tailplots - Estimators and Plots for Gamma and Pareto Tail Detection
Estimators for two functionals used to detect Gamma,
Pareto or Lognormal distributions, as well as distributions
exhibiting similar tail behavior, as introduced by Iwashita and
Klar (2023) <doi:10.1111/stan.12316> and Klar (2024)
<doi:10.1080/00031305.2024.2413081>. One of these functionals,
g, originally proposed by Asmussen and Lehtomaa (2017)
<doi:10.3390/risks5010010>, distinguishes between log-convex
and log-concave tail behavior. Furthermore the characterization
of the lognormal distribution is based on the work of Mosimann
(1970) <doi:10.2307/2284599>. The package also includes methods
for visualizing these estimators and their associated
confidence intervals across various threshold values.
