smoothtail

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Smooth Estimation of GPD Shape Parameter

Kaspar Ru{f}{i}bach

Last update: 13 July 2016

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.0.5

Source code repository: https://github.com/cran/smoothtail

Cited In (2)

• Smooth tail-index estimation
• A double generalized Pareto distribution

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