Priority statement and some properties of t-lgHill estimator

Stehlik, Milan; Kiselak, Jozef; Vaiciulis, Marijus; Jordanova, Pavlina Kalcheva; Soza, Ludy Nunez; Fabian, Zdenek; Hermann, Philipp; Strelec, Lubos; Rivera, Andres; Girard, Stephane; Torres, Sebastian

Abstract

We acknowledge the priority on the introduction of the formula of t-lgHill estimator for the positive extreme value index. We provide a novel motivation for this estimator based on ecologically driven dynamical systems. Another motivation is given directly by applying the general t-Hill procedure to log-gamma distribution. We illustrate the good quality of t-lgHill estimator in comparison to classical Hill estimator on the novel data of the concentration of arsenic in drinking water in the rural area of the Arica and Parinacota Region, Chile.

Más información

Título según WOS: ID WOS:000528959500001 Not found in local WOS DB
Título de la Revista: EXTREMES
Editorial: Springer
Fecha de publicación: 2020
DOI:

10.1007/s10687-020-00375-2

Notas: ISI