| Title |
Priority statement and some properties of t-lgHill estimator / |
| Authors |
Stehlık, Milan ; Kiselak, Jozef ; Vaičiulis, Marijus ; Jordanova, Pavlina ; Soza, Ludy Nunez ; Fabian, Zdenek ; Hermann, Philipp ; Strelec, Lubos ; Rivera, Andres ; Girard, Stephane ; Torres, Sebastian |
| DOI |
10.1007/s10687-020-00375-2 |
| Full Text |
|
| Is Part of |
Extremes.. New York : Springer. 2020, vol. 23, iss. 3, p. 493-499.. ISSN 1386-1999. eISSN 1572-915X |
| Keywords [eng] |
T-lgHill estimator ; Hill estimator ; T-score estimation ; Asymptotic normality ; Levels of arsenic in drinking water |
| Abstract [eng] |
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. |
| Published |
New York : Springer |
| Type |
Journal article |
| Language |
English |
| Publication date |
2020 |
| CC license |
|
