Laurens de Haan

most citedStationary max-stable fields associated to negative definite functions

354 citations · 427 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2008★ 354 cited

Stationary max-stable fields associated to negative definite functions

Zakhar Kabluchko, Martin Schlather, Laurens de Haan

Let $W_{i}, i \in N$ , be independent copies of a zero-mean Gaussian process ${W (t), t \in R^{d}}$ with stationary increments and variance $σ^{2} (t)$ . Independently of $…

math.ST2006★ 73 cited

Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition

John H. J. Einmahl, Laurens de Haan, Deyuan Li

Consider $n$ i.i.d. random vectors on $R^{2}$ , with unknown, common distribution function $F$ . Under a sharpening of the extreme value condition on $F$ , we derive a weighted…