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
β¦ LIBER β¦
High Quantiles of Heavy-Tailed Distributions: Their Estimation
β 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
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