extremefit

swMATH40017CRANextremefitMaRDI QIDQ55717FDOQ55717

Estimation of Extreme Conditional Quantiles and Probabilities

Gilles Durrieu

Last update: 4 May 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0.2

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

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

Cited In (31)

• An enhanced method for tail index estimation under missingness
• egpd4gamlss
• sbde
• mvPot
• lmom
• RTDE
• evd
• SpatialExtremes
• texmex
• fExtremes
• qrmtools
• futureheatwaves
• hkevp
• MCMC4Extremes
• extremogram
• eva
• VaRES
• extRemes
• evgam
• evmix
• ExtremalDep
• fCopulae
• ReIns
• extremeStat
• extremis
• lax
• RWsearch
• ptsuite
• ExtremeRisks
• RobExtremes
• tea

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