刻画小参数泛函Hill过程弱律的上鞅论证
A supermartingale argument for characterizing the Functional Hill process weak law for small parameters
摘要：
本文研究标准随机变量泛函的渐近律。当潜在的分布函数在威布尔吸引域时，这些统计类与极值指数的估计密切相关。我们使用基于鞅理论的技术来描述上述统计量的非高斯渐近分布。我们提供的模拟研究的结果，以及统计测试，可能会感兴趣的建议的结果。
英文摘要：
The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain of attraction. We use techniques based on martingales theory to describe the non Gaussian asymptotic distribution of the aforementioned statistics. We provide results of a simulation study as well as statistical tests that may be of interest with the proposed results.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
