8358

Автор(ы): 

Маркович Н. М. (ИПУ РАН, Лаборатория 38)
Krieger U. R. (?)

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.