The following pages link to Holger Drees (Q282540):
Displaying 40 items.
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Correction to: ``Limit theorems for empirical processes of cluster functionals'' (Q292896) (← links)
- (Q497483) (redirect page) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- An interview with Laurens de Haan (Q906631) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise (Q1193963) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- On large deviation for extremes. (Q1423151) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- Joint exceedances of random products (Q1635978) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- Refined Pickands estimators of the extreme value index (Q1922380) (← links)
- On fixed-length confidence intervals for a bounded normal mean (Q1962137) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Principal component analysis for multivariate extremes (Q2044326) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
- On Smooth Statistical Tail Functionals (Q3842757) (← links)
- Conditions for quantile process approximations (Q4248817) (← links)
- (Q4277809) (← links)
- Residual life functionals at great age (Q4337159) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- (Q4410085) (← links)
- The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise (Q4850101) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
