Acta Scientiarum Naturalium Universitatis Pekinensis
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PAN Jiazhu
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潘家柱
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
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
CLC Number:
O1211.4
PAN Jiazhu. Rate of Strong Convergence of Pickands'Estimator[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
潘家柱. Pickands估计的强收敛速度[J]. 北京大学学报(自然科学版).
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URL: https://xbna.pku.edu.cn/EN/
https://xbna.pku.edu.cn/EN/Y1995/V31/I3/291