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
Official website: http://cran.r-project.org/web/packages/ismev/index.html
Source code repository: https://github.com/cran/ismev
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
- Stochastic models in seed dispersals: random walks and birth-death processes
- 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
- Methods to distinguish between polynomial and exponential tails
- L-moments of the Birnbaum-Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data
- 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
- Bringing Closure to the Plotting Position Controversy
- Explaining the size distribution of cities: extreme economies
- 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
- Poisson statistics at the edge of Gaussian \(\beta\)-ensemble at high temperature
- 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
- Weather derivative risk measures for extreme events
- Extremes and extremal indices for level set observables on hyperbolic systems
- 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
- \(k\)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
- 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
- Modeling waves of extreme temperature: the changing tails of four cities
- Time series analysis of particle tracking data for molecular motion on the cell membrane
- ABCExtremes
- eventstudies
- Inference for asymptotically independent samples of extremes
- Inferring extinction from a sighting record
- Subsampling extremes: from block maxima to smooth tail estimation
- Full Bayesian significance test for extremal distributions
- Monte Carlo calibration of avalanches described as Coulomb fluid flows
- On tail trend detection: modeling relative risk
- Generalized Pareto copulas: a key to multivariate extremes
- Accounting for the threshold uncertainity in extreme value estimation
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- EVIM
- MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
- Linkages
- AS 215
- CAViaR
- NCSS
- GMRFLib
- CandS
- mathStatica
- WAFO
- GW-WINKS
- copula
- LMOMENTS
- lmoments
- lmom
- POT
- VaR
- FRANC3D
- NASGRO
- RMetrics
- evir
- spBayes
- BayesDA
- FinTS
- gamair
- gPdtest
- itsmr
- NSM3
- QRM
- RTDE
- evd
- tolerance
- SpatialExtremes
- texmex
- Dremel
- evdbayes
- fExtremes
- RANRTH
- AS 89
- TestEVC1d
- ppstat
- lmomco
- BNPdensity
- extWeibQuant
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