Smooth Estimation of GPD Shape Parameter

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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