ADAPTIVE ESTIMATES OF PARAMETERS OF REGULAR VARIATION

被引:191
作者
HALL, P [1 ]
WELSH, AH [1 ]
机构
[1] AUSTRALIAN NATL UNIV,FAC ECON,DEPT CIVIL ENGN,CANBERRA,ACT 2601,AUSTRALIA
关键词
D O I
10.1214/aos/1176346596
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:331 / 341
页数:11
相关论文
共 10 条
[1]   TESTING FOR DEPARTURE FROM THE EXPONENTIAL DISTRIBUTION [J].
BARTHOLOMEW, DJ .
BIOMETRIKA, 1957, 44 (1-2) :253-257
[2]  
DAVID HA, 1981, ORDER STATISTICS
[3]  
DEHAAN L, 1980, J ROY STAT SOC B MET, V42, P83
[4]   BEST ATTAINABLE RATES OF CONVERGENCE FOR ESTIMATES OF PARAMETERS OF REGULAR VARIATION [J].
HALL, P ;
WELSH, AH .
ANNALS OF STATISTICS, 1984, 12 (03) :1079-1084
[5]  
HALL P, 1982, J ROY STAT SOC B MET, V44, P37
[7]   SIMPLE GENERAL APPROACH TO INFERENCE ABOUT TAIL OF A DISTRIBUTION [J].
HILL, BM .
ANNALS OF STATISTICS, 1975, 3 (05) :1163-1174
[8]   ASYMPTOTIC NORMALITY OF CERTAIN TEST STATISTICS OF EXPONENTIALITY [J].
PROSCHAN, F ;
PYKE, R .
BIOMETRIKA, 1964, 51 (1-2) :253-&
[9]   LIMIT-THEOREMS ON ORDER-STATISTICS [J].
TEUGELS, JL .
ANNALS OF PROBABILITY, 1981, 9 (05) :868-880
[10]  
WELSH AH, 1985, UNPUB AUSTR J STATIS