59242

Автор(ы): 

Родионов И. В. (ИПУ РАН, Лаборатория 38) НЕАКТУАЛЬНАЯ ЗАПИСЬ

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

On parametric estimation of distribution tails

DOI: 

10.1007/978-3-030-57306-5_40

Наименование конференции: 

  • 4th Conference of the International Society for Nonparametric Statistics (ISNPS 2018, Salerno)

Наименование источника: 

  • Proceedings of the 4th Conference of the International Society for Nonparametric Statistics (ISNPS 2018, Salerno)

Город: 

  • Cham, Switzerland

Издательство: 

  • Springer

Год издания: 

2020

Страницы: 

445-455
Аннотация
The aim of this work is to propose a method for estimating the parameter of the continuous distribution tail based on the largest order statistics of a sample. We prove the consistency and asymptotic normality of the proposed estimator. Note especially that we do not assume the fulfillment of the conditions of the extreme value theorem.

Библиографическая ссылка: 

Родионов И.В. On parametric estimation of distribution tails / Proceedings of the 4th Conference of the International Society for Nonparametric Statistics (ISNPS 2018, Salerno). Cham, Switzerland: Springer, 2020. С. 445-455.