摘要
基于Davydov等提出的分块思想,构造一类新的Pickands型估计量,并证明其相合性和渐近正态性.
Based on the block method proposed by Davydov et al., we propose in this paper a new Pickands-type estimator. The asymptotic properties of the new estimator, such as its consistency and asymptotic normality, are derived under some regular conditions.
作者
胡爽
彭作祥
HU Shuang;PENG Zuo-xiang(School of Mathematics and Statistics, Southwest University, Chongqing 400715, China)
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2019年第5期53-58,共6页
Journal of Southwest University(Natural Science Edition)
基金
国家自然科学基金项目(11701469)
重庆市自然科学基金项目(cstc2016jcyjA0510)
重庆市研究生科研创新项目(CYS18136)
