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Markovich, Natalia Mikhailovna

Senior Researcher
Doctor of physico-mathematical sciences (2004)
Speciality: 05.13.01 (System analysis, the control and processing of information (separated by fields))
Birth date: 26.11.1960
Keywords: Extremes, heavy tails, data analysis

Subject:

Mathematical statistics, applied probability, extreme value theory, statistical analysis of heavy-tailed distributions and extremal events, nonparametric estimation, density estimation, stochastic processes


https://www.mathnet.ru/eng/person59989
List of publications on Google Scholar
https://zbmath.org/authors/ai:markovich.natalia-m
https://mathscinet.ams.org/mathscinet/MRAuthorID/274355

Publications in Math-Net.Ru Citations
2024
1. M. Vaičiulis, N. M. Markovich, “Investigation of triangle counts in graphs evolving by clustering attachment”, Avtomat. i Telemekh., 2024, no. 11,  56–72  mathnet; Autom. Remote Control, 85:11 (2024), 978–989
2. N. M. Markovich, M. S. Ryzhov, i. Kulik, “Investigation of dependencies and distributions in random networks evolved by mixed models of the evolution and node deletion”, UBS, 109 (2024),  89–121  mathnet
2021
3. M. Vaičiulis, N. M. Markovich, “Estimating the parameters of a tapered Pareto distribution”, Avtomat. i Telemekh., 2021, no. 8,  85–107  mathnet  elib; Autom. Remote Control, 82:8 (2021), 1358–1377  isi  scopus 6
2019
4. M. Vaičiulis, N. M. Markovich, “A class of semiparametric tail index estimators and its applications”, Avtomat. i Telemekh., 2019, no. 10,  62–77  mathnet  elib; Autom. Remote Control, 80:10 (2019), 1803–1816  isi  scopus 2
2005
5. N. M. Markovich, “Accuracy of transformed kernel density estimates for a heavy-tailed distribution”, Avtomat. i Telemekh., 2005, no. 2,  55–72  mathnet  mathscinet  zmath; Autom. Remote Control, 66:2 (2005), 217–232  scopus 2
2002
6. N. M. Markovich, “High Quantiles of Heavy-Tailed Distributions: Their Estimation”, Avtomat. i Telemekh., 2002, no. 8,  63–79  mathnet  mathscinet  zmath; Autom. Remote Control, 63:8 (2002), 1263–1278  isi  scopus 1
7. N. M. Markovich, “Transformed Estimates of Densities of Heavy-Tailed Distributions and Classification”, Avtomat. i Telemekh., 2002, no. 4,  118–132  mathnet  mathscinet  zmath; Autom. Remote Control, 63:4 (2002), 627–640  isi  scopus 2
2000
8. N. M. Markovich, “Detection of the hormezis effect from empirical data as an incorrectly stated problem”, Avtomat. i Telemekh., 2000, no. 1,  133–143  mathnet  mathscinet  zmath; Autom. Remote Control, 61:1 (2000), 125–135
1998
9. N. M. Markovich, A. I. Mikhal'skiĭ, V. Morgenshtein, “Estimating epidemiological morbidity indicators from indirect data”, Avtomat. i Telemekh., 1998, no. 6,  153–162  mathnet  zmath; Autom. Remote Control, 59:6 (1998), 877–884
10. N. M. Markovich, “Regularization of some linear integral equations of population analysis”, Avtomat. i Telemekh., 1998, no. 3,  139–155  mathnet  mathscinet  zmath; Autom. Remote Control, 59:3 (1998), 418–431
1995
11. N. M. Markovich, A. I. Mikhal'skii, “Estimation of health indices from data on revealed morbidity”, Avtomat. i Telemekh., 1995, no. 7,  151–161  mathnet  zmath; Autom. Remote Control, 56:7 (1995), 1033–1041
1992
12. V. N. Vapnik, N. M. Markovich, A. R. Stefanyuk, “On the rate of convergence in $L_2$ of a projection estimator of a probability density”, Avtomat. i Telemekh., 1992, no. 5,  64–74  mathnet  mathscinet  zmath; Autom. Remote Control, 53:5 (1992), 677–686 1
1989
13. N. M. Markovich, “Experimental analysis of nonparametric distribution density estimates and methods of their smoothing”, Avtomat. i Telemekh., 1989, no. 7,  110–119  mathnet  mathscinet  zmath; Autom. Remote Control, 50:7 (1989), 941–948 1

Presentations in Math-Net.Ru
1. Modeling clusters of extreme values and applications
N. M. Markovich
Principle Seminar of the Department of Probability Theory, Moscow State University
February 10, 2016 16:45
2. Modeling Clusters of Extreme Values in Time SeriesPrimary tabs
N. M. Markovich
PreMoLab Seminar
March 28, 2013

Organisations