Different estimators of high quantiles, such as x c p proposed in [N.M. Markovitch, U.R. Krieger, The estimation of heavy-tailed probability density functions, their mixtures and quantiles. Computer Networks 40 (3) (2002) 459-474], Weissman's estimator x w p and the POT-method are considered. Regard
Estimating the mean of a heavy tailed distribution
β Scribed by Liang Peng
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 106 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0167-7152
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