degree distribution 1goodness-of-fit testing 1graph diagnostics 1preferential attachment 1random graphs 1
From the 1 of 3 linked papers with an AI index.
3 papers
math.ST2026
Hub Neighbor-Degree Diagnostics for Sparse Random Graphs
Qian Hui, Tiandong Wang
The paper introduces a diagnostic based on the average degree of neighbors of hub vertices to assess the fit of sparse random graph models, providing theoretical limits and goodnes…
math.ST2025
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Qian Hui, Sidney I. Resnick, Tiandong Wang
Accurately identifying the extremal dependence structure in multivariate heavy-tailed data is a fundamental yet challenging task, particularly in financial applications. Following…
q-fin.PM2025
Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks
Qian Hui, Tiandong Wang
The failure of key financial institutions may accelerate risk contagion due to their interconnections within the system. In this paper, we propose a robust portfolio strategy to mi…