1930

Автор(ов): 

1

Параметры публикации
Тип публикации: 
Доклад
Название: 
Online Estimation of the Tail Index for Heavy-Tailed Distributions With Application to WWW-Traffic
Наименование конференции: 
IEEE, 1st Conference on Next Generation Internet Design and Engineering
Город: 
Rome
Издательство: 
IEEE
Год издания: 
2005
Страницы: 
388-395
Аннотация
An important problem connected with the heavy-tailed probabilitydensity function (PDF) and high quantile estimation is theestimation of the tail index. The recursive estimator of the tailindex is investigated and its accuracy is obtained. The parameterof this estimator is calculated by bootstrap method.
Библиографическая ссылка: 
Маркович Н.М. Online Estimation of the Tail Index for Heavy-Tailed Distributions With Application to WWW-Traffic / . Rome: IEEE, 2005. С. 388-395.