gfiExtremes
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Software:132673
CRANgfiExtremesMaRDI QIDQ132673FDOQ132673
Generalized Fiducial Inference for Extremes
Damian V. Wandler, Stéphane Laurent, Jan Hannig
Last update: 25 January 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.0, 1.0.1
Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.
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