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Priority statement and some properties of t-lgHill estimator

  • Milan Stehlík
  • , Jozef Kiseľák
  • , Marijus Vaičiulis
  • , Pavlina Jordanova
  • , Ludy Núñez Soza
  • , Zdeněk Fabián
  • , Philipp Hermann
  • , Luboš Střelec
  • , Andrés Rivera
  • , Stéphane Girard
  • , Sebastián Torres
  • Johannes Kepler University Linz
  • Universidad de Valparaíso
  • University of Iowa
  • Pavol Jozef Šafárik University
  • Vilnius University
  • Konstantin Preslavsky University of Shumen
  • Czech Academy of Sciences
  • Mendel University in Brno
  • Universidad de Chile
  • Universidad Austral de Chile
  • LJK
  • Universidad Técnica Federico Santa Maria

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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.

Original languageEnglish
Pages (from-to)493-499
Number of pages7
JournalExtremes
Volume23
Issue number3
DOIs
StatePublished - 1 Sep 2020

Keywords

  • 62F10
  • 62F12
  • Asymptotic normality
  • Hill estimator
  • Levels of arsenic in drinking water
  • T-lgHill estimator
  • T-score estimation

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