<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Smooth Estimation of GPD Shape Parameter</dc:title>
  <dc:title>R package smoothtail version 2.0.6</dc:title>
  <dc:description>Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log--concave density function. This procedure is justified by the fact that the GPD density is log--concave for gamma in [-1,0].</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: logcondens (&gt;= 2.0.0)</dc:relation>
  <dc:relation>Imports: stats</dc:relation>
  <dc:creator>Kaspar Rufibach &lt;kaspar.rufibach@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Kaspar Rufibach [aut, cre],
  Samuel Mueller [aut]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2025-04-05</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=smoothtail</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.smoothtail</dc:identifier>
</oai_dc:dc>