Holger Drees

Available identifiers

zbMath Open drees.holgerWikidataQ102129314 ScholiaQ102129314MaRDI QIDQ282540

List of research outcomes

Publication	Date of Publication	Type
Statistical inference on a changing extreme value dependence structure	2024-01-04	Paper
On a Minimum Distance Procedure for Threshold Selection in Tail Analysis	2022-02-03	Paper
Cluster based inference for extremes of time series	2021-11-03	Paper
Principal component analysis for multivariate extremes	2021-08-09	Paper
Asymptotics for sliding blocks estimators of rare events	2021-07-09	Paper
Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds	2020-09-10	Paper
Estimation and hypotheses testing in boundary regression models	2019-01-28	Paper
Extreme value estimation for discretely sampled continuous processes	2018-12-20	Paper
Extreme value analysis of actuarial risks: estimation and model validation	2018-12-19	Paper
Joint exceedances of random products	2018-06-01	Paper
Conditional extreme value models: fallacies and pitfalls	2018-01-31	Paper
Correction to: ``Limit theorems for empirical processes of cluster functionals	2016-06-09	Paper
A stochastic volatility model with flexible extremal dependence structure	2016-05-12	Paper
An interview with Laurens de Haan	2016-01-22	Paper
Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343]	2015-10-29	Paper
Statistics for tail processes of Markov chains	2015-09-24	Paper
Estimating failure probabilities	2015-06-15	Paper
Limit theorems for empirical processes of cluster functionals	2010-08-24	Paper
Some aspects of extreme value statistics under serial dependence	2009-02-28	Paper
Fitting and validation of a bivariate model for large claims	2009-01-28	Paper
Approximations to the tail empirical distribution function with application to testing extreme value conditions	2006-08-14	Paper
Extreme quantile estimation for dependent data, with applications to finance	2004-06-10	Paper
On large deviation for extremes.	2004-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4410085	2003-10-21	Paper
Extreme quantile estimation for dependent data, with applications to finance	2003-08-01	Paper
Weighted approximations of tail processes for \(\beta\)-mixing random variables.	2003-05-06	Paper
How to make a Hill plot.	2002-11-14	Paper
Minimax risk bounds in extreme value theory	2002-11-14	Paper
Best attainable rates of convergence for estimators of the stable tail dependence function	2001-01-29	Paper
On fixed-length confidence intervals for a bounded normal mean	2000-07-17	Paper
Conditions for quantile process approximations	2000-05-28	Paper
A general class of estimators of the extreme value index	2000-01-30	Paper
Selecting the optimal sample fraction in univariate extreme value estimation	1999-11-18	Paper
Optimal rates of convergence for estimates of the extreme value index	1999-11-09	Paper
On Smooth Statistical Tail Functionals	1999-10-31	Paper
Refined Pickands estimators of the extreme value index	1998-03-23	Paper
Refined pickands estimators wtth bias correction	1997-11-11	Paper
Residual life functionals at great age	1997-05-19	Paper
The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise	1995-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q4277809	1994-01-09	Paper
Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise	1992-09-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Holger Drees