Автор(ы): Маркович Н. М. (ИПУ РАН, Лаборатория 38)Автор(ов): 1 Параметры публикацииТип публикации: ДокладНазвание: Online Estimation of the Tail Index for Heavy-Tailed Distributions With Application to WWW-TrafficНаименование конференции: IEEE, 1st Conference on Next Generation Internet Design and EngineeringГород: RomeИздательство: IEEEГод издания: 2005Страницы: 388-395 АннотацияAn 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.