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.
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