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  4. Priority Statement And Some Properties Of T-Lghill Estimator
 
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Priority Statement And Some Properties Of T-Lghill Estimator

Journal
Extremes
Date Issued
2020-04-27
Author(s)
Jozef Kiseľák
Marijus Vaičiulis
Pavlina Jordanova
Ludy Núñez Soza
Zdeněk Fabián
Philipp Hermann
Luboš Střelec
Andrés Rivera
Stéphane Girard
Sebastián Torres
Stehlik, Milán  
Facultad de Ciencias  
DOI
10.1007/s10687-020-00375-2
WoS ID
WOS:000528959500001
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.
Subjects

Economics, Econometri...

Engineering

Mathematics, Interdis...

Statistics And Probab...

OCDE Subjects

Natural Sciences::Phy...

Quartile (Date Issued)
Q1
License
acceso abierto
Open Science Path
https://creativecommons.org/licenses/by/4.0/

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