大分位数与上端点的估计(英文)  

Estimators for a Large Quantile and the Upper Endpoint

作　　者：何腊梅[1] 

机构地区：[1]四川大学数学学院,成都610064

出　　处：《工程数学学报》2014年第3期424-434,共11页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundation of China(60874107;10771148);the Opening Fund of Geomathematics Key Laboratory of Sichuan Province(scsxdz2011006)

摘　　要：极值指数的估计是极值理论里一个基本问题.本文基于一类极值指数的Pickands型估计量,给出了分布的大分位数与上端点的估计,还讨论了这些估计量的渐近性质.The estimation of extreme value index is a primary problem in extreme value theory.In this paper,based on a Pickands-type estimator for the extreme value index,estimators for a large quantile and the upper endpoint of a probability distribution are established.Furthermore,the asymptotic properties of these estimators are discussed.

关 键 词：极值指数 Pickands型估计量 大分位数 上端点 

分 类 号：O211.4[理学—概率论与数理统计]