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Journal Articles Extremes Year : 2020

Priority statement and some properties of t-lgHill estimator

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Abstract

We acknowledge the priority on the introduction of the formula of t-lgHill estimator for the positive extreme value index. We provide a novelmotivation 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.
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Dates and versions

hal-02540248 , version 1 (10-04-2020)

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Milan Stehlik, Jozef Kiseľák, Marijus Vaičiulis, Pavlina Kalcheva Jordanova, Ludy Nunez Soza, et al.. Priority statement and some properties of t-lgHill estimator. Extremes, 2020, 23 (3), pp.393--399. ⟨10.1007/s10687-020-00375-2⟩. ⟨hal-02540248⟩
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