The Hill estimators under power normalization

DOI10.1016/J.APM.2017.01.028MaRDI QIDQ2290177zbMATH OpenOpenAlexFDO

Authors H. M. Barakat, E. M. Nigm, H. A. Alaswed

Publication date 27 January 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2017.01.028

zbMATH Keywords

air pollutiongeneralized extreme value distributionpower normalizationgeneralized Pareto distributionsharmonic \(t\)-Hill estimatorHill estimators

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• A note on domains of attraction of p-max stable laws
• Bootstrap method for order statistics and modeling study of the air pollution
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Extreme value modeling under power normalization
• Extreme value theory. An introduction.
• How to make a Hill plot.
• Limit distributions of generalized order statistics under power normalization
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Maximum likelihood estimation in a class of nonregular cases
• On max domains of attraction of univariate p-max stable laws
• On the favorable estimation for fitting heavy tailed data
• Residual life time at great age
• Some Best Parameter Estimates for Distributions with Finite Endpoint
• Statistical inference using extreme order statistics
• Statistical modeling of extremes under linear and power normalizations with applications to air pollution
• Sur la distribution limite du terme maximum d'une série aléatoire
• The harmonic moment tail index estimator: asymptotic distribution and robustness
• The method of moments ratio estimator for the tail shape parameter
• Weak asymptotic results for t-Hill estimator

Cited in

(5)

• Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
• Extreme value inference for heterogeneous power law data
• New power limits for extremes
• Priority statement and some properties of t-lgHill estimator
• The estimations under power normalization for the tail index, with comparison

Describes a project that uses

Uses Software

• R

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