Holger Drees

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4035-0497

Department of Mathematics, University of Hamburg

Publications

• Statistical inference on a changing extreme value dependence structure — The Annals of Statistics 2023
• Correction — The Annals of Statistics 2015 (name-matched, not ORCID-linked)
• Limit theorems for empirical processes of cluster functionals — The Annals of Statistics 2010 (name-matched, not ORCID-linked)
• Minimax Risk Bounds in Extreme Value Theory — The Annals of Statistics 2001
• How to make a Hill plot — The Annals of Statistics 2000
• Optimal rates of convergence for estimates of the extreme value index — The Annals of Statistics 1998
• Refined Pickands estimators of the extreme value index — The Annals of Statistics 1995