RobExtremes
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RobExtremes (Optimally Robust Estimation for Extreme Value Distributions)
RobExtremes (Optimally Robust Estimation for Extreme Value Distributions)
CRANRobExtremesMaRDI QIDQ145899FDOQ145899
Optimally Robust Estimation for Extreme Value Distributions
Matthias Kohl, P. Ruckdeschel, Nataliya Horbenko
Last update: 9 February 2024
Copyright license: GNU Lesser General Public License, version 3.0
Software version identifier: 1.2.0, 1.1.0, 1.3.0
Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and \doi{10.1007/s00184-011-0366-4}.
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