Description Usage Arguments Value Author(s) References See Also Examples
The coefficient of variation for a given extreme value index in the generalized Pareto distribution.
1 | cvevi(evi)
|
evi |
extreme value index. In particular, the shape parameter
of a generalized Pareto distribution. It has to satisfy |
A numerical value containing the coefficient of variation for the given extreme value index.
Joan del Castillo, David Moriña Soler and Isabel Serra
del Castillo, J. and Padilla, M. (2016). Modeling extreme values by the residual coefficient of variation. SORT Statist. Oper. Res. Trans. 40(2), 303-320.
del Castillo, J. and Serra, I. (2015). Likelihood inference for Generalized Pareto Distribution. Computational Statistics and Data Analysis, 83, 116-128.
del Castillo, J., Daoudi, J. and Lockhart, R. (2014). Methods to Distinguish Between Polynomial and Exponential Tails. Scandinavian Journal of Statistics, 41, 382-393.
ercv-package
, cievi
,
ccdfplot
, cvevi
, cvplot
, evicv
, fitpot
,
ppot
, qpot
, tdata
, thrselect
,
Tm
1 | cvevi(-1)
|
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