65 citations · 74 across the 5 of their papers we have counts for
5 papers
Human life is unlimited - but short
Holger Rootzén, Dmitrii Zholud
Does the human lifespan have an impenetrable biological upper limit which ultimately will stop further increase in life lengths? This question is important for understanding aging,…
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-st…
Peaks over thresholds modelling with multivariate generalized Pareto distributions
Anna Kiriliouk, Holger Rootzén, Johan Segers +1
When assessing the impact of extreme events, it is often not just a single component, but the combined behaviour of several components which is important. Statistical modelling usi…
Multivariate peaks over thresholds models
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Multivariate peaks over thresholds modeling based on generalized Pareto distributions has up to now only been used in few and mostly 2-dimensional situations. This paper contribute…
Extremes on Trees
Tailen Hsing, Holger Rootzen
This paper considers the asymptotic distribution of the longest edge of the minimal spanning tree and nearest neighbor graph on X_1,...,X_{N_n} where X_1,X_2,... are i.i.d. in \Re^…