用模型平均法估计尾部指数
Estimating the Tail Index by using Model Averaging
摘要：
模型平均的想法是用来找到权重的峰值超过阈值的问题，使用一个可能的范围内的阈值。选择最大观测值的范围并将其视为可能的阈值，每次执行估计。计算基于每个阈值的信息标准的权重。可以计算阈值和形状参数的加权估计。
英文摘要：
The ideas of model averaging are used to find weights in peak-over-threshold problems using a possible range of thresholds. A range of the largest observations are chosen and considered as possible thresholds, each time performing estimation. Weights based on an information criterion for each threshold are calculated. A weighted estimate of the threshold and shape parameter can be calculated.
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。
