北京大学学报(自然科学版)

Pickands估计的强收敛速度

潘家柱   

  1. 北京大学概率统计系,北京,100871
  • 收稿日期:1994-09-02 出版日期:1995-05-20 发布日期:1995-05-20

Rate of Strong Convergence of Pickands'Estimator

PAN Jiazhu   

  1. Department of Probability and Statistics, Peking University, Beijing, 100871
  • Received:1994-09-02 Online:1995-05-20 Published:1995-05-20

摘要: 在本文中,我们建立了极值分布指数γ的Pickands估计γ^Pn的a.s.收敛速度。

关键词: Pickands估计, 极值分布, 收敛速度

Abstract: In this note, we establish results on the rate of a.s. convergence of Pickands' estimator for the index of an extreme-value distribution.

Key words: Pickands'estimator, extreme-value distribution, rate of convergence

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