gev.abias: Asymptotic bias of block maxima for fixed sample sizes
In mev: Modelling of Extreme Values
gev.abias R Documentation
Asymptotic bias of block maxima for fixed sample sizes
Description
Asymptotic bias of block maxima for fixed sample sizes
Usage
gev.abias(shape, rho)
Arguments
shape
shape parameter
rho
second-order parameter, non-positive
Value
a vector of length three containing the bias for location, scale and shape (in this order)
References
Dombry, C. and A. Ferreira (2017). Maximum likelihood estimators based on the block maxima method. https://arxiv.org/abs/1705.00465
mev documentation built on April 20, 2023, 5:10 p.m.
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| gev.abias | R Documentation |
Asymptotic bias of block maxima for fixed sample sizes
Description
Asymptotic bias of block maxima for fixed sample sizes
Usage
gev.abias(shape, rho)
Arguments
shape |
shape parameter |
rho |
second-order parameter, non-positive |
Value
a vector of length three containing the bias for location, scale and shape (in this order)
References
Dombry, C. and A. Ferreira (2017). Maximum likelihood estimators based on the block maxima method. https://arxiv.org/abs/1705.00465
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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