gpd.abias

The formula given in de Haan and Ferreira, 2007 (Springer). Note that the latter differs from that found in Drees, Ferreira and de Haan.

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

gpd.abias function

<dl><dt>shape</dt>
<dd>shape parameter</dd>
<dt>rho</dt>
<dd>second-order parameter, non-positive</dd></dl>

Arguments

Asymptotic bias of threshold exceedances for k order statistics — gpd.abias

<dl>

<dt>shape</dt>
<dd>shape parameter</dd>


<dt>rho</dt>
<dd>second-order parameter, non-positive</dd>

</dl>

gpd.abias: Asymptotic bias of threshold exceedances for k order statistics

Description

Usage

Value

Arguments

References