gpd.abias: Asymptotic bias of threshold exceedances for k order...
In mev: Modelling of Extreme Values
gpd.abias R Documentation
Asymptotic bias of threshold exceedances for k order statistics
Description
The formula given in de Haan and Ferreira, 2007 (Springer). Note that the latter differs from that found in Drees, Ferreira and de Haan.
Usage
gpd.abias(shape, rho)
Arguments
shape
shape parameter
rho
second-order parameter, non-positive
Value
a vector of length containing the bias for 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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| gpd.abias | R Documentation |
Asymptotic bias of threshold exceedances for k order statistics
Description
The formula given in de Haan and Ferreira, 2007 (Springer). Note that the latter differs from that found in Drees, Ferreira and de Haan.
Usage
gpd.abias(shape, rho)
Arguments
shape |
shape parameter |
rho |
second-order parameter, non-positive |
Value
a vector of length containing the bias for 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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