Related papers: Generalized R\'enyi statistics
Here we suppose that the observed random variable has cumulative distribution function $F$ with regularly varying tail, i.e. $1-F \in RV_{-\alpha}$, $\alpha > 0$. Using the results about exponential order statistics we investigate…
Ramsey theory is an active research area in combinatorics whose central theme is the emergence of order in large disordered structures, with Ramsey numbers marking the threshold at which this order first appears. For generalized Ramsey…
Let $\{X_{n}, n\ge 1\}$ be a sequence of independent random variables with common general error distribution $GED(v)$ with shape parameter $v>0$, and let $M_{n,r}$ denote the $r$th largest order statistics of $X_{1}, X_{2}, \cdots, X_{n}$.…
We make use of the empirical process theory to approximate the adapted Hill estimator, for censored data, in terms of Gaussian processes. Then, we derive its asymptotic normality, only under the usual second-order condition of regular…
We use the so-called t-Hill tail index estimator proposed by Fabi\'an(2001), rather than Hill's one, to derive a robust estimator for the distortion risk premium of loss. Under the second-order condition of regular variation, we establish…
We propose the family of generalized resubstitution classifier error estimators based on empirical measures. These error estimators are computationally efficient and do not require re-training of classifiers. The plain resubstitution error…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…
We develop a quantitative large deviations theory for random hypergraphs, which rests on tensor decomposition and counting lemmas under a novel family of cut-type norms. As our main application, we obtain sharp asymptotics for joint upper…
Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…
Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…
Estimating divergences in a consistent way is of great importance in many machine learning tasks. Although this is a fundamental problem in nonparametric statistics, to the best of our knowledge there has been no finite sample exponential…
A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…
We define a new family of generalized Stirling permutations that can be interpreted in terms of ordered trees and forests. We prove that the number of generalized Stirling permutations with a fixed number of ascents is given by a natural…
We introduce and study in detail a special class of backward continued fractions that represents a generalization of R\'enyi continued fractions. We investigate the main metrical properties of the digits occurring in these expansions and we…
Asymptotic normality of extreme value tail estimators received much attention in the literature, giving rise to increasingly complicated 2nd order regularity conditions. However, such conditions are really difficult to be checked for real…
Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…
A discrete system's heterogeneity is measured by the R\'enyi heterogeneity family of indices (also known as Hill numbers or Hannah--Kay indices), whose units are {the numbers equivalent}. Unfortunately, numbers equivalent heterogeneity…
This paper proposes a scoring-rule-based method for ranking predictive distributions in the Fr\'echet domain that is able to distinguish between different tail indices. The approach is built on normalized order statistics and exploits…