RobExtremes
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Software:145899
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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