| Selecting the optimal sample fraction in univariate extreme value estimation H Drees, E Kaufmann Stochastic Processes and their applications 75 (2), 149-172, 1998 | 405 | 1998 |
| How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000 | 344 | 2000 |
| Extreme quantile estimation for dependent data, with applications to finance H Drees Bernoulli 9 (4), 617-657, 2003 | 209 | 2003 |
| Bivariate tail estimation: dependence in asymptotic independence G Draisma, H Drees, A Ferreira, L De Haan Bernoulli 10 (2), 251-280, 2004 | 203 | 2004 |
| On smooth statistical tail functionals H Drees Scandinavian Journal of Statistics 25 (1), 187-210, 1998 | 192 | 1998 |
| On maximum likelihood estimation of the extreme value index H Drees, A Ferreira, L De Haan Annals of Applied Probability, 1179-1201, 2004 | 191 | 2004 |
| 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 | 150 | 1998 |
| Refined Pickands estimators of the extreme value index H Drees The Annals of Statistics, 2059-2080, 1995 | 132 | 1995 |
| Weighted approximations of tail processes for -mixing random variables H Drees The Annals of Applied Probability 10 (4), 1274-1301, 2000 | 122 | 2000 |
| A general class of estimators of the extreme value index H Drees Journal of Statistical Planning and Inference 66 (1), 95-112, 1998 | 112 | 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 | 109 | 2006 |
| Limit theorems for empirical processes of cluster functionals H Drees, H Rootzén | 86 | 2010 |
| Optimal rates of convergence for estimates of the extreme value index H Drees Annals of Statistics, 434-448, 1998 | 71 | 1998 |
| Tail empirical processes under mixing conditions H Drees Empirical process techniques for dependent data, 325-342, 2002 | 58 | 2002 |
| Refined pickands estimators wtth bias correction H Drees Communications in Statistics-Theory and Methods 25 (4), 837-851, 1996 | 44 | 1996 |
| Statistics for tail processes of Markov chains H Drees, J Segers, M Warchoł Extremes 18, 369-402, 2015 | 37 | 2015 |
| A simple non-stationary model for stock returns H Drees, C Starica | 36 | 2002 |
| Principal component analysis for multivariate extremes H Drees, A Sabourin | 33 | 2021 |
| Tail behavior in Wicksell’s corpuscle problem H Dress, RD Reiss Probability Theory and Applications: Essays to the Memory of József …, 1992 | 31 | 1992 |
| Minimax risk bounds in extreme value theory H Drees The Annals of Statistics 29 (1), 266-294, 2001 | 29 | 2001 |
Sidney ResnickCornell University School of ORIEVerified email at cornell.edu
