{"title":"基于k记录值的极值指数的极大似然估计","authors":"Abderrahim Louzaoui, Mohamed El Arrouchi","doi":"10.1155/2020/5497413","DOIUrl":null,"url":null,"abstract":"In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based on - record values. Following the method used by Drees et al. (2004) and Zhou (2009), we prove that the likelihood equations, in terms of - record values, eventually admit a strongly consistent solution without any restriction on the extreme value index, which is not the case in the aforementioned studies.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":" ","pages":"1-9"},"PeriodicalIF":1.0000,"publicationDate":"2020-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/2020/5497413","citationCount":"1","resultStr":"{\"title\":\"On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values\",\"authors\":\"Abderrahim Louzaoui, Mohamed El Arrouchi\",\"doi\":\"10.1155/2020/5497413\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based on - record values. Following the method used by Drees et al. (2004) and Zhou (2009), we prove that the likelihood equations, in terms of - record values, eventually admit a strongly consistent solution without any restriction on the extreme value index, which is not the case in the aforementioned studies.\",\"PeriodicalId\":44760,\"journal\":{\"name\":\"Journal of Probability and Statistics\",\"volume\":\" \",\"pages\":\"1-9\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2020-06-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1155/2020/5497413\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Probability and Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1155/2020/5497413\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Probability and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1155/2020/5497413","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
摘要
本文研究了基于非记录值的极值指标的极大似然估计的存在性和相合性。根据Drees et al.(2004)和Zhou(2009)的方法，我们证明了在不受极值指标限制的情况下，就-记录值而言，似然方程最终存在强一致解，而上述研究并非如此。
On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values
In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based on - record values. Following the method used by Drees et al. (2004) and Zhou (2009), we prove that the likelihood equations, in terms of - record values, eventually admit a strongly consistent solution without any restriction on the extreme value index, which is not the case in the aforementioned studies.
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