[1]朱建国,陈 果,黄 超.基于右截尾数据的近极值事件的态密度估计[J].南京师范大学学报(自然科学版),2010,33(04):33-38.
 Zhu Jianguo,Chen Guo,Huang Chao.Estimating Density of Near-Extreme Events for Right-Censored Data[J].Journal of Nanjing Normal University(Natural Science Edition),2010,33(04):33-38.
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基于右截尾数据的近极值事件的态密度估计()
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《南京师范大学学报》(自然科学版)[ISSN:1001-4616/CN:32-1239/N]

卷:
第33卷
期数:
2010年04期
页码:
33-38
栏目:
数学
出版日期:
2010-12-20

文章信息/Info

Title:
Estimating Density of Near-Extreme Events for Right-Censored Data
作者:
朱建国1 陈 果2 黄 超2
1. 南京工业职业技术学院数理学院, 江苏南京210046 2. 东南大学数学系, 江苏南京210096
Author(s):
Zhu Jianguo1Chen Guo2Huang Chao2
1.Department of Mathematics,Nanjing Institute of Industry Technology,Nanjing 210046,China 2. Dep artm en t ofM athem atics, S outheastUn ivers ity, N an jing 210096, C h ina
关键词:
右截尾数据 态密度 极值统计 吸引场 蒙特卡洛方法 核密度估计
Keywords:
r ight- censored data density o f states ex trem e va lue statistics dom a in of attraction Monte-Carlo m ethod kerne l density estim ation
分类号:
O211.67
摘要:
右截尾数据在实际数据中经常出现,如材料的疲劳试验等.本文研究基于右截尾数据的近极值事件的态密度(DOS)估计问题.首先定义右截尾数据类型下的态密度,接着推导了平均态密度的精确表达式.然后在大样本情形,利用蒙特卡洛(Monte-Carlo)方法、核密度估计方法等来估计平均态密度.最后应用Monte-Carlo模拟和亚马尔半岛的夏天气温数据说明了本文的方法,结果表明平均态密度的近似结果与经验结果均拟合得很好.
Abstract:
R igh t-censored data o ften occur in the ac tua l data, such as the fatigue test and so on. This paper studies the estim ation o f dens ity o f states( DOS) fo r r ight-censored data. W e first rede fine theDOS and the exac t expression o fm ean DOS is der ived. W e show the approx ima te form s of them ean DOS by the theo ry o f ex trem e value sta tistics and dom a ins o f attraction under the large- sam ple cases. F ina lly, Som eM on teC arlo simu la tions and Yam a l Peninsu la summe r tempera ture da ta are been used to study the density o f near-ex trem e events, wh ich a re found to ag ree w ith the theo re tica l resu lts.

参考文献/References:

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备注/Memo

备注/Memo:
通讯联系人: 朱建国, 副教授, 研究方向: 数理统计. E-mail:zhjg@ niit. edu. cn
更新日期/Last Update: 2013-04-08