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Extreme Value Analysis with Goodness-of-Fit Testing

Brian Bader

Last update: 15 November 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2.6

Official website: https://cran.r-project.org/web/packages/eva/index.html

Source code repository: https://github.com/cran/eva

Cites work

• Automated selection of r for the r largest order statistics approach with adjustment for sequential testing
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate

Cited In (4)

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

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