| Selecting the optimal sample fraction in univariate extreme value estimation H Drees, E Kaufmann Stochastic Processes and their applications 75 (2), 149-172, 1998 | 406 | 1998 |
| How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000 | 359 | 2000 |
| Extreme quantile estimation for dependent data, with applications to finance H Drees Bernoulli 9 (4), 617-657, 2003 | 224 | 2003 |
| Bivariate tail estimation: dependence in asymptotic independence G Draisma, H Drees, A Ferreira, L De Haan Bernoulli 10 (2), 251-280, 2004 | 210 | 2004 |
| On maximum likelihood estimation of the extreme value index H Drees, A Ferreira, L De Haan Annals of Applied Probability, 1179-1201, 2004 | 201 | 2004 |
| On smooth statistical tail functionals H Drees Scandinavian Journal of Statistics 25 (1), 187-210, 1998 | 196 | 1998 |
| Best attainable rates of convergence for estimators of the stable tail dependence function H Drees, X Huang Journal of Multivariate Analysis 64 (1), 25-46, 1998 | 161 | 1998 |
| Refined Pickands estimators of the extreme value index H Drees The Annals of Statistics, 2059-2080, 1995 | 134 | 1995 |
| Weighted approximations of tail processes for -mixing random variables H Drees The Annals of Applied Probability 10 (4), 1274-1301, 2000 | 130 | 2000 |
| A general class of estimators of the extreme value index H Drees Journal of Statistical Planning and Inference 66 (1), 95-112, 1998 | 114 | 1998 |
| Approximations to the tail empirical distribution function with application to testing extreme value conditions H Drees, L de Haan, D Li Journal of Statistical Planning and Inference 136 (10), 3498-3538, 2006 | 113 | 2006 |
| Limit theorems for empirical processes of cluster functionals H Drees, H Rootzén | 93 | 2010 |
| Optimal rates of convergence for estimates of the extreme value index H Drees Annals of Statistics, 434-448, 1998 | 73 | 1998 |
| Tail empirical processes under mixing conditions H Drees Empirical process techniques for dependent data, 325-342, 2002 | 59 | 2002 |
| Refined pickands estimators wtth bias correction H Drees Communications in Statistics-Theory and Methods 25 (4), 837-851, 1996 | 45 | 1996 |
| Principal component analysis for multivariate extremes H Drees, A Sabourin | 41 | 2021 |
| Statistics for tail processes of Markov chains H Drees, J Segers, M Warchoł Extremes 18, 369-402, 2015 | 40 | 2015 |
| A simple non-stationary model for stock returns H Drees, C Starica | 36 | 2002 |
| On a minimum distance procedure for threshold selection in tail analysis H Drees, A Janßen, SI Resnick, T Wang SIAM Journal on Mathematics of Data Science 2 (1), 75-102, 2020 | 34 | 2020 |
| Tail behavior in Wicksell’s corpuscle problem H Dress, RD Reiss Probability Theory and Applications: Essays to the Memory of József …, 1992 | 30 | 1992 |
Sidney ResnickCornell University School of ORIE確認したメール アドレス: cornell.edu
