Extremes, extremal index estimation, records, moment problem for the Pseudo-Lindley distribution and applications
Statistics Theory
2019-12-17 v1 Methodology
Statistics Theory
Abstract
The pseudo-Lindley distribution which was introduced in Zeghdoudi and Nedjar (2016) is studied with regards to its upper tail. In that regard, and when the underlying distribution function follows the Pseudo-Lindley law, we investigate the behavior of its values, the asymptotic normality of the Hill estimator and the double-indexed generalized Hill statistic process (Ngom and Lo), the asymptotic normality of the records values and the moment problem.
Keywords
Cite
@article{arxiv.1912.06928,
title = {Extremes, extremal index estimation, records, moment problem for the Pseudo-Lindley distribution and applications},
author = {Gane Samb Lo and Modou Ngom and Moumouni Diallo},
journal= {arXiv preprint arXiv:1912.06928},
year = {2019}
}