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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 21 - 30 of 33



On the influence of the prior distribution in image reconstruction.
Jonny Olsson, Holger Rootzén
Computational Statistics , Journal article 2006
Journal article

Pitting corrosion: Comparison of treatments with extreme value distributed responses.
Anne-Laure Fougeres, Sture Holm, Holger Rootzén
Technometrics, Journal article 2006
Journal article

The multivariate generalized Pareto distribution.
Holger Rootzén, Nader Tajvidi
Bernoulli, Journal article 2006
Journal article

A discussion of statistical methods for estimation of extreme wind speeds
Olivier Perrin, Holger Rootzén, Roger Taessler
Theoretical and Applied Climatology, , Journal article 2006
Journal article


Extremes on Trees
Holger Rootzén, Tailen Hsing
Annals of Probability, Journal article 2005
Journal article

Methods for estimating the sizes of large inclusions in clean steels.
Clive Anderson, Jacques de Maré, Holger Rootzén
Acta Materialia 53, Journal article 2005
Journal article


Empirical testing of the infinite source poisson data traffice model
Charles-Antoine Guerin, Henrik Nyberg, Olivier Perrin, Sidney Resnick, Holger Rootzén et al.
Stochastic models, Journal article 2003
Journal article

Extreme values in finance, telecommunication and the environment
Bärbel Finkenstädt, Holger Rootzén
Chapman & Hall, Book 2003


Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
Thomas Mikosch, Sidney Resnick, Holger Rootzén, Alwin Stegeman
Annals of Applied Probabability, Journal article 2002
Journal article

Showing 21 - 30 of 33

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