CONVERGENCE OF PICKANDS-TYPE ESTIMATORS  

作　　者：祁永成 程士宏 

机构地区：[1]Department of Probability & Statistics, Peking University, Beijing 100871 , PRC

出　　处：《Chinese Science Bulletin》1992年第17期1409-1413,共5页

基　　金：Project supported by the National Natural Science Foundation of China.

摘　　要：Ⅰ. INTRODUCTIONLet X₁, X₂, X₃, …be i. i. d. random variables each having distribution function F（x）, and X_n, 1≤…≤X_n,n the order statistics of X₁, …, X_n. Suppose that there exist constants α_>O and β_n∈R and some r∈R such

关 键 词：Pickands-type ESTIMATOR extreme value law of ITERATED LOGARITHM consistency. 

分 类 号：N[自然科学总论]