Bootstrap goodness-of-fit test for the generalized Pareto
distribution
Description
This package computes the bootstrap goodness-of-fit test
for the generalized Pareto distribution by Villasenor-Alva and
Gonzalez-Estrada (2009). The null hypothesis includes heavy and
non-heavy tailed gPd's. A function for fitting the gPd to data
using the parameter estimation methods proposed in the same
article is also provided.