幂赋范极值分布的条件矩刻画

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英文篇名：Conditions Based on Conditional Moments for p-Max Stable Laws Conditional Moment Characterization of Limit Distribution Under Power Normalization 作者：彭茜 ; 周玮 ; 彭作祥 英文作者：PENG Xi;ZHOU Wei;PENG Zuo-xiang;School of Mathematics and Statistics,Southwest University; 关键词：幂赋范极值分布 ; 条件矩 ; 吸引场 英文关键词：limit distribution under power normalization;;conditional moment;;domain of attraction 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(11701469);; 重庆市基础与前沿研究计划项目(csts2016jcyjA0510) 语种：中文; 页：XNND201901013 页数：6 CN：01 ISSN：50-1189/N 分类号：84-89

摘要

{X_n}为独立同分布的离散型随机变量序列,其分布函数为F(x).得到了F(x)属于幂赋范极值分布吸引场的条件矩刻画.
        Let{X_n}be independent and identically distributed random variables with the common distribution function F(x).Necessary and sufficient conditions for F belonging to the domains of attraction of H_1,_α,H_2,_α,H_3,_α,H_4,_α,ψ(x)andФ(x)with nondegenerate univariate marginals under power normalization are derived in terms of conditional moments.

引文

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