Zoi Tsourti

Athens University of Economics and Business

76 Patission Street

Athens, 104 34

Greece

SCHOLARLY PAPERS

4

DOWNLOADS

424

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review

STOCHASTIC MUSINGS: PERSPECTIVES FROM THE PIONEERS OF THE LATE 20TH CENTURY, J. Panaretos, ed., Laurence Erlbaum, Publisher, USA, pp. 141-160, 2003
Number of pages: 19 Posted: 26 Nov 2006
Zoi Tsourti and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 183 (306,614)

Abstract:

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Extreme value index, Semi-parametric estimation, Smoothing modification

2.

Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison

Athens University of Economics and Business, Statistics Technical Report No. 149
Number of pages: 25 Posted: 28 Nov 2006
Zoi Tsourti and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 108 (467,432)
Citation 4

Abstract:

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Extreme value index, Semi-parametric estimation, Smoothing modification

3.

Extreme Value Analysis of Teletraffic Data

Computational Statistics and Data Analysis (Special Issue on Computer Security and Statistics), Vol. 45, pp. 85-103, 2004
Number of pages: 19 Posted: 26 Nov 2006
Zoi Tsourti and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 92 (520,758)

Abstract:

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Teletraffic engineering, Long tails, Extreme-value index, Smoothing procedures

4.

A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications

5th Hellenic European Conference on Computer Mathematics and its Applications, Athens, Greece, Vol. 2, pp. 847-852, 2001
Number of pages: 6 Posted: 28 Nov 2006
Zoi Tsourti and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 41 (780,735)

Abstract:

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Extreme value index, Semi-parametric estimation, Smoothing modification