falk | Compute original and smoothed version of Falk's estimator |
falkMVUE | Compute original and smoothed version of Falk's estimator for... |
generalizedPick | Compute generalized Pickand's estimator |
gpd | The Generalized Pareto Distribution |
lambdaGenPick | Auxiliary function to compute Segers' estimator |
pickands | Compute original and smoothed version of Pickands' estimator |
smoothtail-package | Smooth Estimation of GPD Shape Parameter |
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