activity
20072021
most citedModels for dependent extremes using stable mixtures

52 citations · 144 across the 7 of their papers we have counts for

collaborators

7 papers

stat.AP2021★ 11 cited

Is there a cap on longevity? A statistical review

Léo R. Belzile, Anthony C. Davison, Jutta Gampe +2

There is sustained and widespread interest in understanding the limit, if any, to the human lifespan. Apart from its intrinsic and biological interest, changes in survival in old a…

stat.AP2020★ 24 cited

Human mortality at extreme age

Léo R. Belzile, Anthony C. Davison, Holger Rootzén +1

We use a combination of extreme value theory, survival analysis and computer-intensive methods to analyze the mortality of Italian and French semi-supercentenarians for whom there…

stat.AP2019★ 1 cited

Real-time prediction of severe influenza epidemics using Extreme Value Statistics

Maud Thomas, Holger Rootzén

Each year, seasonal influenza epidemics cause hundreds of thousands of deaths worldwide and put high loads on health care systems. A main concern for resource planning is the risk…

math.ST2015★ 1 cited

Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343]

Holger Drees, Holger Rootzén

We correct an error in a technical lemma of Drees and Rootzén (2010) [arXiv:0910.0343] and discuss consequences for applications.

math.PR2011★ 5 cited

Error distributions for random grid approximations of multidimensional stochastic integrals

Carl Lindberg, Holger Rootzén

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids.…

math.ST2009★ 50 cited

Limit theorems for empirical processes of cluster functionals

Holger Drees, Holger Rootzén

Let be a triangular array of row-wise stationary -valued random variables. We use a "blocks method" to define clusters of ext…

stat.ME2007★ 52 cited

Models for dependent extremes using stable mixtures

Anne-Laure Fougères, John P. Nolan, Holger Rootzén

This paper unifies and extends results on a class of multivariate Extreme Value (EV) models studied by Hougaard, Crowder, and Tawn. In these models both unconditional and condition…