2 citations · 4 across the 5 of their papers we have counts for
5 papers · 1 filter
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…
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…
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-…
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…