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Sidney I. Resnick

Sidney I. Resnick

D-Index & Metrics

Mathematics

D-Index
68
Citations
23992
World Ranking
304
National Ranking
169

Overview

Sidney I. Resnick is affiliated with Cornell University in the United States and has made contributions primarily in the field of Mathematics. Their work spans various subfields, notably Statistics and Probability, Artificial Intelligence, Finance, Genetics, and Oncology.

Their research covers a wide range of topics, with significant emphasis on Statistical Methods and Inference. Other main topics include Bayesian Methods and Mixture Models, Statistical Distribution Estimation and Applications, Financial Risk and Volatility Modeling, Genetic Associations and Epidemiology, Statistical Methods and Bayesian Inference, and Statistical Methods in Clinical Trials.

Resnick has authored multiple papers published across diverse venues. Recent notable publications include:

  • "Splitting the sample at the largest uncensored observation," 2022, Bernoulli
  • "Trimmed Lvy processes and their extremal components," 2021, ANU Open Research (Australian National University)
  • "Mixture cure model methodology in survival analysis: Some recent results for the one-sample case," 2024, Statistics Surveys
  • "Finite sample and asymptotic distributions of a statistic for sufficient follow-up in cure models," 2023, Canadian Journal of Statistics
  • "Asymptotic independence and support detection techniques for heavy-tailed multivariate data," 2020, Insurance Mathematics and Economics

Throughout their career, Resnick has frequently published in venues such as arXiv (Cornell University), Statistics Surveys, Canadian Journal of Statistics, Bernoulli, and ANU Open Research.

Collaborations have been a notable aspect of Resnick's research activity. Frequent co-authors include Ross Maller, Soudabeh Shemehsavar, Muzhi Zhao, Yuguang Ipsen, and Jaakko Lehtomaa.

Best Publications

  • Extreme Values, Regular Variation, and Point Processes

    Sidney I Resnick

  • Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

    Sidney I Resnick

  • Adventures in stochastic processes

    Sidney I. Resnick

  • A Probability Path

    Sidney I. Resnick

  • Extreme Value Theory as a Risk Management Tool

    Paul Embrechts;Sidney I. Resnick;Gennady Samorodnitsky

  • Lévy processes : theory and applications

    O. E. Barndorff-Nielsen;Thomas Mikosch;Sidney Resnick

  • Heavy tail modeling and teletraffic data: special invited paper

    Sidney I. Resnick

  • Limit theory for multivariate sample extremes

    Laurens de Haan;Laurens de Haan;Sidney I. Resnick;Sidney I. Resnick

  • Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities

    Richard Davis;Sidney Resnick

  • Limit Theory for the Sample Covariance and Correlation Functions of Moving Averages

    Richard Davis;Sidney Resnick

  • Point processes, regular variation and weak convergence

    Sidney I. Resnick

  • Is network traffic approximated by stable Levy motion or fractional Brownian motion

    Thomas Mikosch;Sidney Resnick;Holger Rootzén;Alwin Stegeman

  • Extremal Behavior of Solutions to a Stochastic Difference Equation with Applications to Arch-Processes

    Laurens de Haan;Sidney I. Resnick;Holger Rootzén;Casper G. de Vries

  • How to make a Hill Plot

    Holger Drees;Laurens F.M. de Haan;Sidney Resnick

  • Extreme values of independent stochastic processes

    Bruce M. Brown;Sidney I. Resnick

  • The qq-estimator and heavy tails

    Marie Kratz;Sidney I. Resnick

  • Heavy Tail Modelling and Teletraffic Data

    Sidney I. Resnick

  • Tail estimates motivated by extreme-value theory

    Richard Davis;Sidney Resnick

  • Smoothing the Hill estimator

    Sidney Resnick;Cătălin Stărică

  • Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models

    David Heath;Sidney Resnick;Gennady Samorodnitsky

Frequent Co-Authors

Gennady Samorodnitsky
Gennady Samorodnitsky Cornell University
Richard A. Davis
Richard A. Davis Columbia University
Holger Rootzén
Holger Rootzén Chalmers University of Technology
Laurens de Haan
Laurens de Haan Erasmus University Rotterdam
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Thomas Mikosch
Thomas Mikosch University of Copenhagen
Casper G. de Vries
Casper G. de Vries Erasmus University Rotterdam
J. Michael Harrison
J. Michael Harrison Stanford University
Paul Embrechts
Paul Embrechts ETH Zurich
Don Towsley
Don Towsley University of Massachusetts Amherst

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