Tangent exponential model statistics for the generalized Pareto distribution

Matrix of approximate ancillary statistics, sample space derivative of the log likelihood and mixed derivative for the generalized Pareto distribution.

Usage

gpd.Vfun(par, dat)

gpd.phi(par, dat, V)

gpd.dphi(par, dat, V)

Arguments

par

vector of scale and shape

dat

sample vector

V

vector calculated by gpd.Vfun

See also

gpd