搜索结果: 1-1 共查到“统计学其他学科 heavy-tailed distributions”相关记录1条 . 查询时间(0.078 秒)
A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
Asymptotic normality Location invariant Hilltype heavy tailed index estimator Second order regular variation
2009/9/16
Based on the methods provided in Caeiro and Gomes (2002) and Fraga Alves (2001), a new class of location invariant Hill-type estimators is derived in this paper. Its asymptotic distributional represen...