Browsing by Subject "T-lgHill estimator"

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    • Priority statement and some properties of t-lgHill estimator 
      Stehlík, Milan; Kiselák, Jozef; Vaiciulis, Marijus; Jordanova, Pavlina; Núñez Soza, Ludy; Zdenek, Fabián; Hermann, Philipp; Strelec, Lubos; Rojas Rivera, Andrés; Girard, Stéphane; Torres, Sebastián (Springer, 2020)
      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. ...