Estimators

This section provides detailed documentation for each tail index estimator in the tailestim package.

• Hill Estimator
  • HillEstimator
  • Examples
• Kernel-Type Estimator
  • KernelTypeEstimator
  • Examples
• Moments Estimator
  • MomentsEstimator
  • Examples
• Pickands Estimator
  • PickandsEstimator
  • Examples
• Smooth Hill Estimator
  • SmoothHillEstimator
  • Examples