Computes the shape estimator for varying k up to sample size of maximum kmax largest observations
Value
a list with elements
- k
- number of exceedances 
- shape
- tail index estimate, strictly positive 
- risk
- empirical Bayes estimate of risk 
- thresh
- threshold given by the smallest order statistic considered in the sample 
References
Wager, S. (2014). Subsampling extremes: From block maxima to smooth tail estimation, Journal of Multivariate Analysis, 130, 335-353, doi:10.1016/j.jmva.2014.06.010