Man pages for smoothtail
Smooth Estimation of GPD Shape Parameter

falkCompute original and smoothed version of Falk's estimator
falkMVUECompute original and smoothed version of Falk's estimator for...
generalizedPickCompute generalized Pickand's estimator
gpdThe Generalized Pareto Distribution
lambdaGenPickAuxiliary function to compute Segers' estimator
pickandsCompute original and smoothed version of Pickands' estimator
smoothtail-packageSmooth Estimation of GPD Shape Parameter
smoothtail documentation built on May 29, 2017, 6:37 p.m.