A modeler's guide to extreme value software (Q6144812): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 18:51, 30 December 2024

scientific article; zbMATH DE number 7784959

Language	Label	Description	Also known as
English	A modeler's guide to extreme value software	scientific article; zbMATH DE number 7784959

Statements

scholarly article

0 references

A modeler's guide to extreme value software (English)

0 references

Léo R. Belzile

0 references

Christophe Dutang

0 references

Paul J. Northrop

0 references

0 references

0 references

publication date

8 January 2024

0 references

full work available at URL

https://arxiv.org/abs/2205.07714

0 references

zbMATH Keywords

extreme values

0 references

software

0 references

threshold selection

0 references

R programming language

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables

0 references

Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data

0 references

Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate

0 references

A construction principle for multivariate extreme value distributions

0 references

Bias-reduced estimators for bivariate tail modelling

0 references

Excess functions and estimation of the extreme-value index

0 references

Extremal attractors of Liouville copulas

0 references

On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence

0 references

Models for Extremal Dependence Derived from Skew-symmetric Families

0 references

Estimation and uncertainty quantification for extreme quantile regions

0 references

High-dimensional inference using the extremal skew-\(t\) process

0 references

A horse race between the block maxima method and the peak-over-threshold approach

0 references

0 references

0 references

A nonparametric estimation procedure for bivariate extreme value copulas

0 references

Inference for clustered data using the independence loglikelihood

0 references

Generalized Additive Modelling of Sample Extremes

0 references

0 references

An introduction to statistical modeling of extreme values

0 references

Dependence measures for extreme value analyses

0 references

0 references

Using a bootstrap method to choose the sample fraction in tail index estimation

0 references

Extremile Regression

0 references

The extremogram: a correlogram for extreme events

0 references

Towards estimating extremal serial dependence via the bootstrapped extremogram

0 references

Statistical modeling of spatial extremes

0 references

A Euclidean Likelihood Estimator for Bivariate Tail Dependence

0 references

High-dimensional peaks-over-threshold inference

0 references

Extreme residual dependence for random vectors and processes

0 references

A moment estimator for the index of an extreme-value distribution

0 references

Modeling extreme values by the residual coefficient of variation

0 references

A semiparametric Bayesian approach to extreme value estimation

0 references

Exact simulation of max-stable processes

0 references

Conditional simulation of max-stable processes

0 references

Functional regular variations, Pareto processes and peaks over threshold

0 references

Probabilities of Concurrent Extremes

0 references

Exceedances over high thresholds: a guide to threshold selection

0 references

Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles

0 references

Robust and bias-corrected estimation of the coefficient of tail dependence

0 references

Bayesian hierarchical modeling of extreme hourly precipitation in Norway

0 references

A continuous updating weighted least squares estimator of tail dependence in high dimensions

0 references

Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion

0 references

Extremal behaviour of aggregated data with an application to downscaling

0 references

Graphical Models for Extremes

0 references

Laws of Small Numbers: Extremes and Rare Events

0 references

The generalized Pareto process; with a view towards application and simulation

0 references

Inference for Clusters of Extreme Values

0 references

A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation

0 references

Discussion of ``Statistical modeling of spatial extremes'' by A. C. Davison, S. A. Padoan and M. Ribatet

0 references

A software review for extreme value analysis

0 references

Statistics of extremes by oracle estimation

0 references

Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution

0 references

Nonparametric estimation of multivariate extreme-value copulas

0 references

Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

0 references

Adaptive estimates of parameters of regular variation

0 references

Statistical inference for inter-arrival times of extreme events in bursty time series

0 references

A Conditional Approach for Multivariate Extreme Values (with Discussion)

0 references

A simple general approach to inference about the tail of a distribution

0 references

Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution

0 references

0 references

Parameter and Quantile Estimation for the Generalized Pareto Distribution

0 references

Max‐infinitely divisible models and inference for spatial extremes

0 references

Modeling Spatial Processes with Unknown Extremal Dependence Class

0 references

Maxima of normal random vectors: Between independence and complete dependence

0 references

Estimating the probability of widespread flood events

0 references

Large-sample tests of extreme-value dependence for multivariate copulas

0 references

Nonparametric rank-based tests of bivariate extreme-value dependence

0 references

Statistics for near independence in multivariate extreme values

0 references

Diagnostics for Dependence within Time Series Extremes

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

Bayesian uncertainty management in temporal dependence of extremes

0 references

Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

0 references

Bayesian computing with INLA: new features

0 references

0 references

Exceedance-based nonlinear regression of tail dependence

0 references

Reparameterization of extreme value framework for improved Bayesian workflow

0 references

Asymmetric Least Squares Estimation and Testing

0 references

Extreme value properties of multivariate \(t\) copulas

0 references

Linking representations for multivariate extremes via a limit set

0 references

An efficient semiparametric maxima estimator of the extremal index

0 references

Posterior propriety in Bayesian extreme value analyses using reference priors

0 references

Improved threshold diagnostic plots for extreme value analyses

0 references

0 references

Equivalent representations of max-stable processes via ℓ<sup><i>p</i></sup>-norms

0 references

INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles

0 references

Joint inference on extreme expectiles for multivariate heavy-tailed distributions

0 references

Extended generalised Pareto models for tail estimation

0 references

A hierarchical max-stable spatial model for extreme precipitation

0 references

0 references

Smoothing the Hill Estimator

0 references

0 references

Multivariate peaks over thresholds models

0 references

Multivariate generalized Pareto distributions

0 references

Human life is unlimited -- but short

0 references

Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations

0 references

Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization

0 references

Bayesian model averaging for multivariate extremes

0 references

0 references

0 references

Models for stationary max-stable random fields

0 references

Penalising model component complexity: a principled, practical approach to constructing priors

0 references

Maximum likelihood estimation in a class of nonregular cases

0 references

Markov chain models for threshold exceedances

0 references

0 references

Simulating multivariate extreme value distributions of logistic type

0 references

0 references

Software for the analysis of extreme events: The current state and future directions

0 references

Exploiting occurrence times in likelihood inference for componentwise maxima

0 references

Likelihood estimation of the extremal index

0 references

Model misspecification in peaks over threshold analysis

0 references

A general approach to generate random variates for multivariate copulae

0 references

Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures

0 references

Efficient inference and simulation for elliptical Pareto processes

0 references

Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC

0 references

Extreme value theory for anomaly detection -- the GPD classifier

0 references

On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

0 references

A new representation for multivariate tail probabilities

0 references

Subsampling extremes: from block maxima to smooth tail estimation

0 references

Estimation of Parameters and Larger Quantiles Based on the k Largest Observations

0 references

0 references

Vector generalized linear and additive extreme value models

0 references

Identifiers

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

10.1007/S10687-023-00475-9

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6144812

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6144812&oldid=39725675"