POT

MaRDI QIDQ20215swMATHCRANFDO

Authors Mathieu Ribatet

Last update 14 April 2022

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

Software version identifier 1.1-10

Official website http://cran.r-project.org/web/packages/POT/index.html

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

Cites work

• Statistics of Extremes

Cited in

(39)

• The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
• Optimally robust estimators in generalized Pareto models
• On estimation of loss distributions and risk measures
• EVIM
• RobLox
• RobASt
• LMOMENTS
• lmomRFA
• lmom
• evir
• gPdtest
• evd
• TRANSIMS
• texmex
• fExtremes
• TestEVC1d
• ppstat
• lmomco
• gld
• nsRFA
• smoothtail
• spd
• normtest
• extRemes
• Lmoments
• dbEmpLikeGOF
• NHPoisson
• RFA
• goft
• EWGoF
• KScorrect
• vsgoftest
• VSOLassoBag
• Point and exact interval estimation for the generalized Pareto distribution with small samples
• A software review for extreme value analysis
• Bivariate statistical analysis of TCP-flow sizes and durations
• A double generalized Pareto distribution
• An M-estimator for tail dependence in arbitrary dimensions

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