节点文献
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
【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.
【Abstract】 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;
【Key words】 extreme value estimator; heavy tail; consistency; asymptotic normality;
【Key words】 extreme value estimator; heavy tail; consistency; asymptotic normality;
- 【文献出处】 西南师范大学学报(自然科学版) ,Journal of Southwest China Normal University(Natural Science Edition) , 编辑部邮箱 ,2023年06期
- 【分类号】O212.1
- 【下载频次】5