Holger Rootzén

activity

20072021

most citedModels for dependent extremes using stable mixtures

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

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2 papers · 1 filter

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.ST2009★ 50 cited

Limit theorems for empirical processes of cluster functionals

Holger Drees, Holger Rootzén

Let $(X_{n, i})_{1 \leq i \leq n, n \in N}$ be a triangular array of row-wise stationary $R^{d}$ -valued random variables. We use a "blocks method" to define clusters of ext…