Holger Rootz'en

Statistics and Probability · 2002–2017

A researcher in the Science corpus: 10 papers; trusts 20 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 24 citations into it; #12,239 of 12,932 by trust here, #9,714 by citations
• Finance — 21 citations into it; #1,227 of 10,518 by trust here, #1,834 by citations
• Artificial Intelligence — 10 citations into it; #24,969 of 35,345 by trust here, #33,294 by citations
• Global and Planetary Change — 8 citations into it; #6,999 of 10,225 by trust here, #7,219 by citations
• Economics and Econometrics — 6 citations into it; #3,661 of 23,481 by trust here, #5,925 by citations
• Management Science and Operations Research — 6 citations into it
• Mathematical Physics — 5 citations into it; #6,269 of 8,562 by trust here, #7,431 by citations

Whom Holger Rootz'en trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jan Beirlant
2. Stuart Coles
3. Martin Schlather
4. Laurens de Haan
5. A. C. Davison
6. Nicole A. Lazar
7. Jiming Jiang
8. Ana Ferreira
9. Sidney I. Resnick
10. Samuel Kotz

Who trusts Holger Rootz'en overall

1. H. Drees
2. Raphaël Huser
3. A. C. Davison
4. Axel Bucher
5. Clément Dombry
6. Ana Ferreira
7. Erik Brodin
8. Thomas Mikosch
9. Sebastian Engelke
10. Jonathan B. Hill

Papers from Holger Rootz'en's perspective

Ordered by how strongly the researchers Holger Rootz'en trusts endorse each paper. Same corpus, a different order for every researcher.

1. An Introduction to Statistical Modeling of Extreme Values
2. Models for Stationary Max-Stable Random Fields
3. Extreme value theory : an introduction
4. Statistics of Extremes (International Encyclopedia of Statistical Science)
5. Modelling Extremal Events for Insurance and Finance
6. A conditional approach for multivariate extreme values (with discussion)
7. Simulating Multivariate Extreme Value Distributions of Logistic Type
8. Statistics of Extremes
9. Multivariate Generalized Pareto Distributions
10. Statistics of Extremes: Theory and Applications (Technometrics)

Their papers

• Extreme Values in Finance, Telecommunications, and the Environment (2003) — 266 citations
• Multivariate Generalized Pareto Distributions (2006) — 214 citations
• Models for Dependent Extremes Using Stable Mixtures (2007) — 61 citations
• Is network traffic approximated by stable Levy motion or fractional Brownian motion (2002) — 316 citations
• Human life is unlimited – but short (2017) — 62 citations
• Multivariate peaks over thresholds models (2016) — 76 citations
• Weak convergence of the tail empirical process for dependent sequences (2009) — 58 citations
• A new generation of algorithms for computerized threshold perimetry, SITA. (2009) — 447 citations
• Limit theorems for empirical processes of cluster functionals (2009) — 78 citations
• Univariate and bivariate GPD methods for predicting extreme wind storm losses (2009) — 48 citations