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

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：buctdai

【摘要】

：

Asymptotic expansion for distribution function of the moment estimator γnM for the extreme-value index is obtained under reasonable conditions of second order

【作者】

：

潘家柱程士宏

【机构】

：

SchoolofMathematicalSciences,PekingUniversity,Beijing100871,China,China

【出处】

：

中国科学：数学英文版

【发表日期】

：

2000年11期

【关键词】

：

extreme-value theory PARAMETER estimation ASYMPTOTIC expansion. extreme-value th

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

Asymptotic expansion for distribution function of the moment estimator γnM for the extreme-value index is obtained under reasonable conditions of second order regular variation.

其他文献

Classification of (D4,S1)-equivariant bifurcation problems up to topological codimension 2

The techniques from singularity theory are applied to the multiparameter bifurcation problem.The classification of (D4, S1)-equivariant bifurcation problems wit

期刊

EQUIVARIANTBIFURCATIONproblemrecognitionclassification.equivariant bifurc

On the number of limit cycles in double homoclinic bifurcations

Let L be a double homoclinic loop of a Hamiltonian system on the plane. We obtain a condition under which L generates at most two large limit cycles by perturba

期刊

HOMOCLINICORBITBIFURCATIONLIMITcycle.homoclinic orbit bifurcation limit cyc

Counting acyclic hypergraphs

Acyclic hypergraphs are analogues of forests in graphs. They arevery useful in the design of databases. The number of distinct acyclic uniform hypergraphs with

期刊

非循环的hypergraph非循环的hypergraphs的枚举acyclic hypergraph enumeration of acyclic h

Operator analogue of the Krein-Milman theorem in the generalized state spaces

We discuss the Krein-Milman-type problems in the C-convexity theory for the generalized state space SCn(A) of C-algebra A. The main results are that every B

期刊

C*凸状C*极端点概括州的空间Krein-Milman-type问题C*-convexity C*-extreme point general

New construction and ultraconvergence of derivative recovery operator for odd-degree rectangular ele

［1］Zienkiewicz, O. C., Zhu, J. Z., The superconvergence patch recovery and a posteriori estimates. Part 1: The recovery technique, Int. J. Numer. Methods Engrg.,

期刊

SPR衍生物恢复操作员设计类型插值ULTRACONVERGENCESPR derivative recovery operator projection

Classification of irreducible isoparametric submanifolds in CP~n

The classification theorem of the isoparametric submanifolds in OPn is obtained and geometry properties of them are discussed.

期刊

isoparametricSUBMANIFOLDisoparametricFOLIATIONpseudo-Hermitiansymmetricspa

A relation between Г-convergence of functionals and their associated gradient flows

Giorgi conjectured in 1979 that if a sequence of functionals converges in the sense of P-convergence to a limiting functional, then the corresponding gradient f

期刊

Γ-convergencePARABOLICEQUATIONSPARABOLICMINIMAASYMPTOTICbehaviour.Γ-conve

The structure of blocks

In this paper, we focus on the structure of p-blocks with defect group satisfying some specialcondition. These special conditions include: two elements of the d

期刊

blockb-BrauerpairDEFECTgroupconjugation.block b-Brauer pair defect grou

The structure and magnetic properties of Fe-N thin films

200 nm Fe-N thin films deposited on glass substrates by RF sputtering were vacuum annealed at 250-350℃ under 12000 A/m magnetic field. Heat treatment was effec

期刊

Fe-NfilmMAGNETRONsputteringMAGNETICproperties.Fe- N film magnetron sputt

The theoretical studies of piezoresistive effect in diamond films

Based on the Fuchs and Sondheimer thin film theory (F-S film theory) and a revised valence band split-off model, considering a mixed scattering by lattice vibra

期刊

钻石电影HETEROEPITAXIALPR效果原子价乐队分裂模型diamond films heteroepitaxial PR effect val

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

其他学术论文