在本文中,我们着重研究了极值指数的修正的Piclmnds型估计的样本点分割方法.我们在渐近二阶矩最小的准则下,利用于样本自助法给出了修正的Pickands型估计的样本点分割方法,从理论上证明了该估计的大样本性质,说明了这种分割在渐近二阶矩最小的准则下是渐近最优分割,同时提出了自适应的样本点分割的自助算法.
In this paper, the optimality problem of sample fraction in modified Pickands estimation is studied. Under the asymptotic second moment principle, recurring to subsample bootstrap method, we solve the optimality problem of sample fraction in modified Pickands estimation, and prove the limit properties, illuminate our sample fraction is optimal under the asymptotic second moment principle. Simultaneity, an adaptive bootstrap procedure is given.