Journal of Multivariate Analysis
Collection
Collection
- ISSN: 0047259X
Published by Academic Press, New York
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Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted Article
Journal of Multivariate Analysis, 50(1), 115-131.July 1994
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Large Quantile Estimation in a Multivariate Setting Article
Journal of Multivariate Analysis, 53(2), 247-263.May 1995
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Rates of convergence for bivariate extremes Article
Journal of Multivariate Analysis, 61(2), 195-230.May 1997 -
Using a bootstrap method to choose the sample fraction in tail index estimation Article
Journal of Multivariate Analysis, 76(2), 226-248.J. Daníelsson (Jón), L. Peng (Liang), C.G. de Vries (Casper) and L.F.M. de Haan (Laurens)
February 2001 -
Tail behaviour of Gaussian processes with applications to the Brownian pillow Article
Journal of Multivariate Analysis, 87(2), 370-397.November 2003 -
Parametric tail copula estimation and model testing Article
Journal of Multivariate Analysis, 99(6), 1260-1275.L.F.M. de Haan (Laurens), C. Neves (Claudia) and L. Peng (Liang)
July 2008 -
Existence and consistency of the maximum likelihood estimator for the extreme value index Article
Journal of Multivariate Analysis, 100(4), 794-815.April 2009 -
The extent of the maximum likelihood estimator for the extreme value index Article
Journal of Multivariate Analysis, 101(4), 971-983.April 2010