961
个编辑
更改
→Pickand's tail-index estimator Pickand的尾指数估算器
</math>
</math>
where <math>X_{(n-k(n)+1,n)}=\max \left(X_{n-k(n)+1},\ldots ,X_{n}\right)</math>. This estimator converges in probability to <math>\xi</math>.
where <math>X_{(n-k(n)+1,n)}=\max \left(X_{n-k(n)+1},\ldots ,X_{n}\right)</math>. This estimator converges in probability to <math>\xi</math>.
对于<math>(X_n , n \geq 1)</math>的独立且相同密度函数<math>F \in D(H(\xi))</math>的随机序列，广义极值密度<math> H </math>的最大吸引域，其中<math>\xi \in \mathbb{R}</math>。如果<math>\lim_{n\to\infty} k(n) = \infty </math>和<math>\lim_{n\to\infty} \frac{k(n)}{n}= 0</math>，则Pickands尾部指数估计为
=== Hill's tail-index estimator ===
=== Hill's tail-index estimator ===