Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks

DOI10.1007/978-1-4939-0569-0_15zbMath1381.62184OpenAlexW2184541865MaRDI QIDQ2787368

Natalia M. Markovich

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_15

zbMATH Keywords

extremal indexclusters of exceedancesgeometric distribution cluster sizeinter-cluster size

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Communication networks in operations research (90B18)

Cites Work

• Likelihood estimation of the extremal index
• Modeling clusters of extreme values
• On the exceedance point process for a stationary sequence
• A new class of independence tests for interval forecasts evaluation
• Calculating the extremal index for a class of stationary sequences
• Inference for Clusters of Extreme Values
• Statistics of Extremes
• Extremal Analysis of Processes Sampled at Different Frequencies

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