设X={ Xn,n≥1 }是一列可交换的随机变量,并假设X中仅仅有部分随机变量能够被观测到。在随机缺失情形下,本文证明了完全样本极值次序统计量与非完全样本极值次序统计量的联合极限分布,并用所得结果研究了阿基米德Copula相依结构下完全...设X={ Xn,n≥1 }是一列可交换的随机变量,并假设X中仅仅有部分随机变量能够被观测到。在随机缺失情形下,本文证明了完全样本极值次序统计量与非完全样本极值次序统计量的联合极限分布,并用所得结果研究了阿基米德Copula相依结构下完全样本极值次序统计量与非完全样本极值次序统计量的渐近关系。Let X={ Xn,n≥1 }be a sequence of exchangeable variables and suppose that only parts of them can be observed. In this paper, we derived the joint asymptotic distributions of extreme order statistics of complete and incomplete samples under conditional independence. We also investigate the joint asymptotic relation between extreme order statistics of complete and incomplete samples under Archimedean copulas.展开更多
文摘设X={ Xn,n≥1 }是一列可交换的随机变量,并假设X中仅仅有部分随机变量能够被观测到。在随机缺失情形下,本文证明了完全样本极值次序统计量与非完全样本极值次序统计量的联合极限分布,并用所得结果研究了阿基米德Copula相依结构下完全样本极值次序统计量与非完全样本极值次序统计量的渐近关系。Let X={ Xn,n≥1 }be a sequence of exchangeable variables and suppose that only parts of them can be observed. In this paper, we derived the joint asymptotic distributions of extreme order statistics of complete and incomplete samples under conditional independence. We also investigate the joint asymptotic relation between extreme order statistics of complete and incomplete samples under Archimedean copulas.
