Extremes / Priority statement and some properties of t-lgHill estimator

Autor: Stehlik, Milan, Kiseľák, Jozef, Vaičiulis, Marijus, Jordanova, Pavlina, Núñez Soza, Ludy, Zdeněk, Fabián, Hermann, Philipp, Střelec, Luboš, Rivera, Andrés, Girad, Stéphane, Torres, Sebastián
Jazyk: angličtina
Rok vydání: 2020
Předmět:
DOI: 10.1007/s10687-020-00375-2
Popis: 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. (VLID)5201554 Version of record
Databáze: OpenAIRE