Threshold Estimation Approaches

althill | Alternative Hill Plot |

avhill | Averaged Hill Plot |

dAMSE | Minimizing the AMSE of the Hill estimator with respect to k |

danielsson | A Double Bootstrap Procedure for Choosing the Optimal Sample... |

danish | Danish Fire Insurance Claims |

DK | A Bias-based procedure for Choosing the Optimal Sample... |

eye | Automated Approach for Interpreting the Hill-Plot |

ggplot | Gerstengarbe Plot |

GH | A Bias-based procedure for Choosing the Optimal Threshold |

gomes | A Double Bootstrap Procedure for Choosing the Optimal Sample... |

hall | A Single Bootstrap Procedure for Choosing the Optimal Sample... |

Himp | A Single Bootstrap Procedure for Choosing the Optimal Sample... |

HW | Minimizing the AMSE of the Hill estimator with respect to k |

mindist | Minimizing the distance between the empirical tail and a... |

PS | Sample Path Stability Algorithm |

qqestplot | QQ-Estimator-Plot |

qqgpd | QQ-Plot against the generalized Pareto distribution for given... |

RT | Adaptive choice of the optimal sample fraction in tail index... |

sumplot | Sum Plot |

tea-package | Threshold Estimation Approaches |

TH | Sequential Goodness of Fit Testing for the Generalized Pareto... |

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