广义分位数的渐近性质  

The Asymptotic Properties of Generalized Quantiles

作　　者：杨茜 彭作祥[1] YANG Xi;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）》2023年第5期37-41,共5页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：Bellini等人提出了广义分位数并研究了其基本性质,特别针对重尾分布分析了期望分位数与一般分位数的渐近关系.本文在假设广义分位数为正规变化函数的基础上,研究广义分位数与一般分位数的渐近关系.Bellini et al.(2014)proposed the generalized quantile and studied its basic properties.In particular,for heavy-tailed distributions,the paper also analyzed the asymptotic relationship between expectiles and quantiles.Based on the assumption that the generalized quantile is a regularly varying function,this paper studies its asymptotic relationship with quantiles.

关 键 词：广义分位数 重尾分布 正规变化函数 一般分位数 渐近关系 

分 类 号：O211.4[理学—概率论与数理统计]