gpd.bias | R Documentation |

Bias vector for the GP distribution based on an `n`

sample.

```
gpd.bias(par, n)
```

`par` |
vector of |

`n` |
sample size |

Coles, S. (2001). *An Introduction to Statistical Modeling of Extreme Values*, Springer, 209 p.

Cox, D. R. and E. J. Snell (1968). A general definition of residuals, *Journal of the Royal Statistical Society: Series B (Methodological)*, **30**, 248–275.

Cordeiro, G. M. and R. Klein (1994). Bias correction in ARMA models, *Statistics and Probability Letters*, **19**(3), 169–176.

Giles, D. E., Feng, H. and R. T. Godwin (2016). Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution, *Communications in Statistics - Theory and Methods*, **45**(8), 2465–2483.

`gpd`

, `gpd.bcor`

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.