TIE — Tail Index Estimators.
The TIE package implements a large number of different estimators for the tail index. Most of the estimators have been reviewed by Igor Fedotenkov 1.
Footnotes
-
Fedotenkov, Igor, 2018. A review of more than one hundred Pareto-tail index estimators," MPRA Paper 90072, University Library of Munich, Germany. ↩