Holger Drees: search on Z-Library

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1

On Maximum Likelihood Estimation of the Extreme Value Index

Holger Drees, Ana Ferreira and Laurens de Haan

Journal:

The Annals of Applied Probability

Year:

2004

Language:

english

File:

PDF, 457 KB

english, 2004

2

On large deviation for extremes

Holger Drees, Laurens de Haan, Deyuan Li

Journal:

Statistics & Probability Letters

Year:

2003

Language:

english

File:

PDF, 224 KB

english, 2003

3

Statistics for tail processes of Markov chains

Drees, Holger, Segers, Johan, Warchoł, Michał

Journal:

Year:

2015

Language:

english

File:

PDF, 1.15 MB

english, 2015

4

On Smooth Statistical Tail Functionals

Journal:

Scandinavian Journal of Statistics

Year:

1998

Language:

english

File:

PDF, 2.08 MB

english, 1998

5

Components of the two-sided Kolmogorov–Smirnov test in signal detection problems with Gaussian white noise

Holger Drees, Hartmut Milbrodt

Journal:

Journal of Statistical Planning and Inference

Year:

1991

Language:

english

File:

PDF, 530 KB

english, 1991

6

Selecting the optimal sample fraction in univariate extreme value estimation

Holger Drees, Edgar Kaufmann

Journal:

Stochastic Processes and their Applications

Year:

1998

Language:

english

File:

PDF, 181 KB

english, 1998

7

How to Make a Hill Plot

Holger Drees, Laurens de Haan and Sidney Resnick

Journal:

The Annals of Statistics

Year:

2000

Language:

english

File:

PDF, 1.43 MB

english, 2000

8

Bericht über das kölner versicherungsmathematische kolloquium im sommersemester 1994

Journal:

Blätter der DGVFM

Year:

1994

Language:

german

File:

PDF, 229 KB

german, 1994

9

Bericht über das kölner versicherungsmathematische kolloquium im sommersemester 1995

Journal:

Blätter der DGVFM

Year:

1995

Language:

german

File:

PDF, 256 KB

german, 1995

10

Möglichkeiten zur milderung der beitragssteigerung bei Älteren versicherten in der deutschen privaten krankenversicherung II

Holger Drees, Beate Maas, Hartmut Milbrodt

Journal:

Blätter der DGVFM

Year:

1996

Language:

german

File:

PDF, 457 KB

german, 1996

11

Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function

Holger Drees, Xin Huang

Journal:

Journal of Multivariate Analysis

Year:

1998

Language:

english

File:

PDF, 478 KB

english, 1998

12

Some aspects of extreme value statistics under serial dependence

Journal:

Year:

2008

Language:

english

File:

PDF, 552 KB

english, 2008

13

An interview with Laurens de Haan

Journal:

Year:

2012

Language:

english

File:

PDF, 767 KB

english, 2012

14

Extreme value analysis of actuarial risks: estimation and model validation

Journal:

AStA Advances in Statistical Analysis

Year:

2012

Language:

english

File:

PDF, 1.36 MB

english, 2012

15

INTER- AND INTRAOBSERVER AGREEMENT FOR DIAGNOSING PRESUMPTIVE ISCHEMIC MYELOPATHY AND ACUTE NONCOMPRESSIVE NUCLEUS PULPOSUS EXTRUSION IN DOGS USING MAGNETIC RESONANCE IMAGING

Fenn, Joe, Drees, Randi, Volk, Holger A., Decker, Steven De

Journal:

Veterinary Radiology & Ultrasound

Year:

2016

Language:

english

File:

PDF, 207 KB

english, 2016

16

Extreme value estimation for discretely sampled continuous processes

Drees, Holger, de Haan, Laurens, Turkman, Feridun

Journal:

Year:

2018

Language:

english

File:

PDF, 552 KB

english, 2018

17

Estimating failure probabilities

Drees, Holger, de Haan, Laurens

Journal:

Year:

2015

Language:

english

File:

PDF, 820 KB

english, 2015

18

Limit theorems for empirical processes of cluster functionals

Drees, Holger, Rootzén, Holger

Journal:

The Annals of Statistics

Year:

2010

Language:

english

File:

PDF, 383 KB

english, 2010

19

Bericht über das Kölner Versicherungsmathematische Kolloquium im Wintersemester 1997/98

Journal:

Blätter der DGVFM

Year:

1998

Language:

german

File:

PDF, 582 KB

german, 1998

20

Refined Pickands estimators of the extreme value index

Journal:

The Annals of Statistics

Year:

1995

File:

PDF, 1.60 MB

1995

21

Möglichkeiten zur Milderung der Beitragssteigerung bei älteren Versicherten in der deutschen privaten Krankenversicherung- eine Simulationsstudie -

Holger Drees, Hartmut Milbrodt

Journal:

Blätter der DGVFM

Year:

1995

Language:

german

File:

PDF, 1.62 MB

german, 1995

22

Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss, Laws of Small Numbers: Extremes and Rare Events

Journal:

Year:

2006

Language:

english

File:

PDF, 80 KB

english, 2006

23

A stochastic volatility model with flexible extremal dependence structure

Janssen, Anja, Drees, Holger

Journal:

Year:

2016

Language:

english

File:

PDF, 501 KB

english, 2016

24

Optimal Rates of Convergence for Estimates of the Extreme Value Index

Journal:

The Annals of Statistics

Year:

1998

Language:

english

File:

PDF, 342 KB

english, 1998

25

Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds

Drees, Holger, KneÅ¾eviÄ, Miran

Journal:

Year:

2020

File:

PDF, 2.06 MB

2020

26

On Smooth Statistical Tail Functionals

Journal:

Scandinavian Journal of Statistics

Year:

1998

Language:

english

File:

PDF, 333 KB

english, 1998

27

Weighted Approximations of Tail Processes for β-Mixing Random Variables

Journal:

The Annals of Applied Probability

Year:

2000

Language:

english

File:

PDF, 2.08 MB

english, 2000

28

Estimation and hypotheses testing in boundary regression models

Drees, Holger, Neumeyer, Natalie, Selk, Leonie

Journal:

Year:

2019

File:

PDF, 427 KB

2019

29

Weighted approximations of tail processes for $\beta$-mixing random variables

Journal:

The Annals of Applied Probability

Year:

2001

Language:

english

File:

PDF, 203 KB

english, 2001

30

Inference on the tail process with application to financial time series modelling

Davis, Richard A., Drees, Holger, Segers, Johan, Warchoł, Michał

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 760 KB

english, 2018

31

Five years "Healthy Lower Rhine…Against Stroke": implementation of a regional, intersectoral and sustainable public health program

Rüdiger Rau, Carsten Rumpeltin, Renate Hoop, Holger Pfeiffer, Jeannette Drees, Birgit Paas, Gabriele Schmitz-Buhl, Max Geraedts

Journal:

Journal of Public Health (Springer)

Year:

2010

Language:

english

File:

PDF, 143 KB

english, 2010

32

„Gesunder Niederrhein … gegen den Schlaganfall“: Konzept und Umsetzung eines intersektoralen Public Health Programms 2003–2008

Rüdiger Rau, Carsten Rumpeltin, Renate Hoop, Holger Pfeiffer, Jeannette Drees, Birgit Paas, Gabriele Schmitz-Buhl, Max Geraedts

Journal:

Zeitschrift für Evidenz, Fortbildung und Qualität im Gesundheitswesen

Year:

2009

File:

PDF, 640 KB

2009

33

Bivariate tail estimation: dependence in asymptotic independence

Draisma, Gerrit, Drees, Holger, Ferreira, Ana, De Haan, Laurens

Journal:

Year:

2004

Language:

english

File:

PDF, 356 KB

english, 2004

34

Approximations to the tail empirical distribution function with application to testing extreme value conditions

Holger Drees, Laurens de Haan, Deyuan Li

Journal:

Journal of Statistical Planning and Inference

Year:

2006

Language:

english

File:

PDF, 473 KB

english, 2006

35

Bericht über das Kölner Versicherungsmathematische Kolloquium im Sommersemester 1999

Journal:

Blätter der DGVFM

Year:

1999

Language:

german

File:

PDF, 415 KB

german, 1999

36

Atomic-Scale Imaging of the Surface Dipole Distribution of Stepped Surfaces

Pérez León, Carmen, Drees, Holger, Wippermann, Stefan Martin, Marz, Michael, Hoffmann-Vogel, Regina

Journal:

The Journal of Physical Chemistry Letters

Year:

2016

Language:

english

File:

PDF, 4.32 MB

english, 2016

37

On a Minimum Distance Procedure for Threshold Selection in Tail Analysis

Drees, Holger, Resnick, Sidney I., Wang, Tiandong

Journal:

SIAM Journal on Mathematics of Data Science

Year:

2020

File:

PDF, 2.01 MB

2020

38

Fitting and validation of a bivariate model for large claims

Holger Drees, Peter Müller

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 1.38 MB

english, 2008

39

Book Review

Journal:

Year:

1998

Language:

english

File:

PDF, 19 KB

english, 1998

40

Extreme Quantile Estimation for Dependent Data, with Applications to Finance

Journal:

Year:

2003

Language:

english

File:

PDF, 3.34 MB

english, 2003

41

Extreme quantile estimation for dependent data, with applications to finance

Journal:

Year:

2003

Language:

english

File:

PDF, 416 KB

english, 2003

42

Refined pickands estimators wtth bias correction

Journal:

Communication in Statistics- Theory and Methods

Year:

1996

Language:

english

File:

PDF, 692 KB

english, 1996

43

A general class of estimators of the extreme value index

Journal:

Journal of Statistical Planning and Inference

Year:

1998

Language:

english

File:

PDF, 816 KB

english, 1998

44

Erhard Kremer: Einführung in die Risikotheorie des

Journal:

Blätter der DGVFM

Year:

2010

Language:

german

File:

PDF, 63 KB

german, 2010

45

Refined Pickands Estimators of the Extreme Value Index

Journal:

The Annals of Statistics

Year:

1995

Language:

english

File:

PDF, 1.71 MB

english, 1995

46

Atomically resolved scanning force studies of vicinal Si(111)

Pérez León, Carmen, Drees, Holger, Wippermann, Stefan Martin, Marz, Michael, Hoffmann-Vogel, Regina

Journal:

Physical Review B

Year:

2017

Language:

english

File:

PDF, 3.23 MB

english, 2017

47

Correction

Drees, Holger, Rootzén, Holger

Journal:

The Annals of Statistics

Year:

2016

Language:

english

File:

PDF, 53 KB

english, 2016

48

Preface

Holger Drees, Ermanno Pitacco, Mogens Steffensen

Journal:

European Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 93 KB

english, 2011

49

Minimax Risk Bounds in Extreme Value Theory

Journal:

The Annals of Statistics

Year:

2001

Language:

english

File:

PDF, 220 KB

english, 2001

50

How to make a Hill plot

Drees, Holger, de Haan, Laurens, Resnick, Sidney

Journal:

The Annals of Statistics

Year:

2000

Language:

english

File:

PDF, 210 KB

english, 2000

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