一类半参尾指数估计量的渐近性质  

Asymptotic Properties of a Class of Semi-parametric Tail Exponential Estimators

作　　者：余乐乐 彭作祥[1] YU Lele;PENG Zuoxiang(School of Mathematics and Statistics of 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6期54-58,共5页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：基于对数函数和幂函数构造的统计量,本文提出一类半参尾指数估计量,并证明其相合性和渐近正态性.Based on the statistics constructed by logarithmic function and power function,this paper proposes a class of semi parametric tail exponential estimators,and proves their consistency and asymptotic normality.

关 键 词：极值估计量 重尾 相合性 渐近正态性 

分 类 号：O211.4[理学—概率论与数理统计]