est.gamma.func |
Estimation of the Extreme Value Index on the Original Scale |
Estc.func |
Estimation of the C vector |
EVI.CFG.func |
Hill Estimator of the Extreme Value Index |
PowT.1tau.func |
Estimation for Quantile Power Transformation Model |
qpareto |
Quantile of the Pareto Distribution |
rpareto |
Random Generation for the Pareto Distribution |
select.k.func |
Selection of the Tuning Parameter k |
testC.EVI |
Testing the Constancy of EVI Over Covariates |
ThreeStage |
Three-Stage Extreme Conditional Quantile Estimator |
TwoStage |
Two-Stage Extreme Conditional Quantile Estimator |