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一类新的矩型估计量(英文) 被引量:4

A New Kind of Moment-Type Estimator
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摘要 本文在矩型估计量的基础上提出了一类新的矩型估计量,讨论了其强弱相合性,并在一定条件下证明了它的渐近正态性. In this paper,a new kind of moment-type extreme value index estimator was proposed, and its weak and strong consistency, asymptotic normality were obtained.
出处 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第5期61-65,共5页 Journal of Southwest University(Natural Science Edition)
基金 国家自然科学基金资助项目(70371061) 重庆市自然科学基金资助项目(CSTC,2005BB8098)
关键词 矩型估计量 强弱相合性 渐近正态性 Moment-type extreme value index estimator strong and weak consistency asymptotic normality
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参考文献6

  • 1[1]Hill B M.A Simple General Approach to Inference About the Tail of a Distribution[J].Ann Statist,1975,3:1163 -1174.1998.
  • 2[2]Peng Zuoxiang.Convergence for a Kind of Hill Estimator[J].Journal of Southwest Normal University,1998,23:133-137.
  • 3[3]Dekkers A L M,Einmahl J HJ,De Haan L.A Moment Estimator for the Index of an Extreme Value Distribution[J].Ann Statist,1989,17:1833-1855.
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同被引文献22

  • 1刘传递,何江平,彭作祥.一类正极值指标的截尾估计量[J].西南师范大学学报(自然科学版),2005,30(6):971-975. 被引量:3
  • 2邹佶叡,凌成秀.渐近无偏矩估计量(英文)[J].西南师范大学学报(自然科学版),2006,31(3):19-23. 被引量:4
  • 3[1]Dekkers A L M,Einmahl J H J,de Haan L.A Moment Estimator for the Index of an Extreme Value Distribution[J].Ann Statist,1989,17:1833-1855.
  • 4[2]Hill B M.A Simple General Approach to Inference About the Tail of a Distribution[J].Ann Statist,1975,3:1163.
  • 5[3]Fraoa Alves M I.A Location Invariant Hill-Type Estimator[J].Extremes,2001,4(3):199 -217.
  • 6[5]Resnick S I.Extreme Values,Regular Variation and Point Processes[M].New York:Springer-Verlag,1987.
  • 7[1]Pickands J.Statistics Inference Using Extreme Order Statistics[J].Ann Statist,1975,3:119-131.
  • 8[2]Dekkers A L M,Einmahl J H J,de Haan L.A Moment Estimator for the Index of an Extreme-Value Distribution[J].Ann Statist,1989,4:1833-1855.
  • 9[5]Hill B M.A Simple General Approach to Inference about the Tail of a Distribution[J].Ann Statist,1975,3(5):1163-1174.
  • 10Peng Zuoxiang.Converagence for a Kind of Hill Estimator[J].西南师范大学学报(自然科学版),1998,(23):133-137.

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