Bias vector for the GP distribution based on an n sample.
gpd.bias(par, n)vector of scale and shape
sample size
Coles, S. (2001). An Introduction to Statistical Modeling of Extreme Values, Springer, 209 p.
Cox, D. R. and E. J. Snell (1968). A general definition of residuals, Journal of the Royal Statistical Society: Series B (Methodological), 30, 248--275.
Cordeiro, G. M. and R. Klein (1994). Bias correction in ARMA models, Statistics and Probability Letters, 19(3), 169--176.
Giles, D. E., Feng, H. and R. T. Godwin (2016). Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution, Communications in Statistics - Theory and Methods, 45(8), 2465--2483.
gpd, gpd.bcor