𝔖 Bobbio Scriptorium
✦   LIBER   ✦

High Quantiles of Heavy-Tailed Distributions: Their Estimation

✍ Scribed by N. M. Markovich


Book ID
110391011
Publisher
SP MAIK Nauka/Interperiodica
Year
2002
Tongue
English
Weight
178 KB
Volume
63
Category
Article
ISSN
0005-1179

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


High quantile estimation for heavy-taile
✍ N.M. Markovich πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 245 KB

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

Estimation problems for distributions wi
✍ Zhaozhi Fan πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 320 KB

We establish estimators for the tail index of heavy-tailed distributions. A large deviation principle is proved. An estimator with U-statistic structure is constructed and its asymptotic normality is established. An estimator based on re-sampling procedure is developed and this provides a possibilit