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Department of Mathematics

Photo: UHH/Denstorf

Research

Research interests

  • Actuarial Mathematics
  • Modeling of Financial Time Series
  • Non- and Semiparametric Statistics, in particular Extreme Value Statistics
  • Empirical Processes

Previous Projects

Efficient nonparametric regression when the support is bounded

In a joint project with Natalie Neumeyer and Markus Reiß (Humboldt University Berlin) we examine estimation and testing problems in nonparametric regression problems with bounded support. The project is funded by the DFG as part of the Research Unit 1735.

Contact

Prof. Dr. Holger Drees
Department of Mathematics
Professor of Actuarial Mathematics
ST – Mathematical Statistics and Stochastic Processes
Bundesstraße 55, Room T15
20146 Hamburg
Tel: +49 40 42838-4935

Office hours

    Thursdays, 10:00 -11:00 hrs and by appointment.