On-line estimation of the tail index for heavy-tailed distributions with application to WWW-traffic

被引：0
|
作者：
Markovich, NM [1 ]
机构：
[1] Russian Acad Sci, Moscow 117997, Russia
来源：
2005 NEXT GENERATION INTERNET NETWORKS | 2005年
关键词：
heavy-tailed distribution; tail index; on-line estimator; bootstrap;
D O I：
暂无
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
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.
引用
收藏
页码：388 / 395
页数：8
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