Holger Rootzén
Swedish mathematical statistician
Holger Rootzén's AcademicInfluence.com Rankings

Download Badge
Mathematics
Holger Rootzén's Degrees
- PhD Mathematical Statistics Stockholm University
- Masters Mathematics Stockholm University
Why Is Holger Rootzén Influential?
(Suggest an Edit or Addition)According to Wikipedia, Holger Rootzén is a Swedish mathematical statistician. He is Professor in Mathematical Statistics at the Department of Mathematical Sciences, Chalmers University of Technology since 1993. Education and career Rootzén obtained his Ph.D. in 1974 with the thesis On sequences of random variables which are mixing in the sense of Renyi. He has earlier been professor at Lund University and lecturer at University of Copenhagen. Rootzén is member of the Royal Swedish Academy of Sciences. He also serves as adjunct member on the Price Committee for the Alfred Nobel Memorial Prize in Economic Sciences. He has been editor-in-chief for the scientific journals Extremes, Bernoulli, and Scandinavian Journal of Statistics and has received many grants, including a 2013 grant of 50 million SEK from the Knut and Alice Wallenberg foundation.
Holger Rootzén's Published Works
Published Works
- Extremes and Related Properties of Random Sequences and Processes: Springer Series in Statistics (1983) (2306)
- A new generation of algorithms for computerized threshold perimetry, SITA. (2009) (399)
- Is network traffic approximated by stable Levy motion or fractional Brownian motion (2002) (299)
- Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes (1989) (270)
- Extreme Values in Finance, Telecommunications, and the Environment (2003) (267)
- External Theory for Stochastic Processes. (1988) (227)
- Design Life Level: Quantifying risk in a changing climate (2013) (158)
- Multivariate Generalized Pareto Distributions (2006) (139)
- Maxima and exceedances of stationary Markov chains (1988) (132)
- Small values of Gaussian processes and functional laws of the iterated logarithm (1995) (130)
- Extreme Value Theory for Moving Average Processes (1986) (88)
- A single number can't hedge against economic catastrophes (1999) (86)
- An improved method to estimate frequency of false positive answers in computerized perimetry. (2009) (81)
- Asymptotic independence and a network traffic model (2002) (81)
- Extremes of Moving Averages of Stable Processes (1978) (80)
- Limit distributions for the error in approximations of stochastic integrals (1978) (79)
- Self-similar communication models and very heavy tails (2000) (73)
- Internal validation of near-crashes in naturalistic driving studies: a continuous and multivariate approach. (2014) (71)
- Simple and highly efficient estimators for a type I censored normal sample (1977) (65)
- On the estimation of high quantiles (1993) (61)
- Weak convergence of the tail empirical process for dependent sequences (2009) (58)
- Variation in caries prevalence related to combinations of dietary and oral hygiene habits and chewing fluoride tablets in 4-year-old children. (1978) (58)
- Human life is unlimited – but short (2017) (57)
- A discussion of statistical methods used to estimate extreme wind speeds (2006) (57)
- Tail and Quantile Estimation for Strongly Mixing Stationary Sequences (1990) (55)
- Multivariate peaks over thresholds models (2016) (53)
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (2016) (49)
- Stationary Stochastic Processes for Scientists and Engineers (2013) (45)
- Univariate and bivariate GPD methods for predicting extreme wind storm losses (2009) (44)
- On the distribution of tail array sums for strongly mixing stationary sequences (1998) (44)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (2003) (43)
- Methods for estimating the sizes of large inclusions in clean steels (2005) (42)
- Extreme values: theory and technical applications (with discussion) (1987) (42)
- Pricing kth-to-Default Swaps Under Default Contagion: The Matrix-Analytic Approach (2008) (39)
- On Extreme Values in Stationary Random Fields (1998) (37)
- On the functional central limit theorem for martingales, II (1977) (35)
- Spatial analyses of glaucomatous visual fields; a comparison with traditional visual field indices (1992) (35)
- Multivariate generalized Pareto distributions: Parametrizations, representations, and properties (2017) (34)
- The rate of convergence of extremes of stationary normal sequences (1983) (32)
- Consistency in least-squares estimation: A Bayesian approach (1984) (31)
- A ratio limit theorem for the tails of weighted sums (1987) (28)
- On Limiting Distributions of Intermediate Order Statistics from Stationary Sequences (1982) (23)
- Prediction of diffusive transport through polymer films from characteristics of the pore geometry (2018) (22)
- An Image Model for Quantal Response Analysis in Perimetry (1994) (22)
- Fluctuations of Sequences which Converge in Distribution (1976) (21)
- Extreme value theory for continuous parameter stationary processes (1982) (21)
- Conditions for the convergence in distribution of maxima of stationary normal processes (1978) (19)
- Initial Analyses from the SHRP 2 Naturalistic Driving Study - Addressing Driver Performance and Behavior in Traffic Safety (2013) (19)
- On the functional central limit theorem for martingales (1977) (19)
- The tail empirical process for stationary sequences (1995) (19)
- Extremal and related properties of stationary processes (1979) (15)
- On the rate of convergence for extremes of mean square differentiable stationary normal processes (1997) (15)
- Weak convergence of high level crossings and maxima for one or more Gaussian processes (1975) (15)
- Variation in caries prevalence related to combinations of dietary and oral hygiene habits in 6-year-old children. (1976) (15)
- On Central Limit Theory for Families of Strongly Mixing Additive Random Functions (1993) (15)
- A network traffic model with random transmission rate (2002) (15)
- A note on convergence to mixtures of normal distributions (1977) (14)
- Galvanically Induced Atmospheric Corrosion on Magnesium Alloys: A Designed Experiment Evaluated by Extreme Value Statistics and Conventional Techniques (1997) (14)
- Safer Glances, Driver Inattention, and Crash Risk: An Investigation Using the SHRP 2 Naturalistic Driving Study (2013) (14)
- Effect of mouthrinsing with a sodium fluoride solution in children with different caries experience. (1980) (13)
- The multivariate generalized Pareto distribution. (2006) (12)
- Can Losses Caused by Wind Storms be Predicted from Meteorological Observations? (2001) (12)
- Extremes on trees (2005) (12)
- Central Limit Theory for Martingales via Random Change of Time. (1983) (11)
- Pitting Corrosion: Comparison of Treatments With Extreme-Value–Distributed Responses (2006) (10)
- Gordin's theorem and the periodogram (1976) (10)
- Quantile estimation from repeated measurements (1996) (9)
- Extremal and Related Properties of Stationary Processes. Part I. Extremes of Stationary Sequences. (1979) (8)
- A discussion of statistical methods for estimation of extreme wind speeds (2006) (7)
- Tail Estimation for Window-Censored Processes (2016) (5)
- Introduction to the copula discussion: Some background (2006) (5)
- 3D High Spatial Resolution Visualisation and Quantification of Interconnectivity in Polymer Films. (2020) (4)
- Rényi-Mixing and Functional Limit Theorems for Martingales (1977) (4)
- A note on the central limit theorem for doubly stochastic Poisson processes (1976) (4)
- Asymptotic Distributions of Extremes (1983) (4)
- On the influence of the prior distribution in image reconstruction (2006) (4)
- Attainable rates of convergence of maxima (1984) (4)
- Monte Carlo simulation of high count rate scintillation camera imaging (1994) (3)
- No 269 Pricing kth-to-default Swaps under Default Contagion : The Matrix-Analytic Approach (2007) (3)
- Efficient estimation of the number of false positives in high-throughput screening (2015) (3)
- Martingale Theory in Bayesian Least Squares Estimation (1982) (3)
- Rejoinder to discussion of the paper “Human life is unlimited—but short” (2018) (3)
- Extreme rainfall events in the Northeastern USA become more frequent with rising temperatures, but their intensity distribution remains stable (2021) (3)
- Maxima of Stationary Sequences (1983) (2)
- MAXIMA AND EXCEEDANCES OF STATIONARY (1988) (2)
- Basic Properties of Extremes and Level Crossings (1983) (2)
- Tail estimation methods for the number of false positives in high-throughput testing (2010) (2)
- On central limit theory for random additive functions under weak dependence restrictions (2001) (2)
- Some properties of convergence in distribution of sums and maxima of dependent random variables (1974) (2)
- Extremes of Continuous Parameter Stationary Processes (1983) (2)
- Abstracts of Papers presented at the 24th ORCA Congress (1978) (2)
- Extremal and Related Properties of Stationary Processes. Part II. Extreme Values in Continuous Time. (1980) (2)
- Multivariate peaks over thresholds models (2017) (1)
- New Characterization Measures of Pore Shape and Connectivity Applied to Coatings used for Controlled Drug Release. (2021) (1)
- Extreme value theory for stochastic processes (1995) (1)
- Maxima and Minima and Extremal Theory for Dependent Processes (1983) (1)
- A note on De Moivre's limit theorems: Easy proofs (1986) (1)
- On the exponential boundedness of stopping times of invariant SPRT's (1977) (1)
- Sample Path Properties at Upcrossings (1983) (1)
- Editorial: The 20th Anniversary of the Extremes Journal (2018) (1)
- Exceedances of Levels and k th Largest Maxima (1983) (0)
- Point Processes of Upcrossings and Local Maxima (1983) (0)
- Maxima of Mean Square Differentiable Normal Processes (1983) (0)
- Rejoinder to discussion of the paper “Human life is unlimited—but short” (2018) (0)
- Editorial: The 20th Anniversary of the Extremes Journal (2018) (0)
- Supplementary Material: Tail Estimation for Window-Censored Processes (2016) (0)
- Financial Risk (2019) (0)
- Measures of Exceedance by Random Fields for Ocean Stress and Environmental Application (1996) (0)
- and Exceedances of Stationary Markov Chains (2012) (0)
- PR ] 2 0 O ct 2 01 6 Multivariate peaks over thresholds models (2017) (0)
- Maxima and Crossings of Nondifferentiable Normal Processes (1983) (0)
- MODELLING DEFAULT CONTAGION USING MULTIVARIATE PHASE-TYPE DISTRIBUTIONS (2009) (0)
- Editorial (2013) (0)
- Application of Extremes and Crossings under Dependence (1983) (0)
- N ov 2 00 7 Models for dependent extremes using stable mixtures Running / short title : Models for dependent extremes (2008) (0)
- Editorial: Special issue on marine safety and Rice’s formula (2011) (0)
- EXTREMES IN CONTINUOUS STOCHASTIC PROCESSES (1984) (0)
- Extreme Value Theory and Strength of Materials (1983) (0)
- Human life is unlimited – but short (2017) (0)
- Nonstationary, and Strongly Dependent Normal Sequences (1983) (0)
- Stationary stochastic processes , parts of Chapters 2 and 6 (2012) (0)
- PITTING CORROSION ON MAGNESIUM ALLOYS : A COMPARATIVE STUDY OF FIELD DATA USING EXTREME VALUE STATISTICAL TECHNIQUES (2008) (0)
- An interview with Ross Leadbetter (2015) (0)
- Accident Analysis and Prevention (2013) (0)
- Extreme value theory for stochastic processes. (1996) (0)
- Convergence of the Point Process of Exceedances, and the Distribution of k th Largest Maxima (1983) (0)
- On Sequences of Random Variables which are Mixing in the Sense of Renyi (1974) (0)
- An interview with Ross Leadbetter (2015) (0)
- Supplement to “Peaks over thresholds modelling with multivariate generalized Pareto distributions” (2017) (0)
- Remembering Ross Leadbetter: some personal recollections (2023) (0)
- A I~ote on Coi'lverghice to ~u Xtures of [' Lor[,1al Distributiohs* (1975) (0)
- bounds on IP(M _ u)- P( A < u)J which are roughly of the order (1983) (0)
This paper list is powered by the following services:
Other Resources About Holger Rootzén
What Schools Are Affiliated With Holger Rootzén?
Holger Rootzén is affiliated with the following schools: