The paper is devoted to the estimation of heavy-tailed probability density functions (p.d.f.s) and their mixtures. We propose a new combined parametric and non-parametric approach applying both the bootstrap and the structural risk-minimization method. It is illustrated using some relevant mixtures of heavy-tailed p.d.f.s. and its effectiveness is shown by an application to real data arising from Web-traffic characteristics.
%0 Book Section
%1 Markovitch20011113
%A Markovitch, Natalia M.
%A Krieger, Udo R.
%B Teletraffic Engineering in the Internet EraProceedings of the International Teletraffic Congress - ITC-I7
%D 2001
%E Jorge Moreira de Souza, Nelson L.S. da Fonseca
%E de Souza e Silva, Edmundo A.
%I Elsevier
%K itc itc17
%P 1113 - 1126
%R http://dx.doi.org/10.1016/S1388-3437(01)80196-7
%T The estimation of heavy-tailed probability density functions and their mixtures
%V 4
%X The paper is devoted to the estimation of heavy-tailed probability density functions (p.d.f.s) and their mixtures. We propose a new combined parametric and non-parametric approach applying both the bootstrap and the structural risk-minimization method. It is illustrated using some relevant mixtures of heavy-tailed p.d.f.s. and its effectiveness is shown by an application to real data arising from Web-traffic characteristics.
@incollection{Markovitch20011113,
abstract = {The paper is devoted to the estimation of heavy-tailed probability density functions (p.d.f.s) and their mixtures. We propose a new combined parametric and non-parametric approach applying both the bootstrap and the structural risk-minimization method. It is illustrated using some relevant mixtures of heavy-tailed p.d.f.s. and its effectiveness is shown by an application to real data arising from Web-traffic characteristics. },
added-at = {2016-07-12T14:53:52.000+0200},
author = {Markovitch, Natalia M. and Krieger, Udo R.},
biburl = {https://www.bibsonomy.org/bibtex/26b2ee1020e6af1139270873c56b8ee0c/itc},
booktitle = {Teletraffic Engineering in the Internet EraProceedings of the International Teletraffic Congress - ITC-I7},
doi = {http://dx.doi.org/10.1016/S1388-3437(01)80196-7},
editor = {Jorge Moreira de Souza, Nelson L.S. da Fonseca and de Souza e Silva, Edmundo A.},
interhash = {04c608c2de8e4363ad0312aac8b5d7d5},
intrahash = {6b2ee1020e6af1139270873c56b8ee0c},
issn = {1388-3437},
keywords = {itc itc17},
pages = {1113 - 1126},
publisher = {Elsevier},
series = {Teletraffic Science and Engineering },
timestamp = {2020-04-30T18:17:29.000+0200},
title = {The estimation of heavy-tailed probability density functions and their mixtures },
volume = 4,
year = 2001
}