摘要
采用分块的方法提出了一种新的重尾估计量,并讨论了这种新的估计量在正则变化条件下的相合性和渐近正态性.
In this paper, a new kind of heavy tail estimator has been proposed in block method. The consistency and asymptotic normality of the new estimator have been considered under some regular varying conditions.
作者
王嫣然
彭作祥
WANG Yan-ran;PENG Zuo-xiang(School of Mathematics and Statistics, Southwest University,Chongqing 400715,China)
出处
《西南师范大学学报（自然科学版）》
CAS
北大核心
2019年第1期25-28,共4页
Journal of Southwest China Normal University(Natural Science Edition)
关键词
重尾指数
分块方法
相合性
渐近正态性
heavy tail index
block method
consistency
asymptotic normality
