Holger Drees
Holger Drees
Professor für Mathematik, Universität Hamburg
Verified email at math.uni-hamburg.de - Homepage
Title
Cited by
Cited by
Year
Selecting the optimal sample fraction in univariate extreme value estimation
H Drees, E Kaufmann
Stochastic Processes and their applications 75 (2), 149-172, 1998
3721998
How to make a Hill plot
H Drees, S Resnick, L de Haan
The Annals of Statistics 28 (1), 254-274, 2000
3122000
Bivariate tail estimation: dependence in asymptotic independence
G Draisma, H Drees, A Ferreira, L De Haan
Bernoulli 10 (2), 251-280, 2004
1872004
On smooth statistical tail functionals
H Drees
Scandinavian Journal of Statistics 25 (1), 187-210, 1998
1821998
Extreme quantile estimation for dependent data, with applications to finance
H Drees
Bernoulli 9 (4), 617-657, 2003
1782003
On maximum likelihood estimation of the extreme value index
H Drees, A Ferreira, L De Haan
Annals of Applied Probability, 1179-1201, 2004
1732004
Best attainable rates of convergence for estimators of the stable tail dependence function
H Drees, X Huang
Journal of Multivariate Analysis 64 (1), 25-46, 1998
1281998
Refined Pickands estimators of the extreme value index
H Drees
The Annals of Statistics, 2059-2080, 1995
1191995
A general class of estimators of the extreme value index
H Drees
Journal of Statistical Planning and Inference 66 (1), 95-112, 1998
1101998
Weighted approximations of tail processes for β-mixing random variables
H Drees
Annals of Applied Probability, 1274-1301, 2000
1022000
Approximations to the tail empirical distribution function with application to testing extreme value conditions
H Drees, L de Haan, D Li
Journal of Statistical Planning and Inference 136 (10), 3498-3538, 2006
932006
Limit theorems for empirical processes of cluster functionals
H Drees, H Rootzén
The Annals of Statistics 38 (4), 2145-2186, 2010
682010
Optimal rates of convergence for estimates of the extreme value index
H Drees
Annals of Statistics, 434-448, 1998
661998
Tail empirical processes under mixing conditions
H Drees
Empirical process techniques for dependent data, 325-342, 2002
532002
Refined pickands estimators wtth bias correction
H Drees
Communications in Statistics-Theory and Methods 25 (4), 837-851, 1996
371996
A simple non-stationary model for stock returns
H Drees, C Starica
352002
Tail behavior in Wicksell’s corpuscle problem
H Dress, RD Reiss
Probability Theory and Applications, 205-220, 1992
281992
Statistics for tail processes of Markov chains
H Drees, J Segers, M Warchoł
Extremes 18 (3), 369-402, 2015
262015
Tail dependence in independence
G Draisma, H Drees, A Ferreira, L de Haan
Eurandom preprint 23, 49-74, 2001
252001
Minimax risk bounds in extreme value theory
H Drees
The Annals of Statistics 29 (1), 266-294, 2001
252001
The system can't perform the operation now. Try again later.
Articles 1–20