Concepedia

Holger Drees

HD

Statistics

Publications

23

Citations

1.7K

H-Index

19

Active since

1995

Affiliations

University of Cologne(Current)

Universität Hamburg

Erasmus University Rotterdam

Saarland University

Holger Drees is an author at University of Cologne specializing in statistics, engineering, and statistical inference.

Top concepts

StatisticsEngineeringStatistical InferenceEstimation TheoryProbabilityExtreme Value TheoryBusinessEconometricsFinanceEconomics

Publications per year

1995–2018

23

Publications

23

Selecting the optimal sample fraction in univariate extreme value estimation

Holger Drees, Edgar Kaufmann · Stochastic Processes and their Applications · 1998 · 253 citations

Estimation Theory, Parameter Estimation, Density Estimation +6

How to make a Hill plot

Holger Drees, Sidney I. Resnick, Laurens de Haan · The Annals of Statistics · 2000 · 238 citations · Full text

Density Estimation, Engineering, Data Science +11

Extreme quantile estimation for dependent data, with applications to finance

Holger Drees · Bernoulli · 2003 · 162 citations · Full text

Volatility Modeling, Engineering, Mathematical Statistic +17

Bivariate tail estimation: dependence in asymptotic independence

Gerrit Draisma, Holger Drees, Ana Ferreira et al. · Bernoulli · 2004 · 156 citations · Full text

Extreme Value Theory, Economics, Engineering +14

On Smooth Statistical Tail Functionals

Holger Drees · Scandinavian Journal of Statistics · 1998 · 146 citations

Large Deviations, Generalized Pareto Distribution, Density Estimation +13

Rows per page

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