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| Keywords | |
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Weak convergence |
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strong convergence |
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asymptoticallyrepresentation |
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strong convergence rate |
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optimal choice. |
| Authors | |
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Tao Bao |
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Article by |
A Location Invariant Pickands-Type Estimator
Tao Bao
College of Mathematics and Statistics,Chongqing Technology and Business University,
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.