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Holger Drees

Identifiers

  • name variant Holger Drees 0.60 · backfill

Papers (17)

  1. Principal Component Analysis for Multivariate Extremes math.ST · 2019 · author #1
  2. Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds math.ST · 2019 · author #1
  3. Atomic-scale imaging of the surface dipole distribution of stepped surfaces cond-mat.mes-hall · 2017 · author #2
  4. Atomically resolved scanning force studies of vicinal Si(111) cond-mat.mes-hall · 2017 · author #2
  5. Extreme Value Estimation for Discretely Sampled Continuous Processes math.ST · 2017 · author #1
  6. Conditional Extreme Value Models: Fallacies and Pitfalls math.PR · 2016 · author #1
  7. Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms math.ST · 2015 · author #1
  8. Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343] math.ST · 2015 · author #1
  9. Joint exceedances of random products math.PR · 2015 · author #2
  10. Hypotheses tests in boundary regression models stat.ME · 2014 · author #1
  11. Statistics for Tail Processes of Markov Chains stat.ME · 2014 · author #1
  12. A stochastic volatility model with flexible extremal dependence structure math.PR · 2013 · author #2
  13. Bias correction for estimators of the extremal index stat.ME · 2011 · author #1
  14. Estimating failure probabilities stat.ME · 2011 · author #1
  15. Extreme value analysis of actuarial risks: estimation and model validation stat.ME · 2011 · author #1
  16. Some aspects of extreme value theory under serial dependence math.ST · 2007 · author #1
  17. On maximum likelihood estimation of the extreme value index math.PR · 2004 · author #1

Mentions

  • 1511.00420 #1 · backfill · confidence 0.70 Holger Drees
  • 1510.09090 #1 · backfill · confidence 0.70 Holger Drees
  • 1505.03325 #2 · backfill · confidence 0.70 Holger Drees
  • 1408.3979 #1 · backfill · confidence 0.70 Holger Drees
  • 1405.7721 #1 · backfill · confidence 0.70 Holger Drees
  • 1310.4621 #2 · backfill · confidence 0.70 Holger Drees
  • 1107.0935 #1 · backfill · confidence 0.70 Holger Drees
  • 1107.0614 #1 · backfill · confidence 0.70 Holger Drees
  • 1103.2872 #1 · backfill · confidence 0.70 Holger Drees
  • 0710.5879 #1 · backfill · confidence 0.70 Holger Drees

Frequent Coauthors