메뉴 건너뛰기




Volumn 45, Issue 1, 2004, Pages 85-103

Extreme-value analysis of teletraffic data

Author keywords

Extreme value index; Long tails; Smoothing procedures; Teletraffic engineering

Indexed keywords

DATA REDUCTION; JOB ANALYSIS; STATISTICAL METHODS;

EID: 1042301808     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(03)00116-6     Document Type: Article
Times cited : (4)

References (35)
  • 1
    • 0033472954 scopus 로고    scopus 로고
    • Extremal analysis of short series with outliers: Sea-levels and athletic records
    • Barao M.I. Tawn J.A. Extremal analysis of short series with outliers: Sea-levels and athletic records Appl. Statist. 48 4 1999 469-487
    • (1999) Appl. Statist. , vol.48 , Issue.4 , pp. 469-487
    • Barao, M.I.1    Tawn, J.A.2
  • 4
    • 0000526969 scopus 로고    scopus 로고
    • Modelling extremes of the areal rainfall process
    • Coles S.G. Tawn J.A. Modelling extremes of the areal rainfall process J. Roy. Statist. Soc. Ser. B 58 2 1996 329-347
    • (1996) J. Roy. Statist. Soc. Ser. B , vol.58 , Issue.2 , pp. 329-347
    • Coles, S.G.1    Tawn, J.A.2
  • 7
    • 0009596296 scopus 로고    scopus 로고
    • The method of moment ratio estimator for the tail shape distribution
    • Danielsson J. Jansen D.W. de Vries C.G. The method of moment ratio estimator for the tail shape distribution Comm. Statist.-Theory Methods 25 4 1996 711-720
    • (1996) Comm. Statist.-Theory Methods , vol.25 , Issue.4 , pp. 711-720
    • Danielsson, J.1    Jansen, D.W.2    de Vries, C.G.3
  • 8
  • 10
    • 0001591373 scopus 로고
    • On the estimation of the extreme-value index and large quantile estimation
    • Dekkers A.L.M. de Haan L. On the estimation of the extreme-value index and large quantile estimation Ann. Statist. 17 4 1989 1795-1832
    • (1989) Ann. Statist. , vol.17 , Issue.4 , pp. 1795-1832
    • Dekkers, A.L.M.1    de Haan, L.2
  • 11
    • 0001760675 scopus 로고
    • A moment estimator for the index of an extreme-value distribution
    • Dekkers A.L.M. Einmahl J.H.J. de Haan L. A moment estimator for the index of an extreme-value distribution Ann. Statist. 17 4 1989 1833-1855
    • (1989) Ann. Statist. , vol.17 , Issue.4 , pp. 1833-1855
    • Dekkers, A.L.M.1    Einmahl, J.H.J.2    de Haan, L.3
  • 18
    • 84958156266 scopus 로고
    • Limiting forms of the frequency distribution of the largest or smallest member of a sample
    • Fisher R.A. Tippet L.H.C. Limiting forms of the frequency distribution of the largest or smallest member of a sample Proc. Cambridge Philos. Soc. 24 2 1928 163-190
    • (1928) Proc. Cambridge Philos. Soc. , vol.24 , Issue.2 , pp. 163-190
    • Fisher, R.A.1    Tippet, L.H.C.2
  • 19
    • 0001263124 scopus 로고
    • A simple general approach to inference about the tail of a distribution
    • Hill B.M. A simple general approach to inference about the tail of a distribution Ann. Statist. 3 5 1975 1163-1174
    • (1975) Ann. Statist. , vol.3 , Issue.5 , pp. 1163-1174
    • Hill, B.M.1
  • 21
    • 85011501232 scopus 로고    scopus 로고
    • Estimating the tails of loss severity distributions using extreme value theory
    • McNeil A.J. Estimating the tails of loss severity distributions using extreme value theory ASTIN Bull. 27 1997 117-137
    • (1997) ASTIN Bull. , vol.27 , pp. 117-137
    • McNeil, A.J.1
  • 22
    • 20244371558 scopus 로고    scopus 로고
    • On extremes and crashes. A short-non-technical article
    • January 1998
    • McNeil, A.J., 1998. On extremes and crashes. A short-non-technical article. RISK, January 1998, p. 99.
    • (1998) RISK , pp. 99
    • McNeil, A.J.1
  • 23
    • 0009938879 scopus 로고    scopus 로고
    • Extreme Value Theory for Risk Managers
    • London: RISK Books
    • McNeil, A.J., 1999. Extreme Value Theory for Risk Managers. Internal Modelling and CAD II, London: RISK Books, pp. 93-113.
    • (1999) Internal Modelling and CAD II , pp. 93-113
    • McNeil, A.J.1
  • 24
    • 20244362679 scopus 로고    scopus 로고
    • Heavy-tailed modelling in insurance
    • Mikosch T. Heavy-tailed modelling in insurance Commun. Statist.-Stochast. Models 13 4 1997 799-815
    • (1997) Commun. Statist.-Stochast. Models , vol.13 , Issue.4 , pp. 799-815
    • Mikosch, T.1
  • 25
    • 0033293476 scopus 로고    scopus 로고
    • Measurement-based modelling of internet dial-up access connections
    • Naldi M. Measurement-based modelling of internet dial-up access connections Comput. Networks 31 22 1999 2381-2390
    • (1999) Comput. Networks , vol.31 , Issue.22 , pp. 2381-2390
    • Naldi, M.1
  • 26
    • 0001075431 scopus 로고
    • Statistical inference using extreme order statistics
    • Pickands J. Statistical inference using extreme order statistics Ann. Statist. 3 1 1975 119-131
    • (1975) Ann. Statist. , vol.3 , Issue.1 , pp. 119-131
    • Pickands, J.1
  • 27
    • 0031512270 scopus 로고    scopus 로고
    • Heavy tailed modelling and teletraffic data
    • Resnick S. Heavy tailed modelling and teletraffic data Ann. Statist. 25 5 1997 1805-1869
    • (1997) Ann. Statist. , vol.25 , Issue.5 , pp. 1805-1869
    • Resnick, S.1
  • 28
    • 21844502279 scopus 로고
    • Consistency of Hill's estimator for dependent data
    • Resnick S. Stǎricǎ C. Consistency of Hill's estimator for dependent data J. Appl. Probab. 32 1995 139-167
    • (1995) J. Appl. Probab. , vol.32 , pp. 139-167
    • Resnick, S.1    Stǎricǎ, C.2
  • 30
    • 0011466723 scopus 로고    scopus 로고
    • Smoothing the Moment estimator of the extreme value parameter
    • Resnick S. Stǎricǎ C. Smoothing the Moment estimator of the extreme value parameter Extremes 1 3 1999 263-293
    • (1999) Extremes , vol.1 , Issue.3 , pp. 263-293
    • Resnick, S.1    Stǎricǎ, C.2
  • 31
    • 0002433744 scopus 로고    scopus 로고
    • Extreme value statistics and wind storm losses: A case study
    • Rootzén, H., Tajvidi, N., 1997. Extreme value statistics and wind storm losses: A case study. Scand. Actuar. J. 70-94.
    • (1997) Scand. Actuar. J. , pp. 70-94
    • Rootzén, H.1    Tajvidi, N.2
  • 32
    • 0001334844 scopus 로고    scopus 로고
    • Comparison of estimation methods in extreme value theory
    • Rosen O. Weissman I. Comparison of estimation methods in extreme value theory Comm. Statist.-Theory Methods 25 4 1996 759-773
    • (1996) Comm. Statist.-Theory Methods , vol.25 , Issue.4 , pp. 759-773
    • Rosen, O.1    Weissman, I.2
  • 33
    • 84972496066 scopus 로고
    • Extreme value analysis of environmental time series: An application to trend detection in ground-level ozone
    • Smith R.L. Extreme value analysis of environmental time series: An application to trend detection in ground-level ozone Statist. Sci. 4 4 1989 367-393
    • (1989) Statist. Sci. , vol.4 , Issue.4 , pp. 367-393
    • Smith, R.L.1
  • 35
    • 0031078972 scopus 로고    scopus 로고
    • Self-similarity through high variability: Statistical analysis of Ethernet LAN traffic at the source level
    • Willinger W. Taqqu M. Sherman R. Wilson D. Self-similarity through high variability: Statistical analysis of Ethernet LAN traffic at the source level IEEE/ACM Trans. Networking 5 1997 71-96
    • (1997) IEEE/ACM Trans. Networking , vol.5 , pp. 71-96
    • Willinger, W.1    Taqqu, M.2    Sherman, R.3    Wilson, D.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.