Extremes, Extremal Index Estimation, Records, Moment Problem for the Pseudo-Lindley Distribution and Applications
DOI:
https://doi.org/10.29020/nybg.ejpam.v13i4.3834Keywords:
Lindley's distribution, Pseudo-Lindley distribution, Extreme value theory, record values, Hill's estimator, asymptotic lawsAbstract
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.Downloads
Published
2020-10-31
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Section
Nonlinear Analysis
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How to Cite
Extremes, Extremal Index Estimation, Records, Moment Problem for the Pseudo-Lindley Distribution and Applications. (2020). European Journal of Pure and Applied Mathematics, 13(4), 739-757. https://doi.org/10.29020/nybg.ejpam.v13i4.3834