gpd.abias | R Documentation |
The formula given in de Haan and Ferreira, 2007 (Springer). Note that the latter differs from that found in Drees, Ferreira and de Haan.
gpd.abias(shape, rho)
shape |
shape parameter |
rho |
second-order parameter, non-positive |
a vector of length containing the bias for scale and shape (in this order)
Dombry, C. and A. Ferreira (2017). Maximum likelihood estimators based on the block maxima method. https://arxiv.org/abs/1705.00465
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