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Asymptotic Expansions For Distribution Function Of One Kind Of Extended Pickands-type Estimator

Posted on:2007-11-01Degree:MasterType:Thesis
Country:ChinaCandidate:Q ChenFull Text:PDF
GTID:2120360185458904Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Asymptotical expansions for distribution function of one kind of extended Pickands-type estimator.and the joint limiting distribution of location and height of the second maxima for nonstationary,weakly dependent normal sequences had been considered in this paper respectively.Firstly,the Pickands-type estimator had been proposed by Pickands in 1975.In 1997,Pengt proposed the extended Pickands-type estimatorwhere ki = ki(n),i = 1,2,3,4 satisfyX1,X2,......, Xn is an i.i.d. sequence of random variables with common distribution F(x),X1,n≤ X2,n≤......≤ Xn,n are the ascending order statistics ofX1, X2,……,Xn.Under some weak conditions, the asymptotic expansions for distribution function of one kind of extended Pickands-type estimator has been given under the conditions c >1/d.Secondly,under the conditionthe joint asymptotic distribution of the location and the height of the second maximum for a kind of nonstationary,weakly dependent Gaussian sequences {ηi} in (3.1) has been given.
Keywords/Search Tags:extended Pickands-type estimator, asymptotic normal expansions, nonstationarity, weakly dependence, location, height
PDF Full Text Request
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