一类Hill型估计量分布的次渐近逼近

On Penultimate Approximation for Distribution of a Class of Hill-Type Estimator

在二阶正规变化条件下,定义了一个适当的中间分布序列,相较于正态分布,可以更好逼近一类统计量和由其导出的Hill型估计量的分布.

In this paper,an appropriate middle distribution sequence has been defined,which can better approximate the distribution of a class of moment statistics and the induced Hill-type estimator than the normal distribution under the second-order regular variation.