heavytails (version 0.1.1)
Estimators and Algorithms for Heavy-Tailed Distributions
Description
Implements the estimators and algorithms described in Chapters 8 and 9 of the book "The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation" by Nair et al. (2022, ISBN:9781009053730). These include the Hill estimator, Moments estimator, Pickands estimator, Peaks-over-Threshold (POT) method, Power-law fit, and the Double Bootstrap algorithm.