papers
Publications (17)
math.ST2019
Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds
Holger Drees, Miran Knezevic
math.PR2004
On maximum likelihood estimation of the extreme value index
Holger Drees, Ana Ferreira, Laurens de Haan
cond-mat.mes-hall2017
Atomic-scale imaging of the surface dipole distribution of stepped surfaces
Carmen P érez León, Holger Drees, Stefan Martin Wippermann +2
stat.ME2016
Hypotheses tests in boundary regression models
Holger Drees, Natalie Neumeyer, Leonie Selk
math.PR2017
Conditional Extreme Value Models: Fallacies and Pitfalls
Holger Drees, Anja JanÃen
stat.ME2011
Bias correction for estimators of the extremal index
Holger Drees
stat.ME2014
Statistics for Tail Processes of Markov Chains
Holger Drees, Johan Segers, MichaÅ WarchoÅ
math.ST2019
Principal Component Analysis for Multivariate Extremes
Holger Drees, Anne Sabourin
math.PR2016
A stochastic volatility model with flexible extremal dependence structure
Anja Janssen, Holger Drees
stat.ME2015
Estimating failure probabilities
Holger Drees, Laurens de Haan
math.ST2007
Some aspects of extreme value theory under serial dependence
Holger Drees
cond-mat.mes-hall2017
Atomically resolved scanning force studies of vicinal Si(111)
Carmen Perez Leon, Holger Drees, Stefan Martin Wippermann +2
math.ST2015
Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms
Holger Drees
math.ST2018
Extreme Value Estimation for Discretely Sampled Continuous Processes
Holger Drees, Laurens de Haan, Feridun Turkman
stat.ME2011
Extreme value analysis of actuarial risks: estimation and model validation
Holger Drees
math.ST2015
Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343]
Holger Drees, Holger Rootzén
math.PR2016
Joint exceedances of random products
Anja JanÃen, Holger Drees