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

DOI10.1007/BF02753913zbMath1065.62059MaRDI QIDQ1775986

Rostislav 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

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

Related Items (3)

Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface ⋮ Ensemble Gaussian mixture models for probability density estimation ⋮ Accuracy of transformed kernel density estimates for a heavy-tailed distribution

Uses Software

• KernSmooth

Cites Work

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• Smoothing the moment estimator of the extreme value parameter
• On bandwidth variation in kernel estimates. A square root law
• Consistent cross-validated density estimation
• A class of tests on the tail index
• Appendix: A primer on heavy-tailed distributions
• Transformations in Density Estimation
• Iterated Transformation-Kernel Density Estimation
• Nonparametric estimation of long-tailed density functions and its application to the analysis of World Wide Web traffic

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