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