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Priority statement and some properties of t-lgHill estimator

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    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
    Způsob publikování: Open access

    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

     
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