The Hill estimators under power normalization

DOI10.1016/J.APM.2017.01.028zbMATH Open1446.62130OpenAlexW2578362994MaRDI QIDQ2290177FDOQ2290177

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

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• The estimations under power normalization for the tail index, with comparison
• A simple generalisation of the Hill estimator
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• New power limits for extremes
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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)

Cites Work

• Extreme value theory. An introduction.
• Statistical inference using extreme order statistics
• Maximum likelihood estimation in a class of nonregular cases
• Residual life time at great age
• How to make a Hill plot.
• Sur la distribution limite du terme maximum d'une série aléatoire
• The harmonic moment tail index estimator: asymptotic distribution and robustness
• On max domains of attraction of univariate \(p\)-max stable laws
• Title not available (Why is that?)
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Limit distributions of generalized order statistics under power normalization
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Weak asymptotic results for t-Hill estimator
• On the favorable estimation for fitting heavy tailed data
• The method of moments ratio estimator for the tail shape parameter
• A note on domains of attraction of \(p\)-max stable laws
• Some Best Parameter Estimates for Distributions with Finite Endpoint
• Extreme value modeling under power normalization
• Statistical modeling of extremes under linear and power normalizations with applications to air pollution
• Bootstrap method for order statistics and modeling study of the air pollution

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

Uses Software

• R

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