Statistics
Publications
23
Citations
1.8K
H-Index
19
Active since
1995
Holger Drees is an author at University of Cologne specializing in natural sciences, extreme value theory, and stochastic processes.
Publications per year
1995–2018
23
23
Holger Drees, Sidney I. Resnick, Laurens de Haan · The Annals of Statistics · 2000 · 240 citations · Full text
Extreme quantile estimation for dependent data, with applications to finance
Holger Drees · Bernoulli · 2003 · 167 citations · Full text
Bivariate tail estimation: dependence in asymptotic independence
Gerrit Draisma, Holger Drees, Ana Ferreira et al. · Bernoulli · 2004 · 157 citations · Full text
On Smooth Statistical Tail Functionals
Holger Drees · Scandinavian Journal of Statistics · 1998 · 148 citations
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