This estimator estimates the real shape parameter based on generalized quantile plots based on mean excess functions, generalized median excesses or trimmed mean excesses.
     
    
    Usage
    shape.genquant(
  xdat,
  k,
  type = c("genmean", "genmed", "trimmean"),
  weight,
  p = 0.5
)
 
    
    Arguments
- xdat
- nvector of observations
 
- k
- number of upper order statistics 
- type
- string indicating the estimator choice, one of - genmean,- genmedand- trimmean.
 
- weight
- weight a kernel function on \([0,1]\) 
- p
- number between zero and one giving the proportion of order statistics for the second threshold 
 
    
    References
    Beirlant, J., Vynckier P. and J.L. Teugels (1996). Excess functions and estimation of the extreme-value index. Bernoulli, 2(4), 293-318.