摘要
基于样本分块的估计方法,文章提出了一类新的重尾指数估计,并在适当的正则变换条件下讨论了该估计的强弱相合性.
We proposes a new kind largest values are observed within blocks. strong consistency under suitable regularly of estimator the Heavy-tailed index when only a few This kind of estimator is proved to be the weak and varying conditions.
出处
《太原师范学院学报（自然科学版）》
2013年第2期7-8,共2页
Journal of Taiyuan Normal University:Natural Science Edition
关键词
重尾指数
正则变换
极值理论
相合性
heavy-tailed index
regular variable condition
extreme value theory
consisten-cy
