A gamma tail statistic and its asymptotics

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-06-13 DOI:10.1111/stan.12316

Toshiya Iwashita, B. Klar

引用次数: 0

Abstract

Asmussen and Lehtomaa [Distinguishing log‐concavity from heavy tails. Risks 5(10), 2017] introduced an interesting function g which is able to distinguish between log‐convex and log‐concave tail behaviour of distributions, and proposed a randomized estimator for g. In this paper, we show that g can also be seen as a tool to detect gamma distributions or distributions with gamma tail. We construct a more efficient estimator ĝn based on U‐statistics, propose several estimators of the (asymptotic) variance of ĝn, and study their performance by simulations. Finally, the methods are applied to several data sets of daily precipitation.This article is protected by copyright. All rights reserved.

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一个伽马尾统计量及其渐近性

Asmussen和Lehtomaa[从重尾中区分对数凹度]。Risks 5(10)， 2017]引入了一个有趣的函数g，它能够区分分布的log -凸和log -凹尾行为，并提出了g的随机估计量。在本文中，我们表明g也可以被视为检测gamma分布或具有gamma尾的分布的工具。我们基于U统计构造了一个更有效的估计量ĝn，提出了ĝn的(渐近)方差的几个估计量，并通过仿真研究了它们的性能。最后，将该方法应用于多个日降水数据集。这篇文章受版权保护。版权所有。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.