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H. Drees

20 papers hereh-index 232.4k citations68 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author13
  • last author2

Across the 20 of 20 papers where every author was matched, so the position is known.

fields
  • math.ST11
  • stat.ME5
  • math.PR4

identity via Semantic Scholar / OpenAlex

activity
20042022
most citedOn maximum likelihood estimation of the extreme value index

101 citations · 226 across the 14 of their papers we have counts for

collaborators
Showing 2018 · math.STShow all

1 paper · 2 filters

math.ST2018★ 23 cited

On a minimum distance procedure for threshold selection in tail analysis

Holger Drees, Anja Janßen, Sidney I. Resnick +1

Power-law distributions have been widely observed in different areas of scientific research. Practical estimation issues include how to select a threshold above which observations…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.