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swMATH12325CRANtexmexMaRDI QIDQ24254FDOQ24254

Statistical Modelling of Extreme Values

Harry Southworth, Paul D. Metcalfe, Janet E. Heffernan

Last update: 4 December 2020

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

Software version identifier: 2.4.8

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

Cites work

• Inference for Clusters of Extreme Values
• A Conditional Approach for Multivariate Extreme Values (with Discussion)

Cited In (8)

• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• \(k\)-means clustering of extremes
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
• A software review for extreme value analysis
• A double generalized Pareto distribution
• mobirep
• Semiparametric bivariate modelling with flexible extremal dependence
• Extended generalised Pareto models for tail estimation

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