一类Hill型估计量分布的次渐近逼近  

On Penultimate Approximation for Distribution of a Class of Hill-Type Estimator

作　　者：陈艾谷 彭作祥[1] CHEN Aigu;PENG Zuoxiang(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）》2022年第7期65-69,共5页Journal of Southwest China Normal University(Natural Science Edition)

基　　金：国家自然科学基金项目(11701469).

摘　　要：在二阶正规变化条件下,定义了一个适当的中间分布序列,相较于正态分布,可以更好逼近一类统计量和由其导出的Hill型估计量的分布.In this paper,an appropriate middle distribution sequence has been defined,which can better approximate the distribution of a class of moment statistics and the induced Hill-type estimator than the normal distribution under the second-order regular variation.

关 键 词：次渐近逼近 二阶正规变化条件 Hill型估计量 重尾指数 

分 类 号：O211.4[理学—概率论与数理统计]