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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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正规变化重尾分布尾部指数的crovella估计的强相合性
, PP. 26-30
Keywords: 正规变化,重尾分布,尾部指数,crovella估计,强相合性
Abstract:
正规变化重尾分布的尾部指数的估计方法有很多种,但都不同程度地存在一定的局限性.为此,crov-ella提出了一种从标度特征方面来估计尾部指数的方法,该方法易于应用,估计结果也比较准确.本文在阐述了该估计方法的具体步骤后,给出了相应的估计量,并证明了该估计量具有强相合性.
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