{"title":"On-line estimation of the tail index for heavy-tailed distributions with application to WWW-traffic","authors":"N. Markovich","doi":"10.1109/NGI.2005.1431692","DOIUrl":null,"url":null,"abstract":"An important problem connected with the heavy-tailed probability density function (PDF) and high quantile estimation is the estimation of the tail index. The recursive estimator of the tail index is investigated and its accuracy is obtained. The parameter of this estimator is calculated by bootstrap method.","PeriodicalId":435785,"journal":{"name":"Next Generation Internet Networks, 2005","volume":"T162 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2005-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Next Generation Internet Networks, 2005","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/NGI.2005.1431692","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
An important problem connected with the heavy-tailed probability density function (PDF) and high quantile estimation is the estimation of the tail index. The recursive estimator of the tail index is investigated and its accuracy is obtained. The parameter of this estimator is calculated by bootstrap method.
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