65 citations · 74 across the 5 of their papers we have counts for
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math.PR2016★ 65 cited
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…
math.PR2005★ 9 cited
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^…