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大分位数与上端点的估计(英文)

Estimators for a Large Quantile and the Upper Endpoint
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摘要 极值指数的估计是极值理论里一个基本问题.本文基于一类极值指数的Pickands型估计量,给出了分布的大分位数与上端点的估计,还讨论了这些估计量的渐近性质. The estimation of extreme value index is a primary problem in extreme value theory.In this paper,based on a Pickands-type estimator for the extreme value index,estimators for a large quantile and the upper endpoint of a probability distribution are established.Furthermore,the asymptotic properties of these estimators are discussed.
作者 何腊梅
机构地区 四川大学数学学院
出处 《工程数学学报》 CSCD 北大核心 2014年第3期424-434,共11页 Chinese Journal of Engineering Mathematics
基金 The National Natural Science Foundation of China(60874107 10771148) the Opening Fund of Geomathematics Key Laboratory of Sichuan Province(scsxdz2011006)
关键词 极值指数 Pickands型估计量 大分位数 上端点 extreme value index Pickands＇ estimator large quantile upper endpoint
分类号 O211.4 [理学—概率论与数理统计]
  • 相关文献

参考文献17

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二级参考文献13

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共引文献6

工程数学学报
2014年 第3期

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