Priority statement and some properties of t-lgHill estimator
Author
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Stehlík, Milan
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Kiselák, Jozef
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Vaiciulis, Marijus
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Jordanova, Pavlina
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Núñez Soza, Ludy
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Zdenek, Fabián
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Hermann, Philipp
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Strelec, Lubos
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Rojas Rivera, Andrés
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Girard, Stéphane
Author
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Torres, Sebastián
Admission date
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2020-06-10T19:15:38Z
Available date
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2020-06-10T19:15:38Z
Publication date
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2020
Cita de ítem
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Extremes (Apr 2020)
es_ES
Identifier
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10.1007/s10687-020-00375-2
Identifier
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https://repositorio.uchile.cl/handle/2250/175376
Abstract
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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.