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The asymptotic expansion fo the Stein estimators for the vector case

✍ Scribed by A. J. van der Merwe; D. J. de Waal


Publisher
Springer Japan
Year
1978
Tongue
English
Weight
344 KB
Volume
30
Category
Article
ISSN
0020-3157

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Asymptotic expansions for the location i
✍ Peng Zuoxiang; Liu Miaomiao; Saralees Nadarajah πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 211 KB

In this paper, based on moment-type and location invariant Hill estimators, a new kind of location invariant moment-type extreme value index estimator is proposed. The weak and strong consistency of the estimator are discussed. The asymptotic expansion of the estimator and its distribution are also