0524837 - ÚI 2021 RIV US eng J - Článek v odborném periodiku
Stehlík, M. - Kiselák, J. - Vaičiulis, M. - Jordanova, P. - Núñez Soza, L. - Fabián, Zdeněk - Hermann, P. - Střelec, L. - Rivera, A. - Girard, S. - Torres, S.
Priority statement and some properties of t-lgHill estimator.
Extremes. Roč. 23, č. 3 (2020), s. 493-499. ISSN 1386-1999. E-ISSN 1572-915X
Institucionální podpora: RVO:67985807
Klíčová slova: T-lgHill estimator * Hill estimator * T-score estimation * Asymptotic normality * Levels of arsenic in drinking water
Obor OECD: Statistics and probability
Impakt faktor: 1.407, rok: 2020 ; AIS: 1.045, rok: 2020
Způsob publikování: Open access
DOI: https://doi.org/10.1007/s10687-020-00375-2

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.
Trvalý link: http://hdl.handle.net/11104/0309099