Lecture notes

Laurens de Haan

AIO-course Stochastics

• 3-9-1999. ``Empirical processes and extreme values, an introduction''. PostScript file.
• 17-12-1999. ``Extreme value theory''. PostScript file.

Other

• Extreme quantile and tail estimation, (23-08-2000)
• Multivariate extremes, (23-08-2000)