工程数学学报
工程數學學報
공정수학학보
CHINESE JOURNAL OF ENGINEERING MATHEMATICS
2014年
3期
424-434
,共11页
极值指数%Pickands型估计量%大分位数%上端点
極值指數%Pickands型估計量%大分位數%上耑點
겁치지수%Pickands형고계량%대분위수%상단점
extreme value index%Pickands’ estimator%large quantile%upper endpoint
极值指数的估计是极值理论里一个基本问题。本文基于一类极值指数的Pickands型估计量，给出了分布的大分位数与上端点的估计，还讨论了这些估计量的渐近性质。
極值指數的估計是極值理論裏一箇基本問題。本文基于一類極值指數的Pickands型估計量，給齣瞭分佈的大分位數與上耑點的估計，還討論瞭這些估計量的漸近性質。
겁치지수적고계시겁치이론리일개기본문제。본문기우일류겁치지수적Pickands형고계량，급출료분포적대분위수여상단점적고계，환토론료저사고계량적점근성질。
The estimation of extreme value index is a primary problem in extreme value theory. In this paper, based on a Pickands-type estimator for the extreme value index, estimators for a large quantile and the upper endpoint of a probability distribution are established. Furthermore, the asymptotic properties of these estimators are discussed.
