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

Gane Samb Lo, Modou Ngom, Moumouni Diallo
2020 European Journal of Pure and Applied Mathematics  
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.
doi:10.29020/nybg.ejpam.v13i4.3834 fatcat:bdj35rsnnbe6zfvvobjt7f3ttu