http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES
Peng, Zuoxiang,Nadarajah, Saralees Korean Mathematical Society 2012 대한수학회보 Vol.49 No.3
Let $X_1$, $X_2$,${\ldots}$, $X_n$ be a sequence of independent and identically distributed random variables with common distribution function $F$. Convergence rates for the moments of extremes are studied by virtue of second order regularly conditions. A unified treatment is also considered under second order von Mises conditions. Some examples are given to illustrate the results.
CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES
Zuoxiang Peng,Saralees Nadarajah 대한수학회 2012 대한수학회보 Vol.49 No.3
Let X1, X2,${\ldots}$, $X_n$ be a sequence of independent and identically distributed random variables with common distribution function $F$. Convergence rates for the moments of extremes are studied by virtue of second order regularly conditions. A unified treatment is also considered under second order von Mises conditions. Some examples are given to illustrate the results.
CONVERGENCE RATE OF EXTREMES FOR THE GENERALIZED SHORT-TAILED SYMMETRIC DISTRIBUTION
Lin, Fuming,Peng, Zuoxiang,Yu, Kaizhi Korean Mathematical Society 2016 대한수학회보 Vol.53 No.5
Denote $M_n$ the maximum of n independent and identically distributed variables from the generalized short-tailed symmetric distribution. This paper shows the pointwise convergence rate of the distribution of $M_n$ to exp($\exp(-e^{-x})$) and the supremum-metric-based convergence rate as well.
Convergence rate of extremes for the generalized short-tailed symmetric distribution
Fuming Lin,Zuoxiang Peng,Kaizhi Yu 대한수학회 2016 대한수학회보 Vol.53 No.5
Denote $M_{n}$ the maximum of $n$ independent and identically distributed variables from the generalized short-tailed symmetric distribution. This paper shows the pointwise convergence rate of the distribution of $M_{n}$ to $\exp(-e^{-x})$ and the supremum-metric-based convergence rate as well.
Lin, Fuming,Peng, Zuoxiang,Nadarajah, Saralees Korean Mathematical Society 2008 대한수학회보 Vol.45 No.1
The rate of convergence of the distribution of order statistics to the corresponding extreme-value distribution may be characterized by the uniform and total variation metrics. de Haan and Resnick [4] derived the convergence rate when the second order generalized regularly varying function has second order derivatives. In this paper, based on the properties of the generalized regular variation and the second order generalized variation and characterized by uniform and total variation metrics, the convergence rates of the distribution of the largest order statistic are obtained under weaker conditions.
Fuming Lin,Zuoxiang Peng,Saralees Nadarajah 대한수학회 2008 대한수학회보 Vol.45 No.1
The rate of convergence of the distribution of order statisticsto the corresponding extreme-value distribution may be characterized bythe uniform and total variation metrics. de Haan and Resnick [4] de-rived the convergence rate when the second order generalized regularlyvarying function has second order derivatives. In this paper, based on theproperties of the generalized regular variation and the second order gener-alized variation and characterized by uniform and total variation metrics,the convergence rates of the distribution of the largest order statistic areobtained under weaker conditions.
Modeling of censored bivariate extremal events
Enkelejd Hashorva,Chengxiu Ling,Zuoxiang Peng 한국통계학회 2014 Journal of the Korean Statistical Society Vol.43 No.3
In this paper we consider the estimation of the coefficient of tail dependence and of smalltail probability under a bivariate randomly censoring mechanism. A new class of generalizedmoment estimators of the coefficient of tail dependence and the estimator of smalltail probability are proposed, respectively. Under the bivariate Hall-type conditions, theasymptotic distributions of these estimators are established. Monte Carlo simulations areperformed and the new estimators are applied to an insurance data-set.