基于分组的重尾分布极值指数估计量(英文)  

Tail Index Estimator Based on Block Order Statistics

作　　者：李姣娜[1] 彭作祥[1] 

机构地区：[1]西南大学数学与统计学院,重庆400715

出　　处：《西南大学学报（自然科学版）》2008年第7期6-9,共4页Journal of Southwest University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(70371061);重庆市自然科学基金资助项目(CSTC,2005BB8098)

摘　　要：利用顺序统计量分组,本论文提出了一类新的重尾分布的极值指数估计量,并在适当的正规变换条件下讨论了该估计量的强弱相合性及渐近正态性.This paper proposes a new kind of index estimator of a heavy-tailed distribution when only a few largest values are observed within blocks. The asymptotic properties, such as the weak and strong consistency and the asymptotic normality of this kind of tail index estimator have also been considered under suitable regularly varying conditions.

关 键 词：重尾分布极值指数 相合性 渐近正态性 

分 类 号：O211.4[理学—概率论与数理统计]