl.2006.04.004 - [link]
- H Drees, Laurens de Haan & D (Deyuan) Li (2006) - Approximations to the tail emperical distribution function with application to testing extreme value conditions - Journal of Statistical Planning and Inference, 136, 3498-3538 - doi: 10.1016/j.jspi.2005.02.017 - [link]
- Laurens de Haan (2006) - Extreme Value Theory: An Introduction
- Laurens de Haan & TT Pereira (2006) - Spatial extremes: Models for the stationary case - Annals of Statistics, 34, 146-168 - doi: 10.1214/009053605000000886 - [link]
- JHJ Einmahl, Laurens de Haan & D (Deyuan) Li (2006) - Weighted Approximations of Tail Copula Processes with Application to Testing Multivariate Extreme Value Condition - Annals of Statistics, 34, 1987-2014 - doi: 10.1214/009053606000000434 - [link]
- MI Gomes, Laurens de Haan & D Pestana (2005) - Joint exceedances of the arch process
