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- Holger Rootzén
Holger Rootzén
Professor
Avdelningen för tillämpad matematik och statistikOm Holger Rootzén
Min forskning gäller stokastiska processer. Just nu tänker jag mest på högdimensionell statistik för extrema episoder, och på utseendet hos extrema episoder i normalprocesser. Jag försöker bidra till hantering av extrema översvämningar, stormar och värmeböljor orsakade av klimatförändringar, och till att använda naturalistiska körstudier för att förhindra bilolyckor. Redaktörskap tar upp en inte så liten del av min tid: jag är redaktör för Scandinavian Journal of Statistics; biträdande redaktör för Annals of Statistics; tidigare redaktör för Bernoulli och för Extremes. Jag leder Wallenbergprojektet "Big Data and Big Systems".
Personlig hemsida: http://www.math.chalmers.se/~rootzen/
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Locally tail-scale invariant scoring rules for evaluation of extreme value
forecasts
Helga Kristin Olafsdottir, Holger Rootzén, David Bolin
International Journal of Forecasting - 2024 -
Remembering Ross Leadbetter: some personal
recollections
T. Hsing, Holger Rootzén
Extremes - 2023 -
Is There a Cap on Longevity? A Statistical
Review
L. R. Belzile, A. C. Davison, J. Gampe, Holger Rootzén, Dmitrii Zholud
Annual Review of Statistics and Its Application - 2022 -
Real-time prediction of severe influenza epidemics using extreme value
statistics
M. Thomas, Holger Rootzén
Journal of the Royal Statistical Society Series C-Applied Statistics - 2022 -
New characterization measures of pore shape and connectivity applied to coatings used for controlled drug
release
Sandra Eriksson Barman, C. Fager, Magnus Röding, N. Lorén, C. von Corswant, E. Olsson, D. Bolin, Holger Rootzén
Journal of Pharmaceutical Sciences - 2021 -
Extreme Rainfall Events in the Northeastern United States Become More Frequent with Rising Temperatures, but Their Intensity Distribution Remains
Stable
Helga Kristin Olafsdottir, Holger Rootzén, David Bolin
Journal of Climate - 2021 -
Human mortality at extreme
age
L. R. Belzile, A. C. Davison, Holger Rootzén, Dmitrii Zholud
Royal Society Open Science - 2021 -
3D high spatial resolution visualisation and quantification of interconnectivity in polymer
films
C. Fager, Sandra Eriksson Barman, M. Roding, A. Olsson, N. Loren, C. von Corswant, D. Bolin, Holger Rootzén, E. Olsson
International Journal of Pharmaceutics - 2020 -
Prediction of diffusive transport through polymer films from characteristics of the pore
geometry
Sandra Eriksson Barman, Holger Rootzén, David Bolin
Aiche Journal - 2019 -
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto
Distributions
A. Kiriliouk, Holger Rootzén, J. Segers, J. L. Wadsworth
Technometrics - 2019 -
Rejoinder to discussion of the paper “Human life is unlimited—but
short”
Holger Rootzén, Dmitrii Zholud
Extremes - 2018 -
Multivariate generalized Pareto distributions: Parametrizations, representations, and
properties
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Journal of Multivariate Analysis - 2018 -
Multivariate peaks over thresholds
models
Holger Rootzén, J. Segers, J. L. Wadsworth
Extremes - 2018 -
Human life is unlimited - but
short
Holger Rootzén, Dmitrii Zholud
Extremes - 2017 -
Tail estimation for window censored
processes
Holger Rootzén, Dmitrii Zholud
Technometrics - 2016 -
Peaks over thresholds modelling with multivariate generalized Pareto
distributions
Anna Kiriliouk, Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
2016 -
Efficient estimation of the number of false positives in high-throughput
screening
Holger Rootzén, Dmitrii Zholud
Biometrika - 2015 -
An interview with Ross
Leadbetter
T. L. Hsing, Holger Rootzén
Extremes - 2015 -
Internal validation of near-crashes in naturalistic driving studies: a continuous and multivariate
approach
Jenny Jonasson, Holger Rootzén
Accident Analysis and Prevention - 2014 -
Stationary stochastic processes for scientists and
engineers
Georg Lindgren, Holger Rootzén, Maria Sandsten
2014 -
Error distributions for random grid approximations of multidimensional stochastic
integrals
Carl Lindberg, Holger Rootzén
The Annals of Applied Probability - 2013 -
Initial Analyses from the SHRP 2 Naturalistic Driving Study - Addressing Driver Performance and Behavior in Traffic
Safety
Trent Victor, Jonas Bärgman, Marco Dozza, Holger Rootzén
2013 -
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 - 2013 -
Design Life Level: Quantifying risk in a changing
climate
Holger Rootzén, R. W. Katz
Water Resources Research - 2013 -
Limit Theorems for Empirical Processes of Cluster
Functionals
Holger Drees, Holger Rootzén
Annals of statistics - 2010 -
Models for Dependent Extremes Using Stable
Mixtures.
Holger Rootzén, Anne-Laure Fougeres, Johan Nolan
Scandinavinan Journal of Statistics - 2009 -
Weak convergence of the tail empirical function for dependent
sequences
Holger Rootzén
Stoch. Proc. Appl. - 2009 -
Univariate and Bivariate GPD Methods for Predicting Extreme Wind Storm
Losses
Holger Rootzén, Erik Brodin
Insurance: Mathematics and Economics - 2009 -
Pricing k-th to default swaps under default contagion: The matrix analytic
approach
Alexander Herbertsson, Holger Rootzén
Journal of Computational Finance - 2008 -
On the influence of the prior distribution in image
reconstruction.
Jonny Olsson, Holger Rootzén
Computational Statistics - 2006 -
Pitting corrosion: Comparison of treatments with extreme value distributed
responses.
Anne-Laure Fougeres, Sture Holm, Holger Rootzén
Technometrics - 2006 -
The multivariate generalized Pareto
distribution.
Holger Rootzén, Nader Tajvidi
Bernoulli - 2006 -
A discussion of statistical methods for estimation of extreme wind
speeds
Olivier Perrin, Holger Rootzén, Roger Taessler
Theoretical and Applied Climatology, - 2006 -
Extremes on
Trees
Holger Rootzén, Tailen Hsing
Annals of Probability - 2005 -
Methods for estimating the sizes of large inclusions in clean
steels.
Clive Anderson, Jacques de Maré, Holger Rootzén
Acta Materialia 53 - 2005 -
Empirical testing of the infinite source poisson data traffice
model
Charles-Antoine Guerin, Henrik Nyberg, Olivier Perrin, Sidney Resnick, Holger Rootzén, Catalin Starica
Stochastic models - 2003 -
Extreme values in finance, telecommunication and the
environment
Bärbel Finkenstädt, Holger Rootzén
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 - 2002 -
A network traffic model with random transmission
rate
Krishanu Maulik, Sidney Resnick, Holger Rootzén
Advances in Applied Probability - 2002 -
Self-similar communication models and very heavy
tails
Sidney Resnick, Holger Rootzén
1998 -
Weak convergence of high level crossings and maxima for one or more Gaussian
processes
Georg Lindgren, Jacques de Maré, Holger Rootzén
The Annals of Probability - 1975