ismev
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Ismev
Description
Functions to support the computations carried out in ‘An Introduction to Statistical Modeling of Extreme Values’ by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.
Cited in
(only showing first 100 items - show all)- A regional Bayesian POT model for flood frequency analysis
- A method of moments estimator of tail dependence
- Estimation of bivariate excess probabilities for elliptical models
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- Bayesian inference for clustered extremes
- Weak convergence of the tail empirical process for dependent sequences
- Estimation of the generalized Pareto distribution
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
- Modelling extremes of time-dependent data by Markov-switching structures
- Three-dimensional random Voronoi tessellations: from cubic crystal lattices to Poisson point processes
- IDF
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- Univariate and bivariate GPD methods for predicting extreme wind storm losses
- Time series analysis of particle tracking data for molecular motion on the cell membrane
- Improved threshold diagnostic plots for extreme value analyses
- A nonparametric method for producing isolines of bivariate exceedance probabilities
- ARfit
- EVIM
- Generalized fiducial confidence intervals for extremes
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- lookout
- MEPDF
- mvPot
- eventstudies
- ABCExtremes
- mev
- qgam
- envoutliers
- Linkages
- Local polynomial maximum likelihood estimation for Pareto-type distributions.
- gnFit
- MINITAB
- AS 215
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
- On the statistical properties of viral misinformation in online social media
- Geoadditive modeling for extreme rainfall data
- Likelihood inference for generalized Pareto distribution
- Bayesian threshold selection for extremal models using measures of surprise
- Estimating recurrence intervals of extreme rainfall through a probabilistic modeling approach for different urban cities of Pakistan
- A peak-over-threshold search method for global optimization
- Extreme value modelling of water-related insurance claims
- Time-varying extreme value dependence with application to leading European stock markets
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- A Bayesian hierarchical model for spatial extremes with multiple durations
- CAViaR
- Inference for asymptotically independent samples of extremes
- Point process models for novelty detection on spatial point patterns and their extremes
- Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model
- A Poisson process reparameterisation for Bayesian inference for extremes
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- \(k\)th-order Markov extremal models for assessing heatwave risks
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- Incorporating model uncertainty into optimal insurance contract design
- Frequency-calibrated belief functions: review and new insights
- Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity
- Human life is unlimited -- but short
- Fuzzy clustering of time series using extremes
- Automated selection of r for the r largest order statistics approach with adjustment for sequential testing
- A Bayesian approach to extended models for exceedance
- Extreme quantiles and tail index of a distribution based on kernel estimator
- Diagnostic check for heavy tail in linear time series
- Uncertainty quantification of stochastic simulation for black-box computer experiments
- Modeling maxima with autoregressive conditional Fréchet model
- Assessing conditional extremal risk of flooding in Puerto Rico
- A kappa distribution with a hydrological application
- Multivariate peaks over thresholds models
- Multivariate extreme value copulas with factor and tree dependence structures
- A utility-based link prediction method in social networks
- An improved method for forecasting spare parts demand using extreme value theory
- On Pickands coordinates in arbitrary dimensions
- On the distribution of Pickands coordinates in bivariate EV and GP models
- A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data
- Multiple attribute similarity hypermatching
- NCSS
- GMRFLib
- Estimation of the risk for an unstable behaviour of feedback systems in the presence of nonlinear distortions
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
- CandS
- mathStatica
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
- WAFO
- Setting targets for surrogate-based optimization
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes
- Estimation of extreme values by the average conditional exceedance rate method
- GW-WINKS
- An enhanced method for tail index estimation under missingness
- LMOMENTS
- lmoments
- Estimation of the value at risk using the stochastic approach of Taylor formula
- Improved inference for the generalized Pareto distribution
- copula
- Bayesian optimal design of an avalanche dam using a multivariate numerical avalanche model
- A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution
- Generalized Pareto copulas: a key to multivariate extremes
- Exploration and inference in spatial extremes using empirical basis functions
- Non-linear models for extremal dependence
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