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.
这们研究所程度的数学课程包含了决策理论、估计、信赖区间及假设检定,同时,也会为各位同学介绍大样本理论。
This graduate level mathematics course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to large sample theory.
讨论一般结构关系度量误差模型的大样本理论,给出了未知参数的一个强相合估计。
The general structural error-in-variable regression models is discussed. A consistent estimator of the regression parameter is presented.
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