Emergence of Multivariate Extremes in Multilayer Inhomogeneous Random Graphs
D Cirkovic, T Wang, DBH Cline - arXiv preprint arXiv:2403.02220, 2024 - arxiv.org
In this paper, we propose a multilayer inhomogeneous random graph model (MIRG), whose
layers may consist of both single-edge and multi-edge graphs. In the single layer case, it has …
layers may consist of both single-edge and multi-edge graphs. In the single layer case, it has …
Generalized R\'enyi statistics
P Kevei, L Viharos - arXiv preprint arXiv:2404.03548, 2024 - arxiv.org
In R\'enyi's representation for exponential order statistics, we change the iid exponential
sequence to any iid sequence, and call the resulting order statistic\emph {generalized …
sequence to any iid sequence, and call the resulting order statistic\emph {generalized …
Extreme Value Inference for General Heterogeneous Data
Y He, JHJ Einmahl - Available at SSRN 4816397, 2024 - papers.ssrn.com
We extend extreme value statistics to the general setting of independent data with possibly
very different distributions, whereby the extreme value index of the average distribution can …
very different distributions, whereby the extreme value index of the average distribution can …