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math.ST2024
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{N…
math.ST2024
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…
math.ST2016
Sharp exponential inequalities in survey sampling: conditional Poisson sampling schemes
Patrice Bertail, Stephan Clémençon
This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are o…