| 基于位置不变极值指数估计量的一类大分位数和尾端点估计 |
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| 引用本文： | 蒋琴,彭作祥.基于位置不变极值指数估计量的一类大分位数和尾端点估计[J].西南农业大学学报,2011,33(5). |
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| 作者姓名： | 蒋琴 彭作祥 |
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| 作者单位： | 西南大学数学与统计学院; |
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| 基金项目： | 重庆市高校人才基金资助项目(120060-200600204) |
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| 摘 要： | 在位置不变矩型估计量的基础上,研究了一类大分位数和尾端点估计量的渐近性质.
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| 关 键 词： | 大分位数 尾端点 极值指数 位置不变极值指数估计 二阶正规变换 |
Large Quantile and Endpoint Estimation Based on Location-Invariant Extreme-Value Index Estimator |
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| JIANG Qin,PENG Zuo-xiang School of Mathematics , Statistics,Southwest University,Chongqing ,Chin.Large Quantile and Endpoint Estimation Based on Location-Invariant Extreme-Value Index Estimator[J].Journal of Southwest Agricultural University,2011,33(5). |
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| Authors: | JIANG Qin PENG Zuo-xiang School of Mathematics Statistics Southwest University Chongqing Chin |
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| Institution: | JIANG Qin,PENG Zuo-xiang School of Mathematics and Statistics,Southwest University,Chongqing 400715,Chin |
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| Abstract: | In this paper,we study the asymptotic distributions of the large quantile and endpoint estimators based on the location-invariant Moment-type estimator. |
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| Keywords: | large quantile endpoint extreme value index location-invariant index estimation second order regular variation |
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