thresholdEstimate

Returns the estimate of the threshold.

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.

Stc3<a9>phane Laurent

gfiExtremes

Generalized Fiducial Inference for Extremes

Stéphane Laurent

Jan Hannig

Damian V. Wandler

thresholdEstimate function

<dl><dt>gfi</dt>
<dd>an output of <code>gfigpd2</code></dd></dl>

Arguments

Threshold estimate — thresholdEstimate

<dl>

<dt>gfi</dt>
<dd>an output of <code>gfigpd2</code></dd>

</dl>

thresholdEstimate: Threshold estimate

Description

Usage

Value

Arguments