A New Class Of Estimator And Convergence Property Of The Endpoint Estimators

In the first part of this paper,a new class of estimator for the extreme value index is proposed,denoted by γ_n,m^H:The Consistency and asymptotic distribution of this kind extreme value index estimator are proved. we analyze new estimator and meoment estimator by simulation.In the second part of this paper, I propose a new kind of endpoint estimator as the extreme value index is negative:The weak and strong consistency ofis proved,and the strong convergence rate is derived.Asymptotic property ofis proved.