The resource-consuming mining of blocks on a blockchain equipped with a ...
We consider estimation of the extreme value index and extreme quantiles ...
We study random variables arising as the product of phase-type distribut...
Mining blocks on a blockchain equipped with a proof of work consensus
pr...
The class of inhomogeneous phase-type distributions was recently introdu...
In various applications of heavy-tail modelling, the assumed Pareto beha...
We extend the Kulkarni class of multivariate phase–type distributions in...
We extend the construction principle of multivariate phase-type distribu...
We study tail estimation in Pareto-like settings for datasets with a hig...
In this paper we define the class of matrix Mittag-Leffler distributions...
We consider removing lower order statistics from the classical Hill esti...