The large sample theory of the proposed test is developed and the finite sample properties of the test are studied through simulations.
检验的大样本理论被给出。我们还通过数值模拟研究了检验方法的有限样本性质。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质，在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质，在大样本的情况下得到序列分布“肥尾”现象的检验方法。
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