Marek Arendarczyk

MaRDI QIDQ419197zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Modified Greenwood statistic for multivariate Pareto and Student's t distributions in application to statistical testing Statistical Papers	2026-07-01	Paper
Testing and estimation of the index of stability of univariate and bivariate symmetric -stable distributions via modified Greenwood statistic Journal of Computational and Applied Mathematics	2025-04-25	Paper
Modified Greenwood statistic and its application for statistical testing Journal of Computational and Applied Mathematics	2024-08-22	Paper
A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic	2024-01-25	Paper
Asymptotic properties of extremal Markov processes driven by Kendall convolution Journal of Theoretical Probability	2023-11-21	Paper
Slash distributions, generalized convolutions, and extremes Annals of the Institute of Statistical Mathematics	2023-07-13	Paper
The Greenwood statistic, stochastic dominance, clustering and heavy tails Scandinavian Journal of Statistics	2023-01-05	Paper
A bivariate distribution with Lomax and geometric margins Journal of the Korean Statistical Society	2018-11-12	Paper
The joint distribution of the sum and maximum of dependent Pareto risks Journal of Multivariate Analysis	2018-08-16	Paper
The joint distribution of the sum and the maximum of heterogeneous exponential random variables Statistics & Probability Letters	2018-06-20	Paper
On the asymptotics of supremum distribution for some iterated processes Extremes	2017-11-02	Paper
On the tail asymptotics of the area swept under the Brownian storage graph Bernoulli	2014-05-05	Paper
On the tail asymptotics of the area swept under the Brownian storage graph Bernoulli	2014-05-05	Paper
Exact asymptotics of supremum of a stationary Gaussian process over a random interval Statistics & Probability Letters	2012-05-18	Paper
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time Bernoulli	2011-09-02	Paper

Research outcomes over time

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