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)

• 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
• Analysis and simulation of extremes and rare events in complex systems
• 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
• A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution
• Modeling the distribution of distance data in Euclidean space
• 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
• 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
• Evolution of athletic records: statistical effects versus real improvements
• 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
• 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
• Improved inference for the generalized Pareto distribution
• Title not available (Why is that?)
• Cluster based inference for extremes of time series
• A flexible extreme value mixture model
• Threshold selection for extremes under a semiparametric model
• A local moment type estimator for the extreme value index in regression with random covariates
• Max-stable processes for modeling extremes observed in space and time
• A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches
• Generalized Pareto copulas: a key to multivariate extremes
• Geostatistics of dependent and asymptotically independent extremes
• Asymptotic models and inference for extremes of spatio-temporal data
• Kernel density estimation for heavy-tailed distributions using the champernowne transformation
• Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
• A default Bayesian approach for regression on extremes
• Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
• Point process models for novelty detection on spatial point patterns and their extremes
• Estimation of spatial max-stable models using threshold exceedances
• Extreme Value Distributions for the Skew-Symmetric Family of Distributions
• On the estimation and application of max-stable processes
• Accounting for the threshold uncertainity in extreme value estimation
• Are extreme value estimation methods useful for network data?
• Nonparametric estimation of the dependence function for a multivariate extreme value distribution
• The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
• Multivariate generalized Pareto distributions
• Optimal threshold determination based on the mean excess plot
• On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model
• Asymptotic and bootstrap inference for inequality and poverty measures
• A Markov-switching model for heat waves
• Income distribution and inequality measurement: the problem of extreme values
• High-dimensional parametric modelling of multivariate extreme events
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
• Risk averse decision making under catastrophic risk
• Approximate Bayesian computing for spatial extremes
• Modelling extremes of time-dependent data by Markov-switching structures
• On the distribution of Pickands coordinates in bivariate EV and GP models
• Anticipating Catastrophes through Extreme Value Modelling
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
• A discussion on mean excess plots
• A hierarchical model for the analysis of spatial rainfall extremes
• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
• Bayesian approaches for analyzing earthquake catastrophic risk
• Predictability of threshold exceedances in dynamical systems
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• Copulas: A Review and Recent Developments
• Model misspecification in peaks over threshold analysis
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
• scanstatistics
• GJRM
• Limit laws for random vectors with an extreme component
• extremeStat
• A nonparametric method for producing isolines of bivariate exceedance probabilities
• Likelihood estimators for multivariate extremes

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