基于线性和条件下的失真风险测度尾部渐近性质

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英文篇名：Asymptotic Tail Probabilities of Distortion Risk Measurement Based on Linear Combinations of Order Statistics 作者：邹沛清 ; 陈守全 英文作者：ZOU Pei-qing;CHEN Shou-quan;School of Mathematics and Statistics,Southwest University; 关键词：极值理论 ; 失真风险测度 ; 失真函数 ; 极值吸引场 ; 正则变换 英文关键词：extreme value theory;;distortion risk measurement;;distortion function;;max-domain of attraction;;regular variation 中文刊名：XNND 英文刊名：Journal of Southwest University(Natural Science Edition) 机构：西南大学数学与统计学院; 出版日期：2019-01-20 出版单位：西南大学学报(自然科学版) 年：2019 期：v.41;No.289 基金：国家自然科学基金项目(11571283) 语种：中文; 页：XNND201901012 页数：6 CN：01 ISSN：50-1189/N 分类号：78-83

摘要

对随机权重的次序统计量线性和条件下的失真风险测度尾部进行了讨论,并得到了相应的一些渐近性质.
        In this note,we investigate the tail distortion risk for linear combinations of randomly weighted order statistics,and obtain the asymptotic properties.

引文

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