摘要
当极值指标大于0时,提出了一种位置不变的右截断Hill型估计量,证明了该估计量的弱相合性,给出了其渐近展式,并对k的最优选择进行了讨论.
In this paper, the author proposes a location invariant Hill-type estimator under right censoring as the extreme value index is positive. The weak convergence of the estimator is proved. Its asymptotical representation is derived and the optimal choice of k is found.
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2009年第3期14-17,共4页
Journal of Southwest University(Natural Science Edition)
基金
重庆市教委科学技术研究资助项目(030705)
关键词
右截断
弱相合性
渐近展式
k的最优选择
right censoring
weak convergence
asymptotic representation
optimal choice of k
