Priority statement and some properties of t-lgHill estimator

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F20%3A00524837" target="_blank" >RIV/67985807:_____/20:00524837 - isvavai.cz</a>
Alternative codes found
RIV/62156489:43110/20:43917774
Result on the web
<a href="http://hdl.handle.net/11104/0309099" target="_blank" >http://hdl.handle.net/11104/0309099</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10687-020-00375-2" target="_blank" >10.1007/s10687-020-00375-2</a>

Result language
angličtina
Original language name
Priority statement and some properties of t-lgHill estimator
Original language description
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.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA16-07089S" target="_blank" >GA16-07089S: Robust approach to testing for normality of error terms in econometric models</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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