- 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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