3 papers
math.PR2025
Extremal independence in discrete random systems
Mikhail Isaev, Igor Rodionov, Rui-Ray Zhang +1
Let be a sequence of random vectors, where and . Under certain weakly dependence conditions, we prove that the distribut…
math.ST2025
Censored extreme value estimation
Martin Bladt, Igor Rodionov
A novel and comprehensive methodology designed to tackle the challenges posed by extreme values in the context of random censorship is introduced. The main focus is on the analysis…
math.ST2024
Location- and scale-free procedures for distinguishing between distribution tail models
Igor Rodionov
We consider distinguishing between two distribution tail models when tails of one model are lighter (or heavier) than those of the other. Two procedures are proposed: one scale-fre…