evt0

MaRDI QIDQ32906swMATHCRANFDO

Authors B. G. Manjunath, Frederico Caeiro

Last update 21 April 2023

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

Software version identifier 1.1-4

Official website https://cran.r-project.org/web/packages/evt0/index.html

Source code repository https://github.com/cran/evt0

Cites work

• A simple generalisation of the Hill estimator
• A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
• Excess Functions and Estimation of the Extreme-Value Index

Cited in

(23)

• tea
• VaR
• RTDE
• WeightedPortTest
• fExtremes
• futureheatwaves
• hkevp
• extremogram
• VaRES
• GUIDE
• ExtremalDep
• Dowd
• ReIns
• ltmix
• mvPot
• extremeStat
• extremis
• lax
• RWsearch
• ptsuite
• egpd4gamlss
• On automatic bias reduction for extreme expectile estimation
• An \texttt{R} package for value at risk and expected shortfall

This page was built for software: evt0