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  "Title": "Threshold Estimation Approaches",
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  "Author": "Johannes Ossberger",
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  "Description": "Different approaches for selecting the threshold in\ngeneralized Pareto distributions. Most of them are based on\nminimizing the AMSE-criterion or at least by reducing the bias\nof the assumed GPD-model. Others are heuristically motivated by\nsearching for stable sample paths, i.e. a nearly constant\nregion of the tail index estimator with respect to k, which is\nthe number of data in the tail. The third class is motivated by\ngraphical inspection. In addition, a sequential testing\nprocedure for GPD-GoF-tests is also implemented here.",
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      "page": "althill",
      "title": "Alternative Hill Plot",
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      "title": "Minimizing the AMSE of the Hill estimator with respect to k",
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