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Censoring Estimators Of A Positive Tail Index And The Viscosity Solution Of Degenerate Elliptic Equation

Posted on:2007-08-31Degree:MasterType:Thesis
Country:ChinaCandidate:C D LiuFull Text:PDF
GTID:2120360185459194Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In the first part of this paper, a kind of location invariant Hill-type estimators:denoted was proposed, whereandMain results are briefly as follows:Theorem 1 Let k(n) and k0(k) be intermediate sequence,such that k =k(n) →∞, k0 = k0(k)→∞, k/n→∞,as n→∞ and U(t) ∈ RVγ , thenTheorem 2 Suppose that there exists A(t) →0, with constant sign near infinity and different from zero, such thatwhere Zn is asmptotically standard normal,andIn the second part, the probpabilistic solution of Dirichlet problem for the linear degenerate elliptic equation was studied. The unique viscosity of the degenerate elliptic equation was derived.
Keywords/Search Tags:tail index, location invariant, Hill-type estimators, weak consistency, asymptotic normality, regular varying function, Stochastic differential equation, viscosity solution, Ito's formular
PDF Full Text Request
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