摘要
基于对数函数和幂函数构造的统计量,本文提出一类半参尾指数估计量,并证明其相合性和渐近正态性.
Based on the statistics constructed by logarithmic function and power function,this paper proposes a class of semi parametric tail exponential estimators,and proves their consistency and asymptotic normality.
作者
余乐乐
彭作祥
YU Lele;PENG Zuoxiang(School of Mathematics and Statistics of Southwest University,ChongQing 400715,China)
出处
《西南师范大学学报（自然科学版）》
CAS
2023年第6期54-58,共5页
Journal of Southwest China Normal University(Natural Science Edition)
关键词
极值估计量
重尾
相合性
渐近正态性
extreme value estimator
heavy tail
consistency
asymptotic normality
