An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3485732 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A method for estimating parameters and quantiles of distributions of continuous random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Lifetime Data with Application to Fatigue Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting the Generalized Pareto Distribution to Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Methods in Extreme Value Modelling: A Review and New Developments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for sums of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail estimates motivated by extreme value theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of tail index estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure convergence of the Hill estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of the extreme-value index and large quantile estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal choice of sample fraction in extreme-value estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moment estimator for the index of an extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refined pickands estimators wtth bias correction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exceedances over high thresholds: a guide to threshold selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hybrid estimator for generalized pareto and extreme-value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unification of tail estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3670359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic normality of Hill's estimator for the exponent of regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of quantiles of the maximum of <i>N</i> observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a basis for ''peaks over threshold'' modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laws of large numbers for sums of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4345873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy tail modeling and teletraffic data. (With discussions and rejoinder) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing the Hill Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of estimation methods in extreme value theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation in a class of nonregular cases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating tails of probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3687502 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chain models for threshold exceedances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4247097 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0167-9473(02)00033-6 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2023036640 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:23, 30 July 2024

scientific article
Language Label Description Also known as
English
An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators.
scientific article

    Statements

    An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (English)
    0 references
    0 references
    13 August 2002
    0 references
    Evaluation game
    0 references
    Generalized Pareto distribution
    0 references
    Noah effect
    0 references
    Packet train
    0 references
    Tail estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers