Asymptotic expansion for distribution function of moment estimator for the extreme-value index

被引：2
|
作者：
Pan, JZ [1 ]
Cheng, SH [1 ]
机构：
[1] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China
来源：
SCIENCE IN CHINA SERIES A-MATHEMATICS | 2000年 / 43卷 / 11期
关键词：
extreme value theory; parameter estimation; asymptotic expansion;
D O I：
10.1007/BF02872191
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Asymptotic expansion for distribution function of the moment estimator <(<gamma>)over cap>(M)(n) for the extreme-value index is obtained under reasonable conditions of second order regular variation.
引用
收藏
页码：1131 / 1143
页数：13
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