8358

Автор(ы): 
Маркович Н. М. (ИПУ РАН, Лаборатория 38)
Автор(ов): 

2

Параметры публикации
Тип публикации: 
Тезисы доклада
Название: 
Estimation of Heavy-Tailed Density Functions and Their Quantiles
Наименование конференции: 
International Workshop in Recent Achievements on the Study of Extreme Events (VW-Workshop)
Наименование источника: 
Proceedings of the International Workshop in Recent Achievements on the Study of Extreme Events (VW-Workshop, Potsdam, 2010)
Город: 
Potsdam
Издательство: 
Potsdam Institute for Climate Impact Research
Год издания: 
2010
Страницы: 
38
Аннотация
We present a powerful statistical method to estimate the probability density function of a positive random variable with a unimodal or multimodal body region and a heavy tail by means of a moderately sized sample of independent observations.
Библиографическая ссылка: 
Маркович Н.М., Krieger U. R. Estimation of Heavy-Tailed Density Functions and Their Quantiles / Proceedings of the International Workshop in Recent Achievements on the Study of Extreme Events (VW-Workshop, Potsdam, 2010). Potsdam: Potsdam Institute for Climate Impact Research, 2010. С. 38.