【摘要】：考慮二元獨(dú)立非同分布高斯隨機(jī)向量三角陣列最大值分布的漸近性及相關(guān)統(tǒng)計(jì)推斷.此高斯三角陣的第n列的第i個(gè)向量服從二元高斯分布,其相關(guān)系數(shù)為i/n的函數(shù)并單調(diào)連續(xù).首先建立了此高斯三角陣最大值分布的一階和二階漸近展開式.其次,分析相關(guān)系數(shù)參數(shù)估計(jì)及估計(jì)量的漸近性質(zhì).最后,通過隨機(jī)模擬說明了相關(guān)系數(shù)之參數(shù)估計(jì)的有效性,并將該二元非同分布三角陣列模型應(yīng)用于實(shí)際數(shù)據(jù),得到了滿意的結(jié)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.
【作者單位】： 上海理工大學(xué)管理學(xué)院;西南大學(xué)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院;
【基金】：國(guó)家自然科學(xué)基金資助項(xiàng)目(11171275) 重慶市自然科學(xué)基金資助項(xiàng)目(cstc2012jjA00029) 上海理工大學(xué)博士啟動(dòng)項(xiàng)目(BSQD201608)
【分類號(hào)】：O212.1

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