极值指数的分布式矩率估计量  

Distributed Moment Ratio Estimator for Extreme Value Index

作　　者：罗心艺 彭作祥[1] LUO Xinyi;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7期67-72,共6页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：基于分治算法和矩率估计量构造了分布式矩率估计量并证明其相合性和渐近正态性.Based on a divide-and-conquer algorithm and the moment ratio estimator,we proposed a distributed moment ratio estimator and prove its consistency and asymptotic normality.

关 键 词：分治算法 分布式矩率估计量 渐近正态性 

分 类 号：O211.3[理学—概率论与数理统计]