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

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+Reinsurance
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+Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables
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+Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data
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+Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
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+A construction principle for multivariate extreme value distributions
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+Bias-reduced estimators for bivariate tail modelling
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+Excess functions and estimation of the extreme-value index
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+Extremal attractors of Liouville copulas
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+Normal rank
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+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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+Models for Extremal Dependence Derived from Skew-symmetric Families
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+Estimation and uncertainty quantification for extreme quantile regions
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+High-dimensional inference using the extremal skew-\(t\) process
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+A horse race between the block maxima method and the peak-over-threshold approach
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+Q3295394
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+Normal rank
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+Q5272715
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+Inference for clustered data using the independence loglikelihood
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+Generalized Additive Modelling of Sample Extremes
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+Normal rank
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+Q2921617
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+Normal rank
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+An introduction to statistical modeling of extreme values
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+Dependence measures for extreme value analyses
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+Normal rank
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+Q4272657
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+Normal rank
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Extremile Regression
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+Normal rank
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+The extremogram: a correlogram for extreme events
@@ Property / cites work: The extremogram: a correlogram for extreme events / rank @@
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+Towards estimating extremal serial dependence via the bootstrapped extremogram
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+Statistical modeling of spatial extremes
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+Normal rank
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+A Euclidean Likelihood Estimator for Bivariate Tail Dependence
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+High-dimensional peaks-over-threshold inference
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+Normal rank
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+Extreme residual dependence for random vectors and processes
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+A moment estimator for the index of an extreme-value distribution
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+Modeling extreme values by the residual coefficient of variation
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+A semiparametric Bayesian approach to extreme value estimation
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+Exact simulation of max-stable processes
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+Conditional simulation of max-stable processes
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+Functional regular variations, Pareto processes and peaks over threshold
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+Probabilities of Concurrent Extremes
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+Normal rank
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+Exceedances over high thresholds: a guide to threshold selection
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+Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
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+Robust and bias-corrected estimation of the coefficient of tail dependence
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+Bayesian hierarchical modeling of extreme hourly precipitation in Norway
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+A continuous updating weighted least squares estimator of tail dependence in high dimensions
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+Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
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+Extremal behaviour of aggregated data with an application to downscaling
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+Graphical Models for Extremes
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+Normal rank
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+Laws of Small Numbers: Extremes and Rare Events
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+The generalized Pareto process; with a view towards application and simulation
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+Inference for Clusters of Extreme Values
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+Normal rank
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+A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
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+Discussion of ``Statistical modeling of spatial extremes'' by A. C. Davison, S. A. Padoan and M. Ribatet
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+A software review for extreme value analysis
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+Normal rank
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+Statistics of extremes by oracle estimation
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+Normal rank
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+Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
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+Nonparametric estimation of multivariate extreme-value copulas
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+Adaptive estimates of parameters of regular variation
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+Statistical inference for inter-arrival times of extreme events in bursty time series
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+A Conditional Approach for Multivariate Extreme Values (with Discussion)
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+A simple general approach to inference about the tail of a distribution
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+Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
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+Q3482696
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+Normal rank
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+Max‐infinitely divisible models and inference for spatial extremes
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+Modeling Spatial Processes with Unknown Extremal Dependence Class
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+Maxima of normal random vectors: Between independence and complete dependence
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+Estimating the probability of widespread flood events
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+Large-sample tests of extreme-value dependence for multivariate copulas
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+Nonparametric rank-based tests of bivariate extreme-value dependence
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+Statistics for near independence in multivariate extreme values
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+Diagnostics for Dependence within Time Series Extremes
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+An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
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+Bayesian uncertainty management in temporal dependence of extremes
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+Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
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+Bayesian computing with INLA: new features
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+Normal rank
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+Q5253267
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+Exceedance-based nonlinear regression of tail dependence
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+Reparameterization of extreme value framework for improved Bayesian workflow
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+Asymmetric Least Squares Estimation and Testing
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+Normal rank
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+Extreme value properties of multivariate \(t\) copulas
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+Linking representations for multivariate extremes via a limit set
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+An efficient semiparametric maxima estimator of the extremal index
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+Posterior propriety in Bayesian extreme value analyses using reference priors
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+Improved threshold diagnostic plots for extreme value analyses
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+Q5272716
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+Normal rank
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+Equivalent representations of max-stable processes via ℓ<sup><i>p</i></sup>-norms
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+INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
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+Joint inference on extreme expectiles for multivariate heavy-tailed distributions
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+Extended generalised Pareto models for tail estimation
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+A hierarchical max-stable spatial model for extreme precipitation
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+Q5272717
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+Normal rank
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+Smoothing the Hill Estimator
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+Normal rank
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+Q3771297
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+Normal rank
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+Multivariate peaks over thresholds models
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+Normal rank
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+Multivariate generalized Pareto distributions
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+Normal rank
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+Human life is unlimited -- but short
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+Normal rank
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+Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
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+Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
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+Bayesian model averaging for multivariate extremes
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+Q5429809
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+Q2921614
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+Normal rank
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+Models for stationary max-stable random fields
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+Normal rank
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+Penalising model component complexity: a principled, practical approach to constructing priors
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+Maximum likelihood estimation in a class of nonregular cases
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+Markov chain models for threshold exceedances
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+Normal rank
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+Q4298923
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+Simulating multivariate extreme value distributions of logistic type
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+Q5272725
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+Software for the analysis of extreme events: The current state and future directions
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+Exploiting occurrence times in likelihood inference for componentwise maxima
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+Likelihood estimation of the extremal index
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+Normal rank
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+Model misspecification in peaks over threshold analysis
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+A general approach to generate random variates for multivariate copulae
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+Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures
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+Efficient inference and simulation for elliptical Pareto processes
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+Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
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+Extreme value theory for anomaly detection -- the GPD classifier
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+On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
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+A new representation for multivariate tail probabilities
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+Subsampling extremes: from block maxima to smooth tail estimation
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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+Q5268958
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+Vector generalized linear and additive extreme value models
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