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  "Title": "Mean of Order P, Peaks over Random Threshold Hill and High\nQuantile Estimates",
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  "Date": "2023-04-20",
  "Authors@R": "c(person(given=\"Leo\", family=\"Belzile\", role = c(\"cre\"), email = \"belzilel@gmail.com\", comment = c(ORCID = \"0000-0002-9135-014X\")), person(given=\"B. G.\", family=\"Manjunath\", role=c(\"aut\"), comment = c(ORCID = \"0000-0003-2687-0138\")), person(given=\"Frederico\", family=\"Caeiro\", role=c(\"aut\"), comment = c(ORCID = \"0000-0001-8628-7281\")), person(given=\"Maria Ivette.\", family=\"Gomes\", role=c(\"ctb\"), comment = c(ORCID = \"0000-0002-2903-6993\")), person(given=\"Maria Isabel\", family=\"Fraga Alves\", role=c(\"ctb\"), comment = c(ORCID = \"0000-0003-3824-2403\")))",
  "Description": "The R package proposes extreme value index estimators for\nheavy tailed models by mean of order p\n<DOI:10.1016/j.csda.2012.07.019>, peaks over random threshold\n<DOI:10.57805/revstat.v4i3.37> and a bias-reduced estimator\n<DOI:10.1080/00949655.2010.547196>. The package also computes\nmoment, generalised Hill <DOI:10.2307/3318416> and mixed moment\nestimates for the extreme value index. High quantiles and value\nat risk estimators based on these estimators are implemented.",
  "License": "GPL (>= 2)",
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