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Priority statement and some properties of t-lgHill estimator
Extremes ( IF 1.1 ) Pub Date : 2020-04-27 , DOI: 10.1007/s10687-020-00375-2
Milan Stehlík , Jozef Kiseľák , Marijus Vaičiulis , Pavlina Jordanova , Ludy Núñez Soza , Zdeněk Fabián , Philipp Hermann , Luboš Střelec , Andrés Rivera , Stéphane Girard , Sebastián Torres

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.

中文翻译:

t-lgHill估计器的优先级陈述和某些属性

我们承认,对于正极值指数,引入t-lgHill估计量公式的优先级。我们为基于生态驱动的动力学系统的估计提供了新的动力。通过将一般的t-Hill过程应用于对数伽玛分布,直接给出了另一个动机。在智利阿里卡和帕里纳科塔地区农村地区饮用水中砷浓度的新数据上,我们证明了t-lgHill估算器与经典Hill估算器相比的优良品质。
更新日期:2020-04-27
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