3 papers
math.ST2026
On the optimal prediction of extreme events
Benjamin Bobbia, Stilian Stoev
The prediction of the extremely large values of a response variable in terms of a vector of covariates is a fundamental problem arising in many scientific and…
math.ST2026
On the universal calibration of heavy-tailed combination tests
Parijat Chakraborty, F. Richard Guo, Kerby Shedden +1
It is often of interest to test a global null hypothesis using multiple, possibly dependent -values by combining their strengths while controlling the type-I error. Recently, se…
math.ST2025
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
Victor Verma, Stilian Stoev, Yang Chen
The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a gene…