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固定平滑参数的Pickands估计量的大分位数之估计

Fixed Smoothing Parameter of Pickands-Type Estimator's Large Quantile Estimation
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摘要 {Xi}i=1^∞是具有公共分布函数F(x)的i.i.d序列,F(x)属于吸引场D(Gγ)(γ∈R)之一.在一定条件下,给出了固定平滑参数的F(x)的大分位数估计量的渐进分布,进而可得其渐进置信区间. Let {Xi}(i=1)^∞be i.i.d random sequence with common distribution F(x) which belongs to one of the domains of attraction of D(Gγ)(γ∈R).The large quantile of F(x) is estimated under some conditions as the smoothing parameter is fixed,and the asymptotic distribution is obtained.And lead to asymptotic confidence interval.
作者 刘珂 任翔
出处 《数学学报(中文版)》 SCIE CSCD 北大核心 2012年第1期161-168,共8页 Acta Mathematica Sinica:Chinese Series
关键词 固定平滑参数 大分位数 正规变化函数 fixed smoothing parameter large quantile ragularly varying function
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参考文献7

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