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Avtomatika i Telemekhanika, 2002, Issue 8, Pages 63–79 (Mi at2129)  
Stochastic Systems

High Quantiles of Heavy-Tailed Distributions: Their Estimation

N. M. Markovich

Institute of Control Sciences, Russian Academy of Sciences, Moscow
Full-text PDF (304 kB)
Presented by the member of Editorial Board: B. T. Polyak

Received: 09.01.2002
English version:
Automation and Remote Control, 2002, Volume 63, Issue 8, Pages 1263–1278
DOI: https://doi.org/10.1023/A:1019827309501
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. M. Markovich, “High Quantiles of Heavy-Tailed Distributions: Their Estimation”, Avtomat. i Telemekh., 2002, no. 8, 63–79; Autom. Remote Control, 63:8 (2002), 1263–1278
Citation in format AMSBIB
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