swMATH8205CRANPOTMaRDI QIDQ20215FDOQ20215
Generalized Pareto Distribution and Peaks Over Threshold
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
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
- Point and exact interval estimation for the generalized Pareto distribution with small samples
- dbEmpLikeGOF
- NHPoisson
- RFA
- goft
- A software review for extreme value analysis
- EWGoF
- KScorrect
- vsgoftest
- VSOLassoBag
- A double generalized Pareto distribution
- Bivariate statistical analysis of TCP-flow sizes and durations
- An M-estimator for tail dependence in arbitrary dimensions
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