A software review for extreme value analysis
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Cites work
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- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A directory of coefficients of tail dependence
- A moment estimator for the index of an extreme-value distribution
- A nonparametric estimation procedure for bivariate extreme value copulas
- A simple general approach to inference about the tail of a distribution
- A spectral representation for max-stable processes
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- An introduction to statistical modeling of extreme values
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Bayesian inference for extremes: accounting for the three extremal types
- Dependence measures for extreme value analyses
- EVIM: a software package for extremel value analysis in MATLAB
- Extreme value theory. An introduction.
- Inference for Clusters of Extreme Values
- Maximum likelihood estimation in a class of nonregular cases
- Models and inference for uncertainty in extremal dependence
- Models for stationary max-stable random fields
- Multivariate generalized Pareto distributions
- On testing extreme value conditions
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Simple consistent estimators of stable distribution parameters
- Simulation of Brown-Resnick processes
- Software for the analysis of extreme events: The current state and future directions
- Stationary max-stable fields associated to negative definite functions
- Statistical inference using extreme order statistics
- Statistical modeling of spatial extremes
- Statistics for near independence in multivariate extreme values
- Testing extreme value conditions
- Vector generalized linear and additive extreme value models
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