Modelling extremal events: for insurance and finance
Modelling extremal events: for insurance and finance
A unification of three models for the h‐index
Journal of the American Society for Information Science and Technology
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It is shown that the generalized Pareto distribution gives a good fit to citable documents, citations above a threshold and also for the h-index of countries. The h-index has a finite second moment, while the citable documents and citations are extremely heavy tailed with the estimated index of citations less than one. The relationship derived between the h-index, citation and number of publications is also investigated and the model proposed by Glänzel confirmed empirically.