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

页码：1131 / 1143

页数：13

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