Extremal dependence analysis of network sessions
From MaRDI portal
Publication:650747
DOI10.1007/s10687-009-0096-4zbMath1329.62234arXiv0905.1983OpenAlexW2067752637MaRDI QIDQ650747
Luis López-Oliveros, Sidney I. Resnick
Publication date: 27 November 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0905.1983
Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Conditioning on an extreme component: model consistency with regular variation on cones ⋮ Detecting a conditional extreme value model ⋮ On the superposition of heterogeneous traffic at large time scales
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Conditioning on an extreme component: model consistency with regular variation on cones
- Asymptotic properties of the bootstrap for heavy-tailed distributions
- Tail estimates motivated by extreme value theory
- On the estimation of the extreme-value index and large quantile estimation
- Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
- Kernel estimates of the tail index of a distribution
- Bootstrap of the mean in the infinite variance case
- Necessary conditions for the bootstrap of the mean
- Time series: theory and methods.
- Some results on the influence of extremes on the bootstrap
- Residual life time at great age
- Statistical inference using extreme order statistics
- A simple general approach to inference about the tail of a distribution
- Second-order regular variation, convolution and the central limit theorem
- Testing extreme value conditions
- Limit laws for random vectors with an extreme component
- On testing extreme value conditions
- Approximations to the tail empirical distribution function with application to testing extreme value conditions
- Estimating the limit distribution of multivariate extremes
- Limit theory for multivariate sample extremes
- On asymptotic normality of the hill estimator
- Comparison of tail index estimators
- Asymptotic independence and a network traffic model
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- Statistics of Extremes
- The influence of dependence on data network models
- Testing Statistical Hypotheses
- Heavy-Tail Phenomena
- Data network models of burstiness
- Products of distribution functions attracted to extreme value laws
- An introduction to statistical modeling of extreme values
This page was built for publication: Extremal dependence analysis of network sessions
