CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(5) 449-460 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Weak convergence
strong convergence
asymptoticallyrepresentation
strong convergence rate
optimal choice.
Authors
Tao Bao
PubMed
Article by

A Location Invariant Pickands-Type Estimator

Tao Bao

College of Mathematics and Statistics,Chongqing Technology and Business University,

Abstract��

In this paper, the author proposes
a location invariant Pickands-type estimator as the extreme index is
positive. Its weak and strong convergence are proved. Asymptotical
representation and strong convergence rate are derived, and the
optimal choice of $k_2$ is found. At last simulation and comparison
of this new kind of Pickands-type estimator with other known
Pickands-type estimators are considered by using the adaptive
algorithm.

Keywords�� Weak convergence   strong convergence   asymptoticallyrepresentation   strong convergence rate   optimal choice.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Tao Bao
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