bilbao {ercv}

Bilbao waves data set

Description

This data corresponds to the Bilbao waves data set, firstly analysed by Castillo and Hadi (1997) and in del Castillo and Serra (2015) from the MLE point of view.

Usage

bilbao

Format

A numeric vector.

References

Castillo, E. and Hadi, A. S. (1997). Fitting the Generalized Pareto Distribution to Data. Journal of the American Statistical Association, 92, 1609-1620. del Castillo, J. and Serra, I. (2015). Likelihood inference for Generalized Pareto Distribution. Computational Statistics and Data Analysis, 83, 116-128.