# gfiExtremes

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter.

### Reference

Damian V. Wandler & Jan Hannig. Generalized fiducial confidence intervals for extremes. Extremes 15 (2012), pp 67–87.