推广的Pickands型估计量渐近正态的充要条件（英文）

The Necessary and Sufficient Conditions on Asymptotic Normality for Extended Pickands' Estimator

估计量的研究是数理统计的一个重要方向,设计好的估计量一直是相关研究工作者的一项重要工作。渐近正态性作为评价估计量好坏的基本标准之一,是众多经典估计量所具有的性质。针对一类Pickands估计量,利用极值理论和顺序统计量极限性质,在较弱条件下获得了Pickands估计量渐近正态分布的充要条件,为该估计量的工程应用提供指导。

The study on estimator is an important domain in statistics, and the evaluation of a estimator isbased on its properties. The asymptotic normality, as a basic standard to evaluate a estimator, is satisfied by mostclassical estimators. In this paper, by using the extreme value theory and asymptotic property of order statistics,the necessary and sufficient conditions of asymptotic normality for a kind of Pickands estimator is derived undersome mild conditions, which can provide guidance for the application of the estimator.