搜索结果: 1-2 共查到“理学 asymptotic normality”相关记录2条 . 查询时间(0.062 秒)
Asymptotic normality of Hill Estimator for truncated data
heavy tails truncation second order regular variation
2010/12/9
The problem of estimating the tail index from truncated data is addressed in Chakrabarty and Samorodnitsky (2009). In that paper, a sample based (and hence random) choice of k is uggested,and it is sh...
The M-estimate of parameters in the errors-in-variables (EV) model Y =x^τβ_0+∈, X =x+u ((∈,u^τ)^τ is a (p+1)-dimensional spherical error, Coy[(∈, u^τ)^τ] =σ^2I_{p+1})being considered. The M-estimate \...
