ismev

swMATH11209CRANismevMaRDI QIDQ23156FDOQ23156

An Introduction to Statistical Modeling of Extreme Values

Author name not available (Why is that?)

Last update: 10 May 2018

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

Software version identifier: 1.42

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

Described by source

• An introduction to statistical modeling of extreme values

Cited In (only showing first 100 items - show all)

• Bayesian stochastic modelling for avalanche predetermination: from a general system framework to return period computations
• Mixed model-based additive models for sample extremes
• Estimation of the Pareto and related distributions – A reference-intrinsic approach
• Poisson statistics at the edge of Gaussian beta-ensembles at high temperature
• Smoothing sample extremes: the mixed model approach
• Extreme Shape Analysis
• Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes
• Title not available (Why is that?)
• On the statistical properties of viral misinformation in online social media
• Geoadditive modeling for extreme rainfall data
• Weather Derivative Risk Measures for Extreme Events
• Statistical inference in the presence of heavy tails
• Bayesian estimation of intensity-duration-frequency curves and of the return period associated to a given rainfall event
• Extremes and extremal indices for level set observables on hyperbolic systems ^*
• Bringing Closure to the Plotting Position Controversy
• Stochastic models in seed dispersals: random walks and birth–death processes
• Extremes of Markov Chains with Tail Switching Potential
• Estimating recurrence intervals of extreme rainfall through a probabilistic modeling approach for different urban cities of Pakistan
• Bayesian inference for clustered extremes
• Software for the analysis of extreme events: The current state and future directions
• Extreme value modelling of water-related insurance claims
• Fuzzy clustering of time series using extremes
• Multivariate extreme value analysis and its relevance in a metallographical application
• Leave-One-Out Kernel Density Estimates for Outlier Detection
• Univariate and bivariate GPD methods for predicting extreme wind storm losses
• A Bayesian hierarchical model for spatial extremes with multiple durations
• Non-linear models for extremal dependence
• Stochastic derivative estimation for max-stable random fields
• Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis
• Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
• Conditioning exceedances on covariate processes
• Extreme value distributions of inclusions in six steels
• A software review for extreme value analysis
• Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model
• Data driven estimates for mixtures
• Bernstein polynomial angular densities of multivariate extreme value distributions
• Estimation of the generalized Pareto distribution
• Three-dimensional random Voronoi tessellations: from cubic crystal lattices to Poisson point processes
• Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
• Time series analysis of particle tracking data for molecular motion on the cell membrane
• Inference for asymptotically independent samples of extremes
• Inferring extinction from a sighting record
• Bayesian inference for extremes: accounting for the three extremal types
• Subsampling extremes: from block maxima to smooth tail estimation
• Full Bayesian significance test for extremal distributions
• Regression models for exceedance data: a new approach
• Monte Carlo calibration of avalanches described as Coulomb fluid flows
• Quality of the Approximation of Ruin Probabilities Regarding to Large Claims
• Explaining the size distribution of cities: Extreme economies
• On tail trend detection: modeling relative risk
• L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data
• Methods to Distinguish Between Polynomial and Exponential Tails
• Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
• An enhanced method for tail index estimation under missingness
• Estimation of the value at risk using the stochastic approach of Taylor formula
• Modeling maxima with autoregressive conditional Fréchet model
• Diagnostic check for heavy tail in linear time series
• Catastrophe risk bonds with applications to earthquakes
• Uncertainty quantification of stochastic simulation for black-box computer experiments
• Assessing conditional extremal risk of flooding in Puerto Rico
• Evolution of Athletic Records: Statistical Effects versus Real Improvements
• A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution
• Exploration and inference in spatial extremes using empirical basis functions
• A simulation model for calculating solvency capital requirements for non-life insurance risk
• An improved method for forecasting spare parts demand using extreme value theory
• Odd Pareto families of distributions for modeling loss payment data
• Setting targets for surrogate-based optimization
• Bayesian spline method for assessing extreme loads on wind turbines
• A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
• Maximum likelihood estimators based on the block maxima method
• Extreme value theory for anomaly detection -- the GPD classifier
• A spatio-temporal model for Red Sea surface temperature anomalies
• Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes
• Projected tests for high-dimensional covariance matrices
• Modeling the distribution of distance data in Euclidean space
• Improving parameter estimation using constrained optimization methods
• Cyber claim analysis using generalized Pareto regression trees with applications to insurance
• A flexible cure rate model for spatially correlated survival data based on generalized extreme value distribution and Gaussian process priors
• A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
• INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
• The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles
• Statistical mechanics of complex neural systems and high dimensional data
• \(k\)th-order Markov extremal models for assessing heatwave risks
• A Poisson process reparameterisation for Bayesian inference for extremes
• Detecting distributional changes in samples of independent block maxima using probability weighted moments
• ABC model selection for spatial extremes models applied to south Australian maximum temperature data
• Multiple attribute similarity hypermatching
• On the tail behaviour of aggregated random variables
• Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution
• Modeling waves of extreme temperature: the changing tails of four cities
• Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the r-larger order statistics distribution
• Incorporating model uncertainty into optimal insurance contract design
• Analysis and Simulation of Extremes and Rare Events in Complex Systems
• A utility-based link prediction method in social networks
• Frequency-calibrated belief functions: review and new insights
• Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes
• Estimation of extreme values by the average conditional exceedance rate method
• Constructing Bayesian formulations of sparse kernel learning methods
• Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing

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