In this paper, a new kind of moment-type extreme value index estimator was proposed, and its weak and strong consistency, asymptotic normality were obtained.

 
  • 本文在矩型估计量的基础上提出了一类新的矩型估计量;讨论了其强弱相合性;并在一定条件下证明了它的渐近正态性.
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