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Holger Rootzén


Holger Rootzén
+46 31-772 3578

Visiting Address: Chalmers tvärgata 3 , 41296 Göteborg

Applied Mathematics and Statistics at Department of Mathematical Sciences (More Information)
412 96 Göteborg
Visiting Address: Chalmers Tvärgata 3 , 412 96 Göteborg

About Holger Rootzén

My research is about random processes. High-dimensional statistics for extreme episodes and the "shape" of extreme episodes in non-differentiable Gaussian processes is what I think most about right now. I try to contribute to mitigation of the impact of extreme floods, windstorms, and heat waves caused by climate change, and to using naturalistic driving studies to prevent car crashes. Journal editing takes up a not so small part of my life: I’m co-editor for the Scandinavian Journal of Statistics; associate editor for Annals of Statistics; earlier editor for Bernoulli and for Extremes. I lead a Wallenberg project Big Data and Big Systems.

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Latest publications

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
A. Kiriliouk, Holger Rootzén, J. Segers, J. L. Wadsworth
Technometrics, Journal article 2019
Journal article

Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Journal of Multivariate Analysis, Journal article 2018
Journal article

Multivariate peaks over thresholds models
Holger Rootzén, J. Segers, J. L. Wadsworth
Extremes, Journal article 2018
Journal article

Human life is unlimited - but short
Holger Rootzén, Dmitrii Zholud
Extremes, Journal article 2017
Journal article

Tail estimation for window censored processes
Holger Rootzén, Dmitrii Zholud
Technometrics, Journal article 2016
Journal article

An interview with Ross Leadbetter
T. L. Hsing, Holger Rootzén
Extremes, Magazine article 2015
Magazine article

Showing 11 - 20 of 33


Stationary stochastic processes for scientists and engineers
Georg Lindgren, Holger Rootzén, Maria Sandsten
Boca Raton, Fl, CRC press, Book 2014


Safer Glances, Driver Inattention, and Crash Risk: An Investigation Using the SHRP 2 Naturalistic Driving Study
Trent Victor, Jonas Bärgman, Marco Dozza, Holger Rootzén
Proceedings of the 3rd Conference of Driver Distraction and Inattention, Gothenbrug, 4-6 September, 2013, Conference contribution 2013
Conference contribution

Design Life Level: Quantifying risk in a changing climate
Holger Rootzén, R. W. Katz
Water Resources Research, Journal article 2013
Journal article


Limit Theorems for Empirical Processes of Cluster Functionals
Holger Drees, Holger Rootzén
Annals of statistics, Journal article 2010
Journal article


Models for Dependent Extremes Using Stable Mixtures.
Holger Rootzén, Anne-Laure Fougeres, Johan Nolan
Scandinavinan Journal of Statistics, Journal article 2009
Journal article

Showing 11 - 20 of 33

Page Manager: Webmaster|Last update: 4/19/2017

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