| 一类位置不变的Pickands型估计量 |
| |
| 引用本文： | 陶宝.一类位置不变的Pickands型估计量[J].应用概率统计,2009,25(5):449-460. |
| |
| 作者姓名： | 陶宝 |
| |
| 作者单位： | 重庆工商大学数学与统计学院,重庆,400067 |
| |
| 基金项目： | 国家自然科学基金，重庆市教委科学技术研究项目 |
| |
| 摘 要： | 当极值指标大于0时, 本文提出了一种位置不变的Pickands型估计量,证明了该估计量的强弱相合性, 给出了其渐近展式和强收敛速度,并对$k_2$的最优选择进行了讨论,最后利用自适应性方法对该估计量和其它Pickands型估计量进行随机模拟分析,比较该估计量的优越性.
|
| 关 键 词： | 弱相合性 强相合性 渐近展式 强收敛速度 最优选择. |
A Location Invariant Pickands-Type Estimator |
| |
| TAO BAO.A Location Invariant Pickands-Type Estimator[J].Chinese Journal of Applied Probability and Statisties,2009,25(5):449-460. |
| |
| Authors: | TAO BAO |
| |
| Institution: | College of Mathematics and Statistics,Chongqing Technology and Business University, |
| |
| Abstract: | In this paper, the author proposesa location invariant Pickands-type estimator as the extreme index ispositive. Its weak and strong convergence are proved. Asymptoticalrepresentation and strong convergence rate are derived, and theoptimal choice of $k_2$ is found. At last simulation and comparisonof this new kind of Pickands-type estimator with other knownPickands-type estimators are considered by using the adaptivealgorithm. |
| |
| Keywords: | Weak convergence strong convergence asymptotically representation strong convergence rate optimal choice |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
|
