2 citations · 6 across the 9 of their papers we have counts for
11 papers
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…
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…
On discrimination between classes of distribution tails
Igor V. Rodionov
We propose the test for distinguishing between two classes of distribution tails using only the largest order statistics of the sample and state its consistency. We do not assume b…
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…
Precise large deviations for dependent subexponential variables
Thomas Mikosch, Igor Rodionov
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which…
Threshold selection for extremal index estimation
Natalia M. Markovich, Igor V. Rodionov
We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-…
Directional phantom distribution functions for~stationary random fields
Adam Jakubowski, Igor Rodionov, Natalia Soja-Kukieła
We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demand…
On maximum of Gaussian process with unique maximum point of its variance
E. Hashorva, S. Kobelkov, V. I. Piterbarg
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of the…
The distribution of the maximum number of common neighbors in the random graph
Igor Rodionov, Maksim Zhukovskii
Let be the maximum number of common neighbors of a set of vertices in . In this paper, we find and such that converges i…
On discrimination between two close distribution tails
Igor Vladimirovich Rodionov
The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alterna…
Discrimination between close hypotheses about Weibull and log-Weibull type distributions by the higher order statistics
Igor Rodionov
The proposed paper discusses the problem of discrimination between close hypotheses about distributions belonging to the Gumbel maximum domain of attraction. The distinctive featur…