Minimum distance threshold selection procedure
Value
a list with components
- k0
- order statistic corresponding to threshold (number of exceedances) 
- shape
- Hill's estimator of the tail index based on k0 exceedances 
- thresh0
- numerical value of the threshold, the n-k0+1 order statistic of the original sample 
References
Clauset, A., Shalizi, C.R. and Newman, M.E.J. (2009). Power-Law Distributions in Empirical Data. SIAM Review. Society for Industrial and Applied Mathematics, 51, 661-703, doi:10.1137/070710111