CrossRef 2020

Extremes, Extremal Index Estimation, Records, Moment Problem for the Pseudo-Lindley Distribution and Applications

Gane Samb Lo Modou Ngom Moumouni Diallo

Abstrak

The pseudo-Lindley distribution which was introduced in Zeghdoudi and Nedjar (2016) is studied with regards to it upper tail. In that  regard, and  when the underlying distribution function follows the Pseudo-Lindley law, we investigate  the the behavior of its values, the asymptotic normality of the Hill estimator and the double-indexed generalized Hill statistic process (Ngom and Lo, 2016), the asymptotic normality of the records values and the the moment problem.

Penulis (3)

G

Gane Samb Lo

M

Modou Ngom

M

Moumouni Diallo

Format Sitasi

Lo, G.S., Ngom, M., Diallo, M. (2020). Extremes, Extremal Index Estimation, Records, Moment Problem for the Pseudo-Lindley Distribution and Applications. https://doi.org/10.29020/nybg.ejpam.v13i4.3834

Akses Cepat

Informasi Jurnal
Tahun Terbit
2020
Bahasa
en
Sumber Database
CrossRef
DOI
10.29020/nybg.ejpam.v13i4.3834
Akses
Terbatas