spd

R package spd: Semi Parametric Distribution. The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.

References in zbMATH (referenced in 2 articles )

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  1. Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro: Importance sampling and stratification for copula models (2018)
  2. Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen: A double generalized Pareto distribution (2013)