2 papers
math.ST2025
Tail Index Estimation for Discrete Heavy-Tailed Distributions
Patrice Bertail, Stephan Clémençon, Carlos Fernández
It is the purpose of this paper to investigate the issue of estimating the regularity index of a discrete heavy-tailed r.v. , \textit{i.e.} a r.v. valued in $\mathbb{…
math.ST2025
Anomaly Detection based on Markov Data: A Statistical Depth Approach
Carlos Fernández, Stephan Clémençon
The purpose of this article is to extend the notion of statistical depth to the case of sample paths of a Markov chain. Initially introduced to define a center-outward ordering of…