BEST ATTAINABLE RATES OF CONVERGENCE FOR ESTIMATES OF PARAMETERS OF REGULAR VARIATION

被引:57
作者
HALL, P
WELSH, AH
机构
关键词
D O I
10.1214/aos/1176346723
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:1079 / 1084
页数:6
相关论文
共 6 条
[1]  
DEHAAN L, 1980, J ROY STAT SOC B MET, V42, P83
[2]   BEST OBTAINABLE ASYMPTOTIC RATES OF CONVERGENCE IN ESTIMATION OF A DENSITY-FUNCTION AT A POINT [J].
FARRELL, RH .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (01) :170-&
[3]  
HALL P, 1982, J ROY STAT SOC B MET, V44, P37
[4]   SIMPLE GENERAL APPROACH TO INFERENCE ABOUT TAIL OF A DISTRIBUTION [J].
HILL, BM .
ANNALS OF STATISTICS, 1975, 3 (05) :1163-1174
[5]   LIMIT-THEOREMS ON ORDER-STATISTICS [J].
TEUGELS, JL .
ANNALS OF PROBABILITY, 1981, 9 (05) :868-880
[6]  
WELSH AH, 1983, UNPUB USE EMPIRICAL