# 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.