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