ALMOST SURE CONVERGENCE OF THE HILL ESTIMATOR

被引：71

作者：

DEHEUVELS, P

HAEUSLER, E

MASON, DM

机构：

[1] UNIV DELAWARE,NEWARK,DE 19711

[2] UNIV MUNICH,D-8000 MUNICH 2,FED REP GER

来源：

MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY | 1988年 / 104卷

关键词：

D O I：

10.1017/S0305004100065531

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：371 / 381

页数：11

共 21 条

[1]

BEIRLANT J, 1986, TEORIA VEROJATNOST, V26, P530

[2] A MEASURE OF ASYMPTOTIC EFFICIENCY FOR TESTS OF A HYPOTHESIS BASED ON THE SUM OF OBSERVATIONS [J].

CHERNOFF, H .

ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04) :493-507

[3] LAW OF ITERATED LOGARITHM FOR NORMALIZED EMPIRICAL DISTRIBUTION FUNCTION [J].

CSAKI, E .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 38 (02) :147-167

[4] CENTRAL LIMIT-THEOREMS FOR SUMS OF EXTREME VALUES [J].

CSORGO, S ;

MASON, DM .

MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1985, 98 (NOV) :547-558

[5] KERNEL ESTIMATES OF THE TAIL INDEX OF A DISTRIBUTION [J].

CSORGO, S ;

DEHEUVELS, P ;

MASON, D .

ANNALS OF STATISTICS, 1985, 13 (03) :1050-1077

[6]

DAVID HA, 1980, ORDER STATISTICS

[7] A SEMIGROUP APPROACH TO POISSON APPROXIMATION [J].

DEHEUVELS, P ;

PFEIFER, D .

ANNALS OF PROBABILITY, 1986, 14 (02) :663-676

[8] STRONG LAWS FOR THE K-TH ORDER STATISTIC WHEN K-LESS-THAN-OR-EQUAL-TO-C LOG2N [J].

DEHEUVELS, P .

PROBABILITY THEORY AND RELATED FIELDS, 1986, 72 (01) :133-154

[9]

DEHEUVELS P, 1988, IN PRESS B SCI MATH, V112

[10]

DEHEUVELS P, 1986, ALMOST SURE BEHAVIOR

← 1 2 3 →