Estimation of heavy-tailed probability density function with applications to Web data

DOI10.1007/BF02753913MaRDI QIDQ1775986zbMATH OpenFDO

Authors R. E. Maiboroda, Natalia M. Markovich

Publication date 20 May 2005

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

kernel estimationextreme value indexnonparametric density estimationpolygramrisk of misclassificationheavy-tailed density

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
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• Adaptive estimates of parameters of regular variation
• Appendix: A primer on heavy-tailed distributions
• Consistent cross-validated density estimation
• Experimental analysis of nonparametric probability density estimates and of methods for smoothing them
• Iterated Transformation-Kernel Density Estimation
• Kernel estimates of the tail index of a distribution
• Laws of large numbers for sums of extreme values
• Nonparametric estimation of long-tailed density functions and its application to the analysis of World Wide Web traffic
• Nonparametric tail estimation using a double bootstrap method.
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• On bandwidth variation in kernel estimates. A square root law
• Smoothing the moment estimator of the extreme value parameter
• Statistical inference using extreme order statistics
• Transformations in Density Estimation

Cited in

(7)

• Nonparametric estimation of long-tailed density functions and its application to the analysis of World Wide Web traffic
• Analysis of large data logs: An application of Poisson sampling on excite web queries.
• Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface
• scientific article; zbMATH DE number 1301871 (Why is no real title available?)
• A probability density function estimation using F-transform
• Ensemble Gaussian mixture models for probability density estimation
• Accuracy of transformed kernel density estimates for a heavy-tailed distribution

Describes a project that uses

Uses Software

• KernSmooth

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