独立非同分布二元高斯三角阵最大值的渐近性及相关统计推断
发布时间：2019-05-08 14:17
【摘要】：考虑二元独立非同分布高斯随机向量三角阵列最大值分布的渐近性及相关统计推断.此高斯三角阵的第n列的第i个向量服从二元高斯分布,其相关系数为i/n的函数并单调连续.首先建立了此高斯三角阵最大值分布的一阶和二阶渐近展开式.其次,分析相关系数参数估计及估计量的渐近性质.最后,通过随机模拟说明了相关系数之参数估计的有效性,并将该二元非同分布三角阵列模型应用于实际数据,得到了满意的结果.
[Abstract]:In this paper, we consider the asymptotic behavior and correlation statistical inference of the maximum distribution of Gao Si random vector trigonometric array with bivariate independent and non-identical distribution. The I-th vector of the nth sequence of the Gao Si trigonometric matrix obeys the binary Gao Si distribution, and its correlation coefficient is the function of I ~ (n) and is monotonously continuous. First, the first and second order asymptotic expansions of the maximum distribution of the Gao Si triangular matrix are established. Secondly, the asymptotic properties of parameter estimation and estimator of correlation coefficient are analyzed. Finally, the validity of parameter estimation of correlation coefficient is proved by random simulation, and the two-variable non-homogeneous triangular array model is applied to the actual data, and the satisfactory results are obtained.
【作者单位】： 上海理工大学管理学院;西南大学数学与统计学院;
【基金】：国家自然科学基金资助项目(11171275) 重庆市自然科学基金资助项目(cstc2012jjA00029) 上海理工大学博士启动项目(BSQD201608)
【分类号】：O212.1
[Abstract]:In this paper, we consider the asymptotic behavior and correlation statistical inference of the maximum distribution of Gao Si random vector trigonometric array with bivariate independent and non-identical distribution. The I-th vector of the nth sequence of the Gao Si trigonometric matrix obeys the binary Gao Si distribution, and its correlation coefficient is the function of I ~ (n) and is monotonously continuous. First, the first and second order asymptotic expansions of the maximum distribution of the Gao Si triangular matrix are established. Secondly, the asymptotic properties of parameter estimation and estimator of correlation coefficient are analyzed. Finally, the validity of parameter estimation of correlation coefficient is proved by random simulation, and the two-variable non-homogeneous triangular array model is applied to the actual data, and the satisfactory results are obtained.
【作者单位】： 上海理工大学管理学院;西南大学数学与统计学院;
【基金】：国家自然科学基金资助项目(11171275) 重庆市自然科学基金资助项目(cstc2012jjA00029) 上海理工大学博士启动项目(BSQD201608)
【分类号】：O212.1
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