Priority statement and some properties of t-lgHill estimator

DOI10.1007/s10687-020-00375-2zbMath1448.62038OpenAlexW3018513566MaRDI QIDQ2198605

Philipp Hermann, Stéphane Girard, Zdeněk Fabián, Andrés Rivera, Pavlina Jordanova, Ludy Núñez Soza, Luboš Střelec, Sebastián Torres, Milan Stehlík, Marijus Vaičiulis, Jozef Kisel'ák

Publication date: 10 September 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-020-00375-2

zbMATH Keywords

asymptotic normalityHill estimatort-lgHill estimatorlevels of arsenic in drinking waterT-score estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

Cites Work

• Weak properties and robustness of t-Hill estimators
• Asymptotically unbiased estimators for the extreme-value index
• A moment estimator for the index of an extreme-value distribution
• A simple general approach to inference about the tail of a distribution
• A new class of semi-parametric estimators of the second order parameter.
• Comparison of tail index estimators
• INDUCED CORES AND THEIR USE IN ROBUST PARAMETRIC ESTIMATION
• On the law of the iterated logarithm
• Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology

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