1. Some properties of convergence in distribution of sums and maxima of dependent random variables. Z. Wahrscheinlichkeitsteorie verw. Gebiete 29, 295 - 307, (1974).
  2. Rényi-mixing and the functional central limit theorem for martingales. Trans. seventh Prague conference on information theory, statistical decision functions, random processes, 505 - 513, (1974).
  3. Weak convergence of high level crossings and maxima for one or more Gaussian Processes. (with G. Lindgren, J. de Mar ) Ann. Probab 3, 961 - 978, (1975).
  4. Fluctuations of sequences which converge in distribution. Ann. Probab. 4, 456 - 463, (1976).
  5. Gordin's theorem and the periodogram. J. Appl. Probab. 13, 356 - 370, (1976).
  6. A note on the central limit theorem for doubly stochastic Poisson processes. J. Appl. Probab. 13, 809 - 813, (1976).
  7. Variation in caries prevalence related to combinations of dietary and oral hygiene habits in 6-year-old children. (with L.E. Granath, E. Liljegren, K.Holst) Caries Res. 10, 308 - 317, (1976).
  8. On the functional central limit theorem for martingales. Z. Wahrscheinlichkeitsteorie verw. Gebiete 38, 199 - 210, (1977).
  9. A note on convergence to mixtures of normal distributions. Z. Wahrscheinlichkeitsteorie verw. Gebiete 38, 211 - 216, (1977).
  10. Simple and highly efficient estimators for a type I censored normal sample. (with T. Persson) Biometrika 64, 123 - 128, (1977).
  11. On the exponential boundedness of stopping times of invariant SPRT's. (with G. Simons) Ann. Statist. 5, 571 - 575, (1977).
  12. Conditions for the convergence in distribution of maxima of stationary normal processes. (with M.R. Leadbetter, G. Lindgren) Stochastic Process. Appl. 8, 131 - 139, (1978).
  13. Extremes of moving averages of stable processes. Ann. Probab 6, 847 - 869, (1978).
  14. Variation in caries prevalence related to combinations of dietary and oral hygiene habits and chewing fluoride tablets in 4-year-old children. (with L.E. Granath, E. Liljegren, K. Holst, L. K hler) Caries Res. 12, 83 - 92, (1978).
  15. On the functional central limit theorem for martingales, II. Z. Wahrscheinlichkeitsteorie verw. Gebiete 51, 79 - 93, (1980).
  16. Limit distributions for the error in approximations of stochastic integrals. Ann. Probab. 8, 241 - 251, (1980).
  17. Effect of mouthrinsing with a sodium fluoride solution in children with different caries activity.(with J. Bawden, L.E. Granath, K. Holst, G. Krasse) Swedish Dent. J. 4, 111 - 117, (1980).
  18. On limiting distributions of intermediate order statistics from stationary sequences. (with V. Watts, M.R. Leadbetter) Ann. Probab 10, 653 - 662, (1982).
  19. Extreme value theory for continuous parameter stationary processes. (with M.R. Leadbetter) Z. Wahrscheinlichkeitsteorie verw. Gebiete 60, 1 - 20, (1982).
  20. The rate of convergence of extremes of stationary normal sequences. Adv. Appl. Probab. 15, 54 - 80, (1983).
  21. Central limit theory for martingales via random change of time. In Essays in honour of Carl Gustav Essén, Eds. Holst & Gut, Uppsala University, 154 - 190, (1983), pdf.
  22. Discussion of Torsten Bohlin's lectures on Mathematical Statistics and automatic control. Scand. J. Statist. 10, 216 - 219 (1983).
  23. Extremes in continuous stochastic processes. Invited paper, NATO ASI on Statistical Extremes and applications, Vimeiro, Portugal: Reidel (1983).
  24. Consistency in least squares estimation: A Bayesian approach. (with J. Sternby) Automatica 20, 471 - 475, (1984).
  25. Attainable rates of convergence for maxima. Statist. Probab. Letters 2, 219 - 221, (1984).
  26. Asymptotic distributions for order statistics. In Contributions to probability and statistics in honour of Gunnar Blom, eds Lanke & Lindgren, Lund University, 291- 302, (1985).
  27. Persson - Rootzén estimator. In Encyclopedia of Statistical Sciences, Eds Kotz, Johnson & Read. New York: Wiley (1985).
  28. Extreme value theory for moving average processes. Ann. Probab 14, 612 - 652, (1986).
  29. de Moivres theorems: Easy proofs. (with E. Lykke Jensen) Statist. Probab. Letters 4, 231 - 232, (1986).
  30. A ratio limit theorem for the tails of weighted sums. Ann. Probab. 15, 728-747, (1987).
  31. Extreme values: theory and technical applications. (with G. Lindgren) Scand. J. Statist. 14, 241-279, (1987).
  32. Extremes, loads and strengths. Proceedings of the 1st world congress of the Bernoulli society, eds. Prohorov & Sazonov, VNU Science Press: Utrecht, 461 - 470, (1987).
  33. Maxima and exceedances of stationary Markov chains. Adv. Appl. Probab. 20, 371-390, (1988).
  34. Extremal theory for stochastic processes. (with M. R. Leadbetter) Special invited paper, Ann. Probab. 16, 431-478, (1988).
  35. Maximum likelihood estimation of the frequency of false positive and false negative answers from the up-and-down staircases of computerized treshold perimetry. (with J Olsson, A. Heijl) Perimetry update 1988/89, 245 - 251 Kugler & Ghedini publ.: Amsterdam/New York (1989).
  36. On clustering of high values in statistically stationary series. (with M.R. Leadbetter, L. de Haan. I. Weissman) Proc. 4th International conference on meteorology, Raurora, New Zealand, 217 - 222, (1989).
  37. Extremal behaviour of solutions to a stochastic difference equation, with applications to ARCH-processes. (with L. de Haan, S. Resnick, C. de Vries) Stoch. Proc. Appl. 32, 213 - 224, (1989).
  38. Tail and quantile estimation for strongly mixing stationary sequences. (with L. de Haan, M. R. Leadbetter), 1 - 56, Manuscript (1991).
  39. Improved threshold estimates using full staircase data. (with J. Olsson., P. Asman, A. Heijl) Perimetry update 1990/91, 245 - 253 (ed. Mills & Heijl) Kugler & Ghedini publ.: Amsterdam/New York (1991).
  40. Spatial analyses of glaucomatous visual fields; a comparison with traditional visual field indices. (with P. Asman, A. Heijl, J. Olsson) Acta Opthalmologica 70, 679 - 686, (1992).
  41. On the estimation of high quantiles. (with L. de Haan) J. Statist. Inf. and Planning 35, 1 - 13 (1993).
  42. Frequency of seeing in computerized perimetry (with J. Olsson., A. Heijl, B. Bengtsson) Perimetry update 1992/93, 551 - 556 (ed. Mills) Kugler publ.: Amsterdam/New York (1993).
  43. A test for proportional hazards with application to strengths of materials. (with A. Deis) under revision for J. Amer. Statist. Ass. (1993).
  44. On central limit theory for families of strongly mixing additive random functions. (with M. R. Leadbetter) In: Festschrift for G. Kallianpur, Eds Cambanis et al., Springer, Boston 211-223, (1993).
  45. An image model for quantal response analysis in perimetry. (with J. Olsson) Scand. J. Statist. 21, 375-387 (1994).
  46. Small values of Gaussian processes with applications to functional laws of the iterated logarithm (with D. Monrad), Th. Probab. Rel. Fields 101, 173 - 192 (1995).
  47. Extreme value theory for stochastic processes. Scand. Actuarial J. , 54 - 65 (1995).
  48. The tail empirical process for stationary sequences. Report 1995:9, Mathematical Statistics, Chalmers University of Technology.
  49. Quantile estimation from repeated measurements. (with J. Olsson) J. Amer. Statist. Soc. 91, 1560 - 1565 (1996).
  50. Measures of exceedance by random fields for ocean stress and environmental application (with M.R. Leadbetter) Probabilistic Mechanics and structural reliability: Proc. seventh speciality conf./ASCE 258-261 (1996).
  51. Extreme value statistics and wind storm losses: a case study. (with N. Tajvidi), Scand. Actuarial J. 70-94 (1997). (Reprinted in "Extremes and integrated risk management", Risk Books, 2000.)
  52. An improved method to estimate the frequency of false positive answers in computerized perimetry. (with J Olsson, B. Bengtsson, A. Heijl) Acta Ophtalmol. Scand. 75, 181-183 (1997).
  53. A new generation of algorithms for computerized threshold perimetry, SITA.(with B. Bengtsson, J Olsson, A. Heijl), Acta Ophtalmol. Scand. 75, 368-375 (1997).
  54. On the rate of convergence in the Poisson approximation for exceedances of high levels by stationary Gaussian processes. (with M.-F. Kratz), J. Appl. Probab. 34, 908-923 (1997).
  55. Isacsson, M., Ström, M., and Rootzén, H.: Galvanic corrosion of magnesium alloys. Volvo Technoloogy Reports, 1997, no. 1, 18-27.
  56. Galvanically induced atmospheric corrosion on magnesium alloys: a designed experiment evaluated by extreme value statistics and conventional techniques. (with M. Isacsson, M. Ström and O Lunder) The Engineering Society for Advancing Mobility Land Sea Air and Space, Technical Paper 970328 (1997)
  57. On extreme values in stationary random fields. (with M.R. Leadbetter) In: Stochastic Processes and related Topics, in Memory of Stamatis Cambanis, Eds Karatzas et al., 275-285 Springer, Boston (1998) PDF
  58. On the distribution of tail array sums for strongly mixing stationary sequences. (with M.R. Leadbetter, L. de Haan) Ann. Appl. Probab. 8, 868-885 (1998).
  59. A single number can't hedge against economic catastrophes. (with C. Kluppelberg) Invited paper for a special report on risk. Ambio 28, 550-555 (1999). PDF
  60. Self-similar communication models and very heavy tails. (with S. Resnick) Ann. Appl. Probab. 10, , 753-778 (2000) Gzipped PS
  61. Can losses caused by wind storms be predicted from meteorological observations? (with N. Tajvidi) Scand. Actuarial J., 162-175 (2001) Gzipped PS
  62. On Central Limit Theory for Random Additive Functions under Weak Dependence Restrictions. (with M.R.Leadbetter and H.Choi) in State of the Art in Statistics and Probability Theory, Eds. M. de Gunst, C. Klaassen and A. van der Vaart, IMS Lecture Notes 36 (2001)
  63. Is network traffic approximated by stable Lévy motion or fractional Brownian motion? (with T. Mikosch, S. Resnick, A. Stegeman) Ann. Appl. Probab. 12, 23-68 (2002) Gzipped PS
  64. K. Maulik, S. Resnick and H. Rootzen: A Network Traffic Model with Random Transmission Rate. Adv. Appl. Probab. 39 671-699 (2002) Gzipped PS
  65. C. A. Guerin, H. Nyberg, O. Perrin, S. Resnick, H. Rootzén, and C. Starica: Empirical testing of the infinite source Poisson data traffic model. Stochastic Models 19, 156-199 (2003). Has received the Neuts 2003 best paper award. Gzipped PS
  66. Extreme values in finance, telecommunication and the environment, edited by B. Finkenstädt and H. Rootzén, Chapman & Hall (2003)
  67. A.L. Fougčres, H. Rootzén, M. Isacsson, G. Ström, and Z. Tan. Pitting corrosion on magnesium alloys: A comparative study of field data using extreme value techniques. In Corrosion and protection of light metal alloys, Electrochemical Society Proceedings, Vol. 2003-23, p. 117-192. ed. R.G. Kelly, (2003)
  68. T. Hsing and H. Rootzen: Extremes on Trees. Ann. Probab. 33, 413-444 (2005) Gzipped PS
  69. C. W. Anderson, J. de Maré, and H. Rootzén: Methods for estimating the sizes of large inclusions in clean steels. Acta Materialia 53, 2295-2304 (2005) PDF
  70. O. Perrin, H. Rootzen, and R. Taessler: A discussion of statistical methods for estimation of extreme wind speeds. Theoretical and Applied Climatology 85 203-215 (2006) Gzipped PS
  71. A.L. Fougeres, S. Holm, and H. Rootzen: Pitting corrosion: Comparison of treatments with extreme value distributed responses. Technometrics 48, 262-272 (2006) Gzipped PS
  72. J. Olsson and H. Rootzen: On the influence of the prior distribution in image reconstruction. Computational Statistics 21, 431-444 (2006) pdf
  73. H. Rootzen and N. Tajvidi: The multivariate generalized Pareto distribution. Bernoulli12, 917-930 (2006) PDF
  74. A. Herbertsson and H. Rootzén: Pricing k-th-to-default swaps under default contagion: the matrix-analythic method. J. Computational Finance, 12, 49-78 (2008) . PDF
  75. H. Rootzen: Weak convergence of the tail empirical function for dependent sequences. Stoch. Proc. Appl. 119, 468-490 (2009) pdf
  76. A.-L. Fougeres, J. Nolan, and H. Rootzén: Models for Dependent Extremes Using Stable Mixtures. Scand. J. Statist. 36 42- 59(2009 pdf
  77. E. Brodin and H. Rootzén: Univariate and Bivariate GPD Methods for Predicting Extreme Wind Storm Losses. Insurance: Mathematics and Economics44 , 345-356 (2009) pdf
  78. H. Drees and H.Rootzen: Limit Theorems for Empirical Processes of Cluster Functionals. Ann. Statist., Ann. Statist. 38, 2145–2186 (2010) pdf
  79. H.Rootzen and D. Zholud: Efficient estimation of the number of false positives in  high-throughput screening. Submitted pdf
  80. C. Lindberg and H. Rootzén: Error distributions for random grid approximations of multidimensional stochastic integrals. Ann. Appl. Probab. 23,    834-857 (2013) pdf
  81. H. Rootzén and R. Katz: Design Life Level: Quantifying risk in  changing climate, Water Resour. Res., 49, 5964–5972, doi:10.1002/wrcr.20425.  (2013) pdf
  82. J. Jonasson and H. Rootzén: Internal validation of near-crashes in naturalistic driving studies: a continuous and multivariate approach. Accident Analysis and Prevention 62, 102-109 (2014) pdf
  83. T. Hsing and H. Rootzén: An interrview with Ross Leadbetter. Extremes 18,  529-561 (2015) pdf
  84. H.Rootzen and D. Zholud: Efficient estimation of the number of false positives in  high-throughput screening. Biometrika102, 695-704 (2015) pdf supplementary material pdf
  85. H. Rootzén and D. Zholud: Tail estimation for window censored processes. Tecnometrics 58, 95-103 (2016) pdf  supplementary material pdf
  86. H. Rootzén, J. Segers, J.L. Wadsworth: Multivariate peaks over thresholds models (2016) arXive
  87. A. Kiriliouk, H. Rootzén, J. Segers and J..L. Wadsworth:  Peaks over thresholds modeling with multivariate generalizd Pareto distributions. (2016)  arXive
  1. Papers in Swedish:

  2. Interaktion mellan faktorer i kariesprocessen. (with L.E. Granath) Socialmedicinsk tidskr. nr 10 (1977).
  3. Hur säkert kan man veta nĺgot om olycksriskerna i komplicerade tekniska system? (with I. Bergkvist, B. Hansson, T. Torisson) I riskvärdering, Rapport DsI 1978:15 frĺn industridepartementet, (1978).
  4. Dagstidningsartiklar om risker vid energiproduktion.
  5. Stationära stokastiska processer för E. (with G. Lindgren) Kompendium, Lund (1983).
  6. Artiklar för Nationalencyklopedin.
  7. Bokanmälningar i Elementa.
  8. CGS - i centrum för sannolikhetsteorin. I Lundaforskare föreläser 21, Lund University Press, 32 - 39, (1989).
  9. A. Björner, S. Engelmark, J. Hĺstad, H. Rootzén (2010) Matematik finns i allt. Pamflett
Holger Rootzén

Last modified: Tue Sep 24 16:30:01 MET DST 2002