Holger Drees

1.9k total citations
37 papers, 1.1k citations indexed

About

Holger Drees is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Holger Drees has authored 37 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 18 papers in Statistics and Probability and 9 papers in Economics and Econometrics. Recurrent topics in Holger Drees's work include Financial Risk and Volatility Modeling (27 papers), Statistical Distribution Estimation and Applications (10 papers) and Statistical Methods and Inference (10 papers). Holger Drees is often cited by papers focused on Financial Risk and Volatility Modeling (27 papers), Statistical Distribution Estimation and Applications (10 papers) and Statistical Methods and Inference (10 papers). Holger Drees collaborates with scholars based in Germany, Netherlands and United States. Holger Drees's co-authors include Laurens de Haan, Edgar Kaufmann, Ana Ferreira, Sidney I. Resnick, Xin Huang, Gerrit Draisma, Deyuan Li, Cătălin Stărică, Johan Segers and Michał Warchoł and has published in prestigious journals such as Journal of Econometrics, The Annals of Statistics and Journal of Multivariate Analysis.

In The Last Decade

Holger Drees

35 papers receiving 1.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Holger Drees Germany	14	950	434	383	259	228	37	1.1k
J.H.J. Einmahl Netherlands	17	916 1.0×	680 1.6×	347 0.9×	328 1.3×	171 0.8×	78	1.4k
Rafael Schmidt Germany	9	606 0.6×	222 0.5×	298 0.8×	227 0.9×	117 0.5×	18	884
Armelle Guillou France	18	807 0.8×	620 1.4×	207 0.5×	427 1.6×	128 0.6×	98	1.3k
M. Ivette Gomes Portugal	23	1.5k 1.5×	910 2.1×	372 1.0×	493 1.9×	501 2.2×	134	1.8k
Petra Vynckier Belgium	9	387 0.4×	252 0.6×	155 0.4×	170 0.7×	95 0.4×	9	592
Johanna F. Ziegel Switzerland	13	476 0.5×	195 0.4×	353 0.9×	76 0.3×	124 0.5×	52	900
Mark Podolskij Denmark	21	1.6k 1.6×	291 0.7×	837 2.2×	65 0.3×	285 1.3×	73	1.7k
Andrey Feuerverger Canada	16	501 0.5×	541 1.2×	198 0.5×	70 0.3×	157 0.7×	34	1.1k
Mathias Vetter Germany	17	1.0k 1.1×	252 0.6×	567 1.5×	35 0.1×	205 0.9×	40	1.2k

Countries citing papers authored by Holger Drees

Since Specialization

Citations

This map shows the geographic impact of Holger Drees's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Holger Drees with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Holger Drees more than expected).

Fields of papers citing papers by Holger Drees

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Holger Drees. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Holger Drees. The network helps show where Holger Drees may publish in the future.

Co-authorship network of co-authors of Holger Drees

This figure shows the co-authorship network connecting the top 25 collaborators of Holger Drees. A scholar is included among the top collaborators of Holger Drees based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Holger Drees. Holger Drees is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Drees, Holger. (2023). Statistical inference on a changing extreme value dependence structure. The Annals of Statistics. 51(4). 1 indexed citations

Drees, Holger, et al.. (2021). Principal component analysis for multivariate extremes. Electronic Journal of Statistics. 15(1). 1 indexed citations

Davis, Richard A., Holger Drees, Johan Segers, & Michał Warchoł. (2018). Inference on the tail process with application to financial time series modeling. Journal of Econometrics. 205(2). 508–525. 11 indexed citations

Drees, Holger, et al.. (2016). A stochastic volatility model with flexible extremal dependence structure. Bernoulli. 22(3). 6 indexed citations

Drees, Holger & Holger Rootzén. (2015). CORRECTION NOTE TO "LIMIT THEOREMS FOR EMPIRICAL PROCESSES OF CLUSTER FUNCTIONALS". The Annals of Statistics. 44(3). 1360–1361. 1 indexed citations

Drees, Holger, Johan Segers, & Michał Warchoł. (2015). Statistics for tail processes of Markov chains. Extremes. 18(3). 369–402. 13 indexed citations

Drees, Holger, Laurens de Haan, & Deyuan Li. (2005). Approximations to the tail empirical distribution function with application to testing extreme value conditions. Journal of Statistical Planning and Inference. 136(10). 3498–3538. 41 indexed citations

Drees, Holger, Laurens de Haan, & Deyuan Li. (2003). On large deviation for extremes. Statistics & Probability Letters. 64(1). 51–62. 11 indexed citations

Drees, Holger. (2003). Extreme quantile estimation for dependent data, with applications to finance. Bernoulli. 9(4). 96 indexed citations

10.

Drees, Holger, Ana Ferreira, & Laurens de Haan. (2002). On maximum likelihood estimation of the extreme value index. Publications of the UdS (Saarland University). 67 indexed citations

11.

Draisma, Gerrit, Holger Drees, Ana Ferreira, & Laurens de Haan. (2001). Tail dependence in independence. Data Archiving and Networked Services (DANS). 2001014. 9 indexed citations

12.

Drees, Holger, Sidney I. Resnick, & Laurens de Haan. (2000). How to make a Hill plot. The Annals of Statistics. 28(1). 139 indexed citations

13.

Drees, Holger. (1999). On fixed-length confidence intervals for a bounded normal mean. Statistics & Probability Letters. 44(4). 399–404. 4 indexed citations

14.

Drees, Holger & Xin Huang. (1998). Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. Journal of Multivariate Analysis. 64(1). 25–46. 71 indexed citations

15.

Drees, Holger & Edgar Kaufmann. (1998). Selecting the optimal sample fraction in univariate extreme value estimation. Stochastic Processes and their Applications. 75(2). 149–172. 165 indexed citations

16.

Drees, Holger. (1998). A general class of estimators of the extreme value index. Journal of Statistical Planning and Inference. 66(1). 95–112. 43 indexed citations

17.

Drees, Holger. (1998). On Smooth Statistical Tail Functionals. Scandinavian Journal of Statistics. 25(1). 187–210. 109 indexed citations

18.

Drees, Holger, et al.. (1996). Möglichkeiten zur milderung der beitragssteigerung bei Älteren versicherten in der deutschen privaten krankenversicherung II. Blätter der DGVFM. 22(3). 581–590. 1 indexed citations

19.

Drees, Holger, et al.. (1995). Möglichkeiten zur Milderung der Beitragssteigerung bei älteren Versicherten in der deutschen privaten Krankenversicherung- eine Simulationsstudie -. Blätter der DGVFM. 22(2). 393–418. 3 indexed citations

20.

Drees, Holger, et al.. (1957). Wirtschaftsbiologie und ‐entomologie im Dienste des Pflanzenschutzes. Zeitschrift für Angewandte Entomologie. 41(2-3). 285–300.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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