Priority statement and some properties of t-lgHill estimator

0524837 - ÚI 2021 RIV US eng J - Journal Article
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
Institutional support: RVO:67985807
Keywords : T-lgHill estimator * Hill estimator * T-score estimation * Asymptotic normality * Levels of arsenic in drinking water
OECD category: Statistics and probability
Impact factor: 1.407, year: 2020
Method of publishing: 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.
Permanent Link: http://hdl.handle.net/11104/0309099