17 search results - page 1 / 4 » A robust estimator for the tail index of Pareto-type distrib... |
CSDA
2007
13 years 4 months ago
2007
SIGMETRICS
2009
ACM
13 years 11 months ago
2009
ACM
In the context of network traffic analysis, we address the problem of estimating the tail index of flow (or more generally of any group) size distribution from the observation of...
NECO
2002
13 years 4 months ago
2002
In the presence of a heavy-tail noise distribution, regression becomes much more di cult. Traditional robust regression methods assume that the noise distribution is symmetric and...
CSDA
2006
13 years 4 months ago
2006
The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
TSP
2010
12 years 11 months ago
2010
This paper presents a method for signal extraction based on conditional second-order moments of the output of the extraction filter. The estimator of the filter is derived from an ...