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Author:

张香云 (张香云.) | 程维虎 (程维虎.) (Scholars:程维虎)

Indexed by:

CQVIP PKU CSCD

Abstract:

极值理论主要研究小概率、大影响的极端事件.当前,复合极值分布已经广泛应用于水文、气象、地震、保险、金融等领域.本文以极值类型定理和PBDH定理为理论依据,构建了二项-广义Pareto复合极值分布模型;使用概率加权矩方法,对所建立的复合模型推导参数估计式;利用计算机模拟,得到了Kolmogorov-Smirnov(简称KS)检验统计量的临界值.

Keyword:

二项分布 随机模拟 概率加权矩 Anderson-Darling(AD)检验 次序统计量 广义Pareto分布 KS检验

Author Community:

  • [ 1 ] [张香云]浙江农林大学
  • [ 2 ] [程维虎]北京工业大学

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Source :

应用数学学报

ISSN: 0254-3079

Year: 2012

Issue: 3

Volume: 35

Page: 560-572

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: 9

Chinese Cited Count:

30 Days PV: 8

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