evd
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Evd
Cited in
(99)- Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale
- A Simple and Effective Inequality Measure
- Compound unimodal distributions for insurance losses
- scientific article; zbMATH DE number 7660128 (Why is no real title available?)
- Vector generalized linear and additive extreme value models
- Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
- tea
- EVIM
- mathStatica
- ROptEstOld
- homtest
- lmom
- POT
- VaR
- RMetrics
- evir
- ismev
- RTDE
- SMPracticals
- SpatialExtremes
- texmex
- evdbayes
- fExtremes
- TestEVC1d
- lmomco
- qrmtools
- rtdists
- futureheatwaves
- hkevp
- truncdist
- extremogram
- eva
- VaRES
- extRemes
- neldermead
- evgam
- ddst
- A maximum entropy approach to loss distribution analysis
- evmix
- ExtremalDep
- evt0
- ensembleMOS
- SimCorMultRes
- GJRM
- CompLognormal
- insuranceData
- ReIns
- RecordLinkage
- qrmdata
- TDAstats
- extremefit
- intamap
- extremeStat
- Renext
- extremis
- IDF
- cape
- criticality
- SpatialGEV
- DEEVD
- extremeIndex
- INQC
- ExtremeRisks
- climwin
- lmboot
- rSHAPE
- RobExtremes
- evtclass
- flood
- metafuse
- HydroPortailStats
- lookout
- mvPot
- Leave-One-Out Kernel Density Estimates for Outlier Detection
- scientific article; zbMATH DE number 7578286 (Why is no real title available?)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
- A software review for extreme value analysis
- extremeStat
- extremis
- lax
- RWsearch
- ptsuite
- RobExtremes
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- CRPS M-estimation for max-stable models
- egpd4gamlss
- weird
- SNSeg
- A nonparametric method for producing isolines of bivariate exceedance probabilities
- The tail dependograph
- Nonparametric estimation of multivariate extreme-value copulas
- Four-decision tests for stochastic dominance, with an application to environmental psychophysics
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- A horse race between the block maxima method and the peak-over-threshold approach
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- Value-at-risk forecasts under scrutiny—the German experience
- Semiparametric bivariate modelling with flexible extremal dependence
- Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
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