给出了当极值指标小于0时,分布函数F(x)的上尾端点估计量,并证明了该估计量的强相合性和弱相合性,给出了其强收敛速度,证明了渐近正态性,进而获得了分布函数F(x)的上尾端点的渐近置信区间.
As the extreme value index γ<0,the authors give the right endpoint estimators of a distribution function F(x),prove the weak and strong consistency,obtain the strong convergence rate and derive the asymptotic normality.Moreover,the results may construct an asymptotic confidence interval for the right endpoint estimators of a distribution function F(x).