Mean of Order P, Peaks over Random Threshold Hill and High
Quantile Estimates
Description
The R package proposes extreme value index estimators for heavy tailed models
by mean of order p , peaks over random threshold
and a bias-reduced estimator
.
The package also computes moment, generalised Hill
and mixed moment estimates for the extreme value index.
High quantiles and value at risk estimators based on these estimators are implemented.
