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Robust estimation and change point test for tail index : 분포꼬리지수에 대한 로버스트 추정 및 변화점 탐지 연구
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- Authors
- Advisor
- 이상열
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- 분포꼬리지수 ; tail index ; 정칙변동 ; regular variation ; Hill 추정량 ; Hills estimator ; 로버스트 추정 ; robust estimation ; 최소밀도멱발산추정법 ; minimum density power divergence estimation ; 변화점검정 ; change point test ; 누적합검정 ; cusum test ; 변화점추정량 ; change point estimator
- Description
- Thesis(doctors) --서울대학교 대학원 :통계학과,2009.8.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000038005
https://hdl.handle.net/10371/20621
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