Extreme Regression of Quantiles
Estimation of the Extreme Value Index on the Original Scale
Estimation of the C vector
Hill Estimator of the Extreme Value Index
Estimation for Quantile Power Transformation Model
Quantile of the Pareto Distribution
Random Generation for the Pareto Distribution
Selection of the Tuning Parameter k
Testing the Constancy of EVI Over Covariates
Three-Stage Extreme Conditional Quantile Estimator
Two-Stage Extreme Conditional Quantile Estimator
Estimation for high conditional quantiles based on quantile regression.