重尾分布尾指数的在线估计及其在www -流量中的应用

Next Generation Internet Networks, 2005 Pub Date : 2005-04-18 DOI:10.1109/NGI.2005.1431692

N. Markovich

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引用次数: 2

摘要

与重尾概率密度函数(PDF)和高分位数估计相关的一个重要问题是尾指数的估计。研究了尾指数的递推估计，得到了其精度。用自举法计算了该估计器的参数。

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On-line estimation of the tail index for heavy-tailed distributions with application to WWW-traffic

An important problem connected with the heavy-tailed probability density function (PDF) and high quantile estimation is the estimation of the tail index. The recursive estimator of the tail index is investigated and its accuracy is obtained. The parameter of this estimator is calculated by bootstrap method.

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Next Generation Internet Networks, 2005

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