lambdaGenPick {smoothtail} | R Documentation |
Auxiliary function to compute Segers' estimator
Description
This function computes
\lambda_{\delta, \rho}^c
given in Theorem 4.1 of Segers (2005) and is called by generalizedPick
.
It is not intended to be called by the user.
Author(s)
Kaspar Rufibach (maintainer), kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Samuel Mueller, samuel.mueller@sydney.edu.au,
www.maths.usyd.edu.au/ut/people?who=S_Mueller
Kaspar Rufibach acknowledges support by the Swiss National Science Foundation SNF, http://www.snf.ch
References
Mueller, S. and Rufibach K. (2009). Smooth tail index estimation. J. Stat. Comput. Simul., 79, 1155–1167.
Segers, J. (2005). Generalized Pickands estimators for the extreme value index. J. Statist. Plann. Inference, 128, 381–396.
See Also
Called by generalizedPick
.
[Package smoothtail version 2.0.5 Index]