Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

High Quantiles of Heavy-Tailed Distributions: Their Estimation

Automation and Remote Control

The estimation of heavy-tailed probability density functions, their mixtures and quantiles

Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Advances in modeling and engineering of Longe-Range dependent traffic

An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators

Computational Statistics & Data Analysis

High quantile estimation for heavy-tailed distributions

Performance Evaluation - Performance 2005

Bootstrap approximation of tail dependence function

Journal of Multivariate Analysis

Classification of slice-based VBR video traffic and estimation of link loss by exceedance

Computer Networks: The International Journal of Computer and Telecommunications Networking

On nonparametric local inference for density estimation

Computational Statistics & Data Analysis

A computational strategy for doubly smoothed MLE exemplified in the normal mixture model

Computational Statistics & Data Analysis

Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data

Computational Economics

No effect tests in regression on functional variable and some applications to spectrometric studies

Computational Statistics