本文讨论了第二种模型,分析了广义帕累托分布的性质并阐述了模型的应用。
There are mainly two types of commonly used model: BMM model and GPD model.
在广义帕累托分布模型中,门限值过小,极限定理不成立,得到的估计是有偏的;
In GPD model, a too low threshold will get biased estimates because the limit theorem does not apply.
在广义帕累托分布模型中,门限值过小,极限定理不成立,得到的估计是有偏的;
In GPD model, a too low threshold will get biased estimates because the limit theorem does not apply.
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