基于分块的重尾指数估计量的推广  

A Kind of Generalized Tail Index Estimator Based on Block Order Statistics

作　　者：王嫣然 彭作祥[1] WANG Yan-ran;PENG Zuo-xiang(School of Mathematics and Statistics, Southwest University,Chongqing 400715,China)

机构地区：[1]西南大学数学与统计学院,重庆400715

出　　处：《西南师范大学学报（自然科学版）》2019年第1期25-28,共4页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：采用分块的方法提出了一种新的重尾估计量,并讨论了这种新的估计量在正则变化条件下的相合性和渐近正态性.In this paper, a new kind of heavy tail estimator has been proposed in block method. The consistency and asymptotic normality of the new estimator have been considered under some regular varying conditions.

关 键 词：重尾指数 分块方法 相合性 渐近正态性 

分 类 号：O212[理学—概率论与数理统计]