|
| 摘要: |
| 对正极值指标γ的估计,Fraga A lves提出了一种位置不变的H ill型估计量;给出了一种位置不变的右删截H ill型估计量,再分别证明了这两种估计量的强相合性. |
| 关键词: Hill型估计量,位置不变,右删截,强相合性 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:重庆市教育委员会科学技术研究项目(编号:030705) |
|
| Strong convergence of the location invariant Hill-type estimators |
|
陶宝' target='_blank'>TAO Bao
|
| Abstract: |
| As the extreme value index is positive,Fraga Alves(2001) proposes a location invariant Hill-type estimator.Based on this,this paper obtains a location invariant Hill-type estimator under right censoring.The strong convergence of the estimators is proved. |
| Key words: Hill-type estimator,location invariant,right censoring,strong convergence |
